ColorVol
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Public showcase

Public options surfaces

Explore implied volatility, gamma, and dealer gamma exposure in a polished preview experience. These pages are meant to showcase the product, not replace the authenticated ColorVol dashboard.

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Preview note: These surfaces use fixed showcase data so visitors can understand the product. The interactive app experience starts after login.
Dealer Color Surface
Daily decay of gamma (3rd order)
Negative Color (Near Expiry)

Gamma falls sharply as options approach expiration. Sub-7-DTE options see the steepest color decay, forcing rapid dealer re-hedging.

Color and 0DTE

Color dominates 0DTE dealer flows. Large negative color near the spot strike explains the intraday pinning and sudden reversals characteristic of expiration days.

Color and Term Structure

A smooth color surface implies a stable term structure. Gaps in color across DTE often flag discrete regime shifts (e.g. event risk, dealer rebalancing).