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Estimated dealer hedging pressure across successive chain snapshots: gamma, charm (and vanna when available), total, and cumulative.

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Formula (summary)

  • gamma_flow = spot move (%) × prior net GEX
  • charm_flow = −elapsed hours × prior net charm
  • total_flow = sum of components
  • cumulative_flow = running sum of total_flow
Positive ≈ dealers buying the underlying to re-hedge. Negative ≈ selling. Uses ?positioning=flow|std (default flow). Needs at least two chain snapshots; otherwise 404. This is not customer tape delta. For that, use delta flow. Full model notes: Positioning.

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See also

Gamma flow

Delta flow (customer)

By level

Positioning models