Blog
Market structure insights, trading guides, and options analytics education. Learn to read the positioning data that moves markets.
A practical walkthrough of five specific ways GammaLens data improves your trading decisions — from pre-market analysis to intraday execution.
Traditional support and resistance comes from price history. Options-derived levels come from current positioning. Learn why options-based levels are more reliable and how to find them.
Understanding the spread between implied and realized volatility is essential for options traders. Learn what the IV-RV spread tells you and how to trade it.
Zero-days-to-expiration options have changed intraday market structure. Learn how 0DTE gamma affects price action and how to use it in your day trading.
Open interest reveals where traders have placed their bets. Learn how to interpret OI across strikes and expirations to gauge directional bias and identify key price levels.
Options expiration reshapes the gamma landscape every week. Learn how OpEx mechanics create predictable patterns and how to position around them.
A gamma squeeze occurs when dealer hedging creates a feedback loop that drives price sharply higher. Learn the mechanics behind gamma squeezes and how to identify them before they happen.
The gamma regime determines whether the market dampens or amplifies moves. Learn to identify which regime you're in and adapt your strategy accordingly.
Market makers must stay delta-neutral. Their hedging flows create predictable buying and selling pressure at specific price levels. Here's how the mechanics work.
Gamma exposure (GEX) measures how much options market makers need to hedge when price moves. Learn how GEX creates support, resistance, and volatility regimes that drive daily price action.
The story behind GammaLens — why we built an options positioning analytics platform for independent traders and what makes our approach different.
The Greek Sheet
Market structure breakdowns, trading setups, and gamma analysis — straight to your inbox every week.
Free forever. Unsubscribe anytime. No spam.
Everything you read here is visible in real time on the GammaLens dashboard. 7-day free trial, no credit card required.
Start Your Free Trial7-day free trial · No credit card required
Hey! I'm Lenny.
Ask me about GammaLens tools, options structure, pricing — anything.