River — gamma flip analytics

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PRICE

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CONFIDENCE

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NET GEX @ SPOT

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TOTAL GAMMA

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DATA

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CONFIDENCE FACTORS

GAMMA EXPOSURE vs PRICE

aggregate dealer GEX estimate per 1% move · zero crossing = River

GAMMA PROFILE BY STRIKE

±12% of spot · bold strikes = gamma walls

Call GEX Put GEX Net tick

EXPIRATION ANALYSIS

toggle buckets to recompute River without them

Calls Puts Net

WHAT-IF SCENARIOS

regime & net GEX if price moves

PRICE	MOVE	NET GEX	VS RIVER	REGIME

PRICE vs RIVER — HISTORY

WATCHLIST

refreshed by the background scheduler

TICKER	PRICE	RIVER	DIST %	REGIME	CONF	UPDATED

Gamma exposure and dealer positioning are estimates derived from publicly available options-market data. Actual dealer positions are not directly observable. Not investment advice.

River = the price where the aggregate dealer gamma exposure estimate crosses zero. Above the River, dealer hedging tends to dampen moves (bullish/pinning regime); below it, hedging tends to amplify moves (bearish/volatile regime). Methodology: Black-Scholes gamma from listed implied vols, open-interest weighted, calls +/puts − dealer-positioning convention. API docs