Options.
Two reads on the options market: where dealers are pinned, and where contracts are stacked. Both power the Levels API.
Dealer gamma by strike — the call wall, the put wall, and the zero-gamma flip where price gets fast.
Where contracts are concentrated — max pain, the put/call balance, and the strikes acting as magnets into expiry.
Session over session.
The largest moves between the last two recorded sessions, across 547 names.
Net gamma, all expiries ($M). Largest change since 4 Nov.
Call and put wall strikes that moved (full chain, all expiries). Ranked by the move as a share of spot.
Monthly ATM-straddle implied move, % of spot. Same expiry both sessions.
Deltas compare the last two nightly captures — CBOE delayed (~15-min) chains, computed over the full listed chain (wider than the strike band shown on each ticker's profile). A name is listed only when its latest capture is 5 Nov; where its prior capture is older than 4 Nov, the row shows that date.