Options positioning

Longer bar = more dealer hedging pressure. Green = dealers dampen moves (price pinned); red = dealers amplify moves (trend-prone). Tap a bar to drill in.

Net GEX = the dollar delta dealers must hedge per +1% move. Positive → they sell rallies / buy dips (calmer, pinned). Negative → they chase the move (faster, breakout-prone). Gamma flip = the price where that behaviour switches. Wall = the strike with the most pull.

How much of a stock’s off-exchange volume runs through its single busiest dark pool. Higher = more concentrated routing. Tap to drill in.

The named dark pools handling NVDA that week — the top 5 by share.

Unlike retail “dark-pool print” feeds, FINRA names the venue and counts only genuine ATS volume (not wholesaler-internalised retail flow). HHI is a 0–1 concentration score. Trade-off: it’s weekly and publishes ~2–3 weeks late.

Market-wide puts ÷ calls. A classic contrarian gauge: high (≥1.0) flags fear (often near local bottoms), low (<0.8) flags complacency.

• GEX is a proxy, not fact. It assumes dealers are long calls / short puts — the industry-standard guess (the paid tools make the same one). Treat the sign and size as the signal, not the exact dollar.
• Delay, not secrecy, is what’s paywalled. Everything here is ~15-min (options) to ~2-week (dark pool) delayed. Real-time intraday tape still costs money — but positioning barely moves on a 15-minute delay.
• Open interest is prior-day settled (it always is, everywhere), so intraday new positions are not in it yet.
• This is a map of behaviour, not a buy list. It tells you whether a name is likely pinned or unstable — you bring the trade. Not advice.