Four modules that read the options chain like a market maker — scoring contracts, mapping gamma exposure, and surfacing crushed options with recovery potential.
Scores every contract across the entire chain on four weighted dimensions: Greeks quality (40%), Liquidity (20%), Momentum alignment (25%), and Time Value (15%). Four built-in strategy presets — Day Trade Scalp, Swing Trade, IV Expansion, and Earnings Play — reshape the weights so you're always looking at the right contracts for your approach.
Gives you the institutional-grade derivatives data most retail platforms bury or skip entirely: IV Rank and Percentile (is IV high or low relative to the last year?), Put/Call Ratio, Max Pain level, Call Wall and Put Wall strikes, and ATM implied volatility. All computed in real time, all visible at a glance.
Maps the gamma exposure landscape that market makers are hedging around. Calculates net gamma exposure, the GEX flip point (where dealer hedging switches from stabilizing to amplifying), max gamma strike, and classifies the current dealer regime — positive GEX means price reverts to the mean, negative GEX means price trends explosively.
Hunts for crushed options contracts — priced between $0.01 and $1.50, with delta between 0.02 and 0.25, 1–45 DTE, 100+ open interest, and down 60%+ from their peak — that have a shot at recovery. Scored on 7 factors including gap closeability, catalyst proximity, and underlying momentum. These are the lottery tickets that aren't random.