ZoroOptions
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Options gamma, volatility and volume in one place. We will let you know when it opens.
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Pre-beta
ZoroOptions is in pre-beta. Numbers and panels may change or be briefly unavailable while we finish it. Tell us what you think on Discord. Education only, not financial advice.
ZoroOptions
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Volume Bursts
Gamma and Greeks
Gamma profile
16:00 ET
Replay: 1 second = 10 minutes of the session. Tap play; it never starts on its own.
Gamma surface strike × days to expiry
drag to rotate
Delta Lean, vanna and charm
Delta Lean
Vanna
Charm
GEX from today’s volume
Gamma Nodes
top 10 strikes by size| # | Strike | Futures | Net GEX | Share |
|---|
CME options check
| Level | CME options | Mapped |
|---|
Volatility
Zoro Range
IV rank
Percentile
30-day IV, 1 yearSkew
Term structure
today 5 days agoIV vs realised
30-day IV 20-day realisedIV surface moneyness × days
drag to rotate
IV screen
| Symbol | IV rank | 30-day IV | IV change | Range % |
|---|
Flow and activity
Volume by strike
puts callsPut/call
volumePin Strike
Fresh Volume
volume above open interest| Contract | Volume | OI | Vol/OI |
|---|
Volume Bursts
between two updates| Between | Contract | Added |
|---|
Volume added between two updates. Not single trades; no buyer or seller side.
OI change by strike
calls puts, since yesterdayMost active
option volume| Symbol | Volume | P/C |
|---|
ZoroTide
Net call and net put premium since 09:30 ET for SPX, SPY and QQQ. Estimated from options volume and quotes.
Open ZoroTideDaily note
Zoro Close Note
Tools: Options P&L calculator · IV skew and term structure
Education only. Not financial advice. Levels are worked out from options open interest and volume; they are context, not signals.