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Heatmaps — Gamma, Vanna and Charm by strike and expiration.

The Heatmaps show where gamma, vanna and charm exposure is concentrated across the options market. The section organizes information by strike and expiration to visualize relevant zones within the structure, with Multi-view and a GEX Replay system.

What it shows Gamma, vanna and charm concentration grouped by strike and expiration date.
Included features Multi-view to compare greeks and GEX Replay to review intraday structural evolution.
Where to use it Heatmaps available for any asset. Multi-view and Replay for SPY, SPX, NDX, QQQ, DIA and IWM.
Functionality

What the Heatmaps include.

The view summarizes options data in a visual structure grouped by strike, expiration and gamma, vanna and charm concentration, with Multi-view and GEX Replay.

01
Gamma by strike

Shows which prices concentrate higher gamma exposure.

02
Vanna by expiration

Separates vanna sensitivity by available expiration dates.

03
Charm by strike

Adds a charm read to understand how exposure changes as time passes.

04
Multi-view

Displays multiple greeks simultaneously in one screen to compare concentrations.

05
GEX Replay

Replays gamma exposure evolution during the session to review structural changes.

06
Replay and Multi-view

Available for SPY, SPX, NDX, QQQ, DIA and IWM. Heatmaps work for any asset.

Using it in the app

How the Heatmaps are organized.

The section shows current price, strikes, expirations and gamma, vanna and charm concentration in a structure-focused view, with Multi-view and GEX Replay.

The heatmaps show the asset's current price alongside the strikes where gamma, vanna or charm concentration is higher.

Information is separated by expiration to distinguish concentration in near-term and broader dates. Heatmaps work for any asset; Multi-view and Replay are available for SPY, SPX, NDX, QQQ, DIA and IWM.

Multi-view lets you display multiple greeks simultaneously. GEX Replay replays gamma exposure evolution during the session. The view connects with Delta Hedging and Options Chain.

Current price

The view places price against strikes with gamma, vanna and charm concentration.

Strikes and expirations

Strike prices and dates are shown as references inside the heatmaps.

Multi-view

Compare multiple greeks simultaneously in one screen.

GEX Replay

Replays how gamma exposure evolved throughout the session.

What it adds

A visual view of gamma structure.

The Heatmaps section turns contract data into a grouped view of levels, expirations and gamma, vanna and charm exposure.

Reduces noise

Groups options information into strikes and expirations with higher sensitivity concentration.

Improves context

Shows price levels from the options structure alongside vanna, charm and gamma context.

Complements intraday analysis

Connects with Delta Hedging and GEX replay to show structure and hedging pressure in related modules.

Makes comparison easier

Shows different expirations, strikes and exposure types in the same visual view.

Check the Heatmaps inside GEXfocus.

The section shows where GEX, Vanna and Charm are concentrated by strike and expiration inside GEXfocus.