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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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Dealer Vomma Exposure

Vol-of-vol sensitivity: how dealer vega itself changes with vol

Smoothing:

Spot:

Positive Vomma (ATM)

Vega grows as vol rises — dealers are short "convex vol". They benefit from stable IV but bleed when IV expands sharply.

Negative Vomma (Far OTM)

Vega shrinks as vol rises in the wings. Often paired with negative VEX and can foreshadow vol crush in deep OTM strikes.

Vomma and Vol-of-Vol

Large |vomma| concentrations are where a 1-point IV move has the largest feedback into dealer vega positioning — a proxy for "where vol surprises hurt most".