ColorVol
Sign In
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.

Full app access

Sign in to unlock the real workspace with live symbol lookup, strategy panels, terminal mode, saved snapshots, and the full dashboard flow.

Sign In For Full Dashboard
Preview note: These surfaces use fixed showcase data so visitors can understand the product. The interactive app experience starts after login.
Dealer Speed Surface
How gamma itself changes with spot (3rd order)
Negative Speed (ATM)

Gamma is highest right at the money and falls off rapidly as spot moves. Dealers see their gamma shrink fastest in the spot's immediate vicinity.

Speed and Hedging Frequency

Large |speed| near spot means dealers must re-hedge delta very frequently for small spot moves — a hallmark of "sticky delta" market regimes.

When Speed Flips Sign

A sign change in speed typically occurs 1–2 strikes OTM. The zero line is a natural "outer hedge boundary" for short-gamma positions.