Greeks in context
Gamma, vanna, charm, and skew are treated as intraday behavior, not disconnected stats.
Professional intraday options analytics
Gamma. Skew. Execution.
0DTE Convexity is a professional decision surface for traders reading gamma exposure, dealer positioning, skew, and intraday volatility in real time. It is built to support session framing, trade expression, and risk management inside short-lived edge windows.
Positioning
Built for traders who need positioning context before they put on risk.
Market structure first
The workflow starts with positioning, dealer pressure, and tape behavior before trade expression.
Built for fast interpretation
The interface is tuned for professionals making time-sensitive decisions inside short-lived windows.
Platform surface
Analytics that connect dealer exposure, vol regime, and trade expression.
Intraday convexity map
Track the pressure points where gamma flips, trend persistence weakens, and optionality starts dominating tape behavior.
Dealer positioning surfaces
Read net exposure, likely support or resistance behavior, and how positioning changes the path rather than just the destination.
Volatility regime overlays
See realized movement, implied structure, skew behavior, and whether the current session rewards compression trades or expansion trades.
Execution-aware analytics
Pair insight with trade structure by surfacing sizing context, timing windows, and the kinds of setups that survive real fills.
Workflow
From premarket framing to the close, the workflow stays tied to execution.
Frame the session
Start with market structure, event risk, overnight inventory, and the current convexity profile.
Locate the pressure points
Map dealer zones, gamma changes, and levels where vol-of-vol starts to matter.
Choose the trade expression
Use the surface to decide whether the day favors breakout exposure, pinning behavior, or premium harvesting.
Manage into the close
Keep time decay, liquidity, and path dependency in view as the edge window narrows.
Who it serves
Built for active professionals, not education-first users.
Professional options traders
Volatility-focused discretionary desks
Systematic researchers modeling intraday convexity
Request access
Put gamma, skew, and timing on the same trading surface.
0DTE Convexity is for professional options traders, volatility desks, and systematic researchers who need fast, execution-aware reads on intraday structure.