America/New York12-hour
VERA TERMINALTrading dashboard

Type a symbol and a function. HELP lists them.

As of OCT 9, 04:00 PM America/New_YorkOptions workspace
1GEXGamma exposure
Positive gammaCall wall 6,820ResistancePut wall 6,810SupportGamma flip 6,783.8PivotPrice 6,815.60Net GEX +$48.2B
2OMONOption monitor
OIVolIVΔBidAskStrikeBidAskΔIVVolOI
1,187·23.6%0.80203.58206.666,64025.5425.93-0.2023.6%·915
1,390·23.6%0.78195.74198.706,65027.6228.04-0.2223.6%·1,400
1,661·23.6%0.77188.03190.876,66029.8230.28-0.2323.6%·1,244
1,141·23.5%0.76180.46183.196,67032.1732.65-0.2423.5%·943
955·23.5%0.74173.02175.646,68034.6535.17-0.2623.5%·1,834
1,387·23.5%0.73165.73168.246,69037.2837.84-0.2723.5%·2,111
1,3723623.4%0.71158.59160.996,70040.0540.66-0.2923.4%·1,611
1,4644523.4%0.70151.60153.896,71042.9843.63-0.3023.4%173,230
1,01624123.4%0.68144.77146.966,72046.0746.76-0.3223.4%1305,279
1,14741323.3%0.66138.10140.196,73049.3250.06-0.3423.3%4017,841
1,91753023.3%0.65131.60133.586,74052.7353.52-0.3523.3%5008,905
1,81960423.3%0.63125.26127.156,75056.3157.16-0.3723.3%3748,060
1,91571723.2%0.61119.09120.896,76060.0660.96-0.3923.2%2505,421
1,85750723.2%0.60113.10114.816,77063.9864.95-0.4023.2%4643,383
1,77664323.2%0.58107.28108.906,78068.0869.11-0.4223.2%5732,526
3,09459123.1%0.56101.64103.176,79072.3673.45-0.4423.1%3541,789
4,46748323.1%0.5496.1897.636,80076.8177.97-0.4623.1%4402,627
6,08173223.1%0.5290.9092.276,81081.4582.68-0.4823.1%5442,052
▲ ▼ SPX 6,815.60
7,30048423.0%0.5185.8087.106,82086.2787.57-0.4923.0%2781,720
5,89632123.0%0.4980.8882.116,83091.2792.65-0.5123.0%4611,649
4,11734823.0%0.4776.1577.306,84096.4597.91-0.5323.0%2801,609
2,76233522.9%0.4571.6072.686,850101.82103.36-0.5522.9%2131,441
2,09915122.9%0.4367.2368.246,860107.37108.99-0.5722.9%931,404
8797822.9%0.4163.0463.996,870113.09114.80-0.5922.9%931,420
1,462·22.8%0.4059.0359.926,880119.00120.80-0.6022.8%141,416
1,267·22.8%0.3855.1956.036,890125.08126.98-0.6222.8%·1,661
1,377·22.8%0.3651.5352.316,900131.34133.33-0.6422.8%·933
1,319·22.7%0.3448.0548.776,910137.78139.86-0.6622.7%·1,216
871·22.7%0.3344.7345.416,920144.38146.56-0.6722.7%·1,498

Model prices: Black-Scholes on the preview volatility smile. Shaded cells are in the money.

3FLOWLarge prints
Bought at ask: C $73.8M P $50.7M
Time · America/New_YorkContractSideSizePricePremiumSpot
03:58:15 PM6,810P 01/08 91DASK61341.56$2.1M6,816.04
03:57:45 PM6,830C 11/13 35DASK62254.70$1.6M6,816.88
03:57:20 PM6,800C 11/13 35DBID56234.49$1.3M6,817.80
03:48:55 PM6,810C 12/11 63DBID60327.62$2M6,820.61
03:45:30 PM6,840P 11/06 28DBID68173.83$1.2M6,821.76
03:45:10 PM6,800P 12/11 63DASK45285.23$1.3M6,822.31
03:42:05 PM6,830P 12/11 63DBID46247.36$1.1M6,821.89
03:40:55 PM6,780P 12/11 63DBID55233.42$1.3M6,820.78
03:38:15 PM6,870C 11/13 35DASK58179.43$1M6,822.51
03:35:00 PM6,870P 12/11 63DASK69344.39$2.4M6,823.52
03:33:25 PM6,820C 11/13 35DBID68234.66$1.6M6,825.41
03:33:10 PM6,850P 12/11 63DASK63289.73$1.8M6,825.16
03:30:30 PM6,860C 11/06 28DASK68190.91$1.3M6,826.64
03:29:15 PM6,780C 11/06 28DASK52259.94$1.4M6,827.08
03:28:40 PM6,800C 12/11 63DASK66304.75$2M6,826.65
03:28:30 PM6,850C 12/11 63DASK40276.42$1.1M6,826.51
03:21:30 PM6,790C 01/08 91DASK58415.32$2.4M6,823.40
03:18:50 PM6,860C 11/13 35DASK70205.21$1.4M6,820.58
03:18:15 PM6,800C 01/08 91DBID51426.14$2.2M6,821.22
03:17:00 PM6,770C 11/06 28DBID61206.15$1.3M6,820.51
03:16:50 PM6,820P 11/06 28DASK70180.15$1.3M6,820.58
03:15:00 PM6,780P 11/06 28DASK70174.40$1.2M6,819.06
03:12:45 PM6,870P 12/11 63DASK44345.08$1.5M6,818.23
03:07:00 PM6,830P 10/23 14DASK67157.15$1.1M6,818.52
03:03:30 PM6,780C 01/08 91DBID36387.75$1.4M6,819.14
03:02:20 PM6,780C 10/23 14DASK62171.11$1.1M6,818.67
03:01:05 PM6,830P 10/30 21DMID60194.15$1.2M6,816.70
02:58:35 PM6,810C 01/08 91DASK29401.44$1.2M6,815.14
02:56:05 PM6,830P 11/13 35DMID58226.39$1.3M6,812.74
02:52:15 PM6,790P 10/30 21DBID63161.56$1M6,807.15
02:44:45 PM6,780C 01/08 91DASK31429.82$1.3M6,807.56
02:44:25 PM6,830P 12/11 63DASK62297.50$1.8M6,807.94
02:40:40 PM6,770C 11/13 35DBID49248.38$1.2M6,807.39
02:37:40 PM6,800C 11/06 28DASK64238.14$1.5M6,806.43
02:34:25 PM6,830P 11/13 35DASK60250.91$1.5M6,805.47
02:30:55 PM6,830C 01/08 91DASK45343.89$1.5M6,802.54
02:29:20 PM6,840P 01/08 91DASK33320.07$1.1M6,802.43
02:27:25 PM6,800C 10/23 14DASK66158.09$1M6,801.31
02:26:05 PM6,820C 11/06 28DMID60169.17$1M6,802.29
02:24:35 PM6,750C 10/30 21DASK51214.61$1.1M6,800.62
02:22:05 PM6,790C 11/06 28DBID63209.92$1.3M6,803.78
02:21:00 PM6,810P 10/30 21DASK61188.01$1.1M6,801.74
02:18:35 PM6,830P 11/06 28DASK61192.21$1.2M6,803.79
02:17:10 PM6,790C 11/13 35DASK47216.80$1M6,805.79
02:15:45 PM6,840C 11/06 28DBID69168.22$1.2M6,806.11
02:15:15 PM6,770C 10/30 21DMID59185.05$1.1M6,805.87
02:15:10 PM6,830P 01/08 91DASK35296.00$1M6,805.83
02:08:30 PM6,800P 11/06 28DASK62167.55$1M6,806.99
02:08:05 PM6,760P 11/06 28DMID66182.11$1.2M6,807.06
02:07:50 PM6,760C 12/11 63DASK47377.84$1.8M6,806.68
02:07:20 PM6,790P 12/11 63DBID51298.74$1.5M6,805.50
02:07:00 PM6,810C 11/13 35DBID55218.30$1.2M6,804.71
02:05:50 PM6,800C 01/08 91DASK38392.69$1.5M6,804.42
02:04:45 PM6,840P 11/06 28DBID56189.96$1.1M6,804.35
02:03:35 PM6,820P 10/30 21DBID58178.30$1M6,804.03
02:00:25 PM6,770C 11/13 35DBID57239.25$1.4M6,804.50
02:00:15 PM6,810C 11/13 35DBID55251.55$1.4M6,804.65
01:57:45 PM6,810C 01/08 91DASK50430.71$2.2M6,804.63
01:57:05 PM6,820P 11/06 28DASK56212.49$1.2M6,804.58
01:55:50 PM6,810C 10/30 21DASK67176.50$1.2M6,807.13
01:55:15 PM6,810C 12/11 63DBID39340.01$1.3M6,806.95
01:51:35 PM6,830C 11/06 28DASK55224.61$1.2M6,808.92
01:48:40 PM6,830C 11/13 35DBID44240.92$1.1M6,809.16
01:47:50 PM6,820P 10/30 21DASK67149.58$1M6,809.07
01:47:00 PM6,760P 11/06 28DBID60187.13$1.1M6,809.67
01:44:45 PM6,780C 12/11 63DASK45295.82$1.3M6,808.76
01:35:35 PM6,840C 11/13 35DBID61189.41$1.2M6,799.79
01:35:00 PM6,800P 12/11 63DBID35288.51$1M6,799.92
01:32:30 PM6,780C 11/13 35DBID44246.46$1.1M6,798.86
01:23:55 PM6,820P 11/06 28DMID63227.49$1.4M6,797.67
01:21:15 PM6,790P 01/08 91DBID60320.28$1.9M6,795.45
01:19:50 PM6,790P 12/11 63DBID56279.68$1.6M6,795.25
01:19:10 PM6,770P 12/11 63DBID50238.75$1.2M6,794.66
01:19:05 PM6,790C 01/08 91DASK42361.60$1.5M6,794.59
01:14:05 PM6,810C 10/30 21DASK55187.24$1M6,786.68
01:12:55 PM6,830C 12/11 63DASK46287.19$1.3M6,785.56
01:08:30 PM6,760C 11/06 28DBID66217.06$1.4M6,781.73
01:06:50 PM6,750P 11/13 35DASK63190.96$1.2M6,781.10
01:06:20 PM6,740P 11/06 28DBID54190.10$1M6,781.12
01:04:50 PM6,810P 11/06 28DASK67223.78$1.5M6,780.71
01:02:10 PM6,740C 11/13 35DBID45259.17$1.2M6,779.46
12:55:55 PM6,760C 11/13 35DBID66233.15$1.5M6,776.72
12:55:50 PM6,780C 11/13 35DASK49224.97$1.1M6,776.55
12:54:00 PM6,730P 01/08 91DBID51262.10$1.3M6,773.58
12:53:45 PM6,820P 12/11 63DBID52288.73$1.5M6,773.63
12:53:30 PM6,760C 10/30 21DASK58177.37$1M6,773.67
12:51:55 PM6,750P 01/08 91DBID54297.73$1.6M6,773.80
12:51:50 PM6,770P 01/08 91DASK57271.73$1.5M6,773.50
12:51:45 PM6,780P 11/06 28DASK61187.10$1.1M6,773.19
12:49:45 PM6,740C 10/30 21DASK65180.81$1.2M6,770.74
12:44:40 PM6,740C 11/13 35DBID66212.20$1.4M6,768.00
12:43:25 PM6,720C 10/30 21DASK70209.23$1.5M6,767.17
12:42:05 PM6,750C 12/11 63DASK59301.25$1.8M6,766.45
12:41:55 PM6,760P 12/11 63DBID68231.06$1.6M6,766.56
12:33:25 PM6,810C 11/13 35DASK68199.49$1.4M6,770.37
12:32:35 PM6,750P 12/11 63DBID61297.40$1.8M6,770.43
12:31:05 PM6,820C 10/30 21DASK69173.21$1.2M6,768.38
12:30:35 PM6,810P 10/30 21DBID70202.40$1.4M6,768.72
12:29:05 PM6,770C 10/23 14DASK66153.42$1M6,768.98
12:28:30 PM6,770C 12/11 63DASK40350.12$1.4M6,768.44
12:28:15 PM6,720P 11/13 35DBID60197.04$1.2M6,768.19
12:26:10 PM6,810C 10/30 21DASK63161.28$1M6,768.75
12:25:30 PM6,770P 10/30 21DBID70187.58$1.3M6,767.76
12:24:25 PM6,760P 01/08 91DMID58307.39$1.8M6,766.97
12:23:45 PM6,800P 11/13 35DBID70224.90$1.6M6,766.79
12:21:40 PM6,760P 11/13 35DMID56195.45$1.1M6,766.70
12:20:50 PM6,740C 12/11 63DASK36339.93$1.2M6,767.91
12:19:40 PM6,760P 01/08 91DBID70269.99$1.9M6,767.79
12:18:15 PM6,750P 12/11 63DASK60247.67$1.5M6,767.28
12:16:10 PM6,750C 11/13 35DASK40265.58$1.1M6,769.04
12:12:10 PM6,790C 10/30 21DBID70179.87$1.3M6,771.95
11:58:30 AM6,770P 11/13 35DBID62211.48$1.3M6,770.81
11:57:40 AM6,730C 10/23 14DASK62174.31$1.1M6,770.05
11:55:20 AM6,790C 11/13 35DASK57199.34$1.1M6,769.20
11:53:25 AM6,820C 11/06 28DBID68201.02$1.4M6,770.07
11:50:35 AM6,750C 10/30 21DASK60200.53$1.2M6,770.43
11:49:20 AM6,730C 11/13 35DBID57226.16$1.3M6,771.91
11:48:05 AM6,730P 12/11 63DBID42286.28$1.2M6,771.61
11:47:25 AM6,720C 11/06 28DASK49243.39$1.2M6,772.35
11:44:35 AM6,750P 11/06 28DBID55200.82$1.1M6,773.38
11:43:50 AM6,750P 01/08 91DASK34349.79$1.2M6,772.50
11:41:55 AM6,780C 10/30 21DBID65187.41$1.2M6,771.14
11:41:35 AM6,810P 12/11 63DBID62332.13$2.1M6,771.16
11:40:25 AM6,750C 10/30 21DMID57199.83$1.1M6,770.91
11:39:25 AM6,750P 11/06 28DASK59180.91$1.1M6,771.71
11:37:45 AM6,810P 11/13 35DBID46238.88$1.1M6,771.18
11:35:50 AM6,740C 12/11 63DASK39300.86$1.2M6,769.42
11:32:55 AM6,760C 11/06 28DASK68184.48$1.3M6,765.58
11:32:40 AM6,780C 11/13 35DASK60219.67$1.3M6,764.97
11:32:10 AM6,810P 11/13 35DBID61204.93$1.3M6,763.73
11:31:10 AM6,790P 10/30 21DBID64193.07$1.2M6,764.26
11:29:50 AM6,780P 11/06 28DASK69215.68$1.5M6,762.78
11:29:15 AM6,770P 10/30 21DBID70148.42$1M6,762.37
11:29:05 AM6,770C 11/13 35DBID49215.35$1.1M6,762.25
11:25:50 AM6,740P 11/13 35DASK57176.06$1M6,763.23
11:20:25 AM6,720P 12/11 63DMID40274.10$1.1M6,762.41
11:17:25 AM6,760C 10/30 21DASK66171.45$1.1M6,762.97
11:17:00 AM6,730C 10/23 14DMID61176.90$1.1M6,762.84
11:16:25 AM6,720P 12/11 63DBID70219.76$1.5M6,762.11
11:11:55 AM6,760P 10/30 21DBID69177.60$1.2M6,757.61
11:08:10 AM6,760C 01/08 91DBID55400.82$2.2M6,754.18
11:04:55 AM6,730C 01/08 91DASK27432.66$1.2M6,752.29
11:04:10 AM6,700C 10/23 14DBID61185.27$1.1M6,752.00
10:57:50 AM6,760C 01/08 91DBID50398.86$2M6,754.70
10:53:10 AM6,780P 11/13 35DASK55238.44$1.3M6,757.28
10:50:45 AM6,800P 10/30 21DBID61176.65$1.1M6,757.72
10:43:40 AM6,780P 11/13 35DASK69240.79$1.7M6,755.77
10:40:05 AM6,790C 10/30 21DASK70146.63$1M6,755.37
10:32:35 AM6,720C 11/06 28DBID66236.75$1.6M6,762.17
10:32:20 AM6,800C 01/08 91DBID31402.17$1.2M6,762.75
10:26:25 AM6,750C 01/08 91DBID28413.37$1.2M6,767.72
10:23:50 AM6,800C 12/11 63DASK51324.20$1.7M6,770.03
10:21:40 AM6,820P 01/08 91DASK56302.36$1.7M6,769.53
10:18:45 AM6,760P 01/08 91DASK64345.99$2.2M6,768.96
10:12:40 AM6,760P 11/06 28DASK63202.01$1.3M6,772.65
10:11:35 AM6,730C 12/11 63DBID61328.47$2M6,774.25
10:08:55 AM6,820C 12/11 63DBID62249.40$1.5M6,777.14
10:06:10 AM6,740P 12/11 63DASK48287.37$1.4M6,778.99
10:05:55 AM6,740C 10/30 21DASK60206.69$1.2M6,779.31
10:01:10 AM6,730C 10/23 14DASK67170.79$1.1M6,780.88
09:54:30 AM6,810C 01/08 91DASK54369.98$2M6,781.43
09:54:25 AM6,820P 10/30 21DASK56206.67$1.2M6,781.35
09:53:55 AM6,750C 12/11 63DASK40331.98$1.3M6,780.86
09:52:05 AM6,760C 11/06 28DBID69226.87$1.6M6,780.39
09:51:40 AM6,800P 11/06 28DMID69183.86$1.3M6,780.72
09:51:10 AM6,790P 12/11 63DASK37285.78$1.1M6,781.14
09:51:05 AM6,810P 01/08 91DASK40389.75$1.6M6,781.22
09:48:20 AM6,730P 01/08 91DBID35291.78$1M6,780.00
09:47:05 AM6,810C 12/11 63DASK52297.98$1.5M6,780.89
09:47:00 AM6,800C 01/08 91DMID39320.25$1.2M6,780.93
09:41:25 AM6,800P 12/11 63DBID40303.45$1.2M6,782.13
09:40:20 AM6,780C 12/11 63DASK64344.14$2.2M6,783.11
09:36:30 AM6,800C 10/30 21DBID64160.57$1M6,782.77
09:35:35 AM6,750P 01/08 91DASK33354.69$1.2M6,782.98
09:34:50 AM6,740C 10/30 21DASK58197.01$1.1M6,783.23
09:34:45 AM6,810C 11/06 28DMID63185.75$1.2M6,783.08
09:31:30 AM6,790P 11/06 28DASK49210.09$1M6,781.11
4MOSTMarket monitor
TickerNameLastChg %Net GEXCall wallPut wallFlip
SPXS&P 500 Index6,815.60+0.54%+$48.2B6,8206,8106,783.8
NDXNasdaq 100 Index24,966.02+0.69%+$118.3B25,00024,95024,830.7
SPYS&P 500 ETF681.37+0.51%+$4.9B682681678.5
QQQNasdaq 100 ETF607.50+0.58%+$3.7B608607604.8
IWMRussell 2000 ETF243.47+1.51%+$575.1M244244240.4
NVDANVIDIA198.60+4.47%+$151.6M200197.5191.2
TSLATesla437.55+4.18%+$371.8M440440422.4
AAPLApple268.62+3.20%+$288M270267.5261
MSFTMicrosoft557.25+3.21%+$584.6M560555542.2
AMZNAmazon243.33+3.40%+$240.6M245245236.1
METAMeta Platforms797.73+2.28%+$1.2B800795782.6
GOOGLAlphabet258.44+3.50%+$262.4M260260250.8

Click a row to load it into every panel.

5TERMTerm structure
ExpiryDTEATM IVCall GEXPut GEXNet GEXOI C / P
10/09022.0%$67.5B−$20.9B+$46.6B157.9K / 179.8K
10/16723.0%$14.4B−$12.1B+$2.4B65K / 77.1K
10/231423.6%$9.9B−$9.4B+$463.4M50.4K / 59.2K
10/302124.1%$7.1B−$7.1B−$21.6M39.4K / 47.3K
11/062824.4%$5.3B−$5.7B−$393.9M32.4K / 38.9K
11/133524.7%$4.4B−$4.7B−$297M28.3K / 33.4K
12/116325.5%$2.4B−$2.6B−$212.2M18.7K / 21.5K
01/089126.0%$1.5B−$1.8B−$295.2M12.5K / 15.8K
6LVLKey levels
Positive gamma+$48.2B net GEX
Last
6,815.60
+36.59 (+0.54%)
Session high / low
6,829.40 / 6,749.71
Call wall
6,820
+4.4 (+0.06%) Resistance
Put wall
6,810
−5.6 (−0.08%) Support
Gamma flip
6,783.8
−31.8 (−0.47%) Pivot
Expected move (1 day)
± 94.46
6,721.15 to 6,910.06
ATM implied vol
22.0%

Dealer hedging tends to dampen moves: they sell into rallies and buy dips. Ranges, mean reversion and pinning near big strikes are more common. Price is 31.8 pts above the gamma flip.

Describes how dealer hedging usually behaves around these levels. Not a recommendation to buy or sell.