𧬠The series β what is in each daily file
The product is 121 daily series per ticker: one row per trading session, the same columns for every ETF, every stock and every futures contract. This page lets you browse them by category, read what each one is, and see a year of it drawn for SPY from the real file.
π‘ What a "series" is
Each night the option chain of every ticker is boiled down into a row of numbers: where the dealers stand, where the walls are, how much is held and traded, how expensive options are, which side costs more. Stack the rows by date and each number becomes a line β a series. Every one is computed from that evening's data only, so a row is what was knowable that evening.
In 30 seconds
- Click a category pill β there is a sentence under it about what the group answers.
- Click a series inside it. A chart of that series appears for SPY, the last 250 sessions, from the real file.
- Read the definition under the chart: what it is, the unit, and how it is computed.
- The address keeps the open series (
series.html#gex) so you can link to it.
The seven categories
| Category | It answers | Examples |
|---|---|---|
| Dealer positioning | Will dealer hedging calm the market or stretch its moves β on which expiry horizon, and at which price does that change? | GEX, DEX, VEX, CHEX, whole book and by horizon |
| Levels | Where the option positions cluster: the strikes price tends to be pulled toward or stopped at. | Call and put walls 1 to 3, max pain, gamma and delta flips |
| Open interest & volume | How heavily, and on which side, the market is positioned β and where the day's money went. | Open interest, volume, premium traded, put/call ratios |
| Implied volatility | Are options cheap or expensive against their own history and against what the price really did? What move is expected? | IV by tenor, IV rank, IV β realised, expected move |
| Call vs put | Which side costs more, and how much of that is skew rather than plain geometry? | Skew, dollar skew (Adj$), price of delta |
| Price | The session's own bar, so every other series lines up with the candles. | Close, high, low, split factor |
| Chain quality | A grade and a flag for every session, so a thin or broken option chain is seen instead of trusted. | Quality grade, flags |
Each category has its own colour, and the same colour is used for that category on every page.
The chart
- One series is drawn at a time, so colour does one job: it says which category it belongs to.
- A series that is a price level (a wall, a flip, max pain) is drawn on the price, on the same scale.
- Anything else gets its own panel under the price β two measures never share a scale.
Every series, with its definition
The full table under the explorer lists every column, its category, its unit and its definition. Click a name to draw it above.
Two things to know
β Open interest lags one sessionThe figure published that morning is the previous close's positions. A change in open interest follows yesterday's trading.
β Prices are split-adjusted; strike levels are raw strikesAfter a split a wall at 200 means 200 in the chain's own units. The
split_factor column puts them on the same scale.What to do with a series
| You want to⦠| Do this |
|---|---|
| See it over the candles | Options Chart β "option line" β pick the series (help). |
| Read it in plain words | The market-maker view under the chart, or the page of its family: Greeks & flow, Walls & Levels, Volatility. |
| Take the file | Viewer β β¬ Data β that ticker's files one at a time, or all in one .zip. |
| Back-test with it | Every rolling number looks back only, so a row is safe to use without look-ahead. |
π Pro tipCompare a series across tickers by its z-score or percentile against its own history, not by the raw value. Dealer gamma of β$1.8B means something for SPY and nothing for a small ETF; "β1.8Ο" means the same on both.