The Greeks & Flow Desk answers two questions live for the options trader: aggregated by
strike and by maturity, what net dealer delta and gamma is the market carrying — where
spot is likely pinned and where hedging accelerates — and is order flow
leaning bullish or bearish (call vs put volume, net premium, put/call ratios), fresh or
fading? Higher-order greeks (vanna, charm) read dealer-hedging pressure; the block tape shows the
prints behind the aggregates. Built on Deribit options for BTC and ETH.
2·Underlyings (BTC/ETH)
δ γ·Net by strike & maturity
Flow·Volume · premium · P/C
Blocks·Large-trade tape
Demo data
1 · Net gamma by strike
Short γ around $64k
Net δ +1.2k · net γ −18.4k · dominant gamma strike $64,000
2 · Directional flow
Bullish lean
Net premium +$1.4M · P/C volume 0.91 · extending vs range
3 · Block tape
$612k call buy
$66k C · 84 contracts · buy · 09:04 — the largest print today
Pro members only
{# ============================================================================
Shared Plus+ paywall / unlock card — included by gated dashboard pages.
Context expected:
tool_name — e.g. "Funding & Leverage"
tool_tagline — the one-glance answer, e.g. "Is the market over-leveraged?"
unlock_points — list[str] of what this tool unlocks (4-ish)
user — for authed-vs-anon CTA
Self-contained: scoped under .cdd-unlock with inline tokens so it renders on
any page regardless of the host page's scoped styles. Fonts are loaded by the
host page's @import (Fraunces / Instrument Sans / JetBrains Mono).
============================================================================ #}
Quant Desk membership · $149.99/mo
Unlock the full Greeks & Flow Desk
Net dealer delta / gamma and where directional flow is going.
Net delta & gamma by strike and by maturity
Directional flow — call/put volume, net premium, P/C ratios
Higher-order greeks (vanna / charm) as hedging pressure