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 Zomma Surface
How gamma changes with vol (3rd order)
Negative Zomma (ATM)

Gamma shrinks as vol rises at the money. Higher IV reduces gamma concentration at the spot strike — dealers get a "gamma discount" when vol expands.

Zomma and Vol Targeting

Dealers running vol-targeting strategies rotate exposure based on zomma: shrinking it at ATM and growing it in the wings.

Zero Zomma Strikes

Strikes where zomma flips sign are the strikes least affected by an IV move. Useful as "stable" reference points for strategy strikes.