Asset Overview
12 assets · tab 1 / 3Regime Probability Distribution
— No distribution yet — the regime probabilities are derived from the composite score, and no signal has been measured so far. They appear with the first GEX feed.
Volatility & Sentiment (Intermarket Regime)
data pending · warehouse observations incompleteNot measured — the warehouse carries no reading for this metric yet, so the threshold is neither met nor breached.
Not measured — the warehouse carries no reading for this metric yet, so the threshold is neither met nor breached.
Not measured — the warehouse carries no reading for this metric yet, so the threshold is neither met nor breached.
Not measured — the warehouse carries no reading for this metric yet, so the threshold is neither met nor breached.
Not measured — the warehouse carries no reading for this metric yet, so the threshold is neither met nor breached.
Not measured — the warehouse carries no reading for this metric yet, so the threshold is neither met nor breached.
Not measured — the warehouse carries no reading for this metric yet, so the threshold is neither met nor breached.
Keine vollständige Live-Diagnose: erforderliche Volatilitäts- und Cross-Asset-Beobachtungen fehlen im Warehouse.
Institutional Macro Regime & Transition Matrix
The mathematical vector indicates systemic capital de-risking. High-beta growth assets are facing institutional distribution, while liquidity is rotating into defensive havens.
With Crisis probability at 0.0% and a medium · weighting shift velocity, the market is on the verge of a Volatility Expansion. The probability of an abrupt Gamma Squeeze is elevated.
- 👉 Delta Exposure: Aggressively reduce Long Delta. Hedging required.
- 👉 Volatility Strategy: Implement Long Vega structures (Long Put Spreads) or high-strike Tail-Hedges.
Die regime transitions Probability basiert auf gewichteter Kombination aus Composite-Score, Intermarket-Divergenzen, VIX-Term-Structure und Smart/Dumb-Money-Spread. Vier-Quadranten-Modell mit Markov-Übergängen.
Signal Dependency Graph
1. Net GEX Regime
| Asset | Net GEX | Total GEX | Neg Skew | Status |
|---|---|---|---|---|
| No GEX-eligible underlyings in this tab yet. | ||||
2. Put/Call GEX Ratio Escalation
3. Gamma Grid · GEX Heatmap
4. Expiry Clustering / Gamma-Cliff Calendar
No expiry data loaded
5. IV vs HV Spread
| Asset | IV | HV | Spread (bp) | IV-Rank | Flag |
|---|---|---|---|---|---|
| SPX | No data | ||||
| NDX | No data | ||||
| SPY | No data | ||||
| QQQ | No data | ||||
| VIX | No data | ||||
| IWM | No data | ||||
| DIA | No data | ||||
| TLT | No data | ||||
| HYG | No data | ||||
| IBIT | No data | ||||
6. Correlation Snap Detector
Rolling pairwise correlation vs group anchor over the last 60 five-minute warehouse slots (up to ~5 h of history). n/a = series without variation.
7. GEX Acceleration
8. Net DEX Monitor
9. OTM Put Volume Explosion
10. Composite Shock Score
11. VIX Term Structure
Insufficient live VIX term-structure observations
Insufficient live observations for a trustworthy term-structure calculation.
12. Inter-Asset Correlation Matrix
Returns-based Pearson correlation over the last 60 five-minute warehouse slots for the active tab group (9 assets). Diagonal = 1.0 (self). VIX/VVIX/VIX1D are excluded (no optionable GEX series). “—” = not measurable (a series without variation, e.g. a market that never ticked, so ρ is undefined rather than zero). High positive correlations signal systemic deleveraging risk.
13. Dealer Aggregate Positioning
— No dealer book measured — none of the 28 assets returned GEX positions, so there is no aggregate to sum. A sum over nothing is not 0, and a flat book is not the same as an unmeasured one.
Aggregated dealer gamma/delta exposure across all warehouse-backed assets. Bar scale = largest per-asset |net GEX| so the aggregate position stays legible. Negative skew >25% indicates broad dealer short-gamma regime — amplifies realized volatility on any downside move.
14. GEX Distribution by Strike
GEX distribution by strike for SPX. Spot price marked with cyan dashed line. Gamma wall (red) = price magnet on downside. Gamma ceiling (cyan) = resistance on upside.
Strike profile is derived deterministically from net GEX, put/call ratio, and spot using the same warehouse GEX snapshot the Gamma Grid (module 3) renders.