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History charts: weeks to months of every metric family beside price

The History page of GEXStream plots hourly history of gamma exposure (GEX), gamma exposure by volume (vGEX), options flow, net convexity, delta, vanna and charm exposure (DEX, VEX, CEX), open interest (OI), implied volatility (IV) and bought premium for one ticker over the last one, two, three or nine months, on two stacked charts with the price line drawn on both. It is the long view of what the dashboard and the Intraday page show live.

GEXStream History page for SPY over a three-month range. The upper chart overlays Net GEX, Net vGEX, Net Flow, Net DEX, Net VEX, Net CEX, Total OI and Net IV lines with the white price line and call and put volume bars; the lower chart overlays the GEX, vGEX, Flow, DEX, VEX, CEX, OI and IV ratios between 0 and 1 with the same price line. A strip of density curves sits at the right edge of each chart.
Three months of SPY on the History page as a Quant account sees it: values above, ratios below, the price line on both, and each visible series' distribution drawn in the strip at the right edge.

What it shows

Two charts share one time axis. The upper chart carries the signed and absolute values: Net GEX, Net vGEX, Net Flow, Net Convexity, Net DEX, Net VEX, Net CEX, Total OI, Net IV, Net Premium, call and put volume bars, and price. The lower chart carries the bounded ratios: GEX Ratio, vGEX Ratio, Flow Ratio, the DEX, VEX and CEX ratios, OI Ratio, IV Ratio and Premium Ratio, each between 0 and 1, plus price on its own axis and, on Quant, the NYSE, NASDAQ and S&P breadth lines.

Four range buttons set the window: 1m, 2m, 3m and all, which request 30, 60, 90 and 270 days. The page refreshes every five minutes while the session is live and once an hour outside regular hours.

Hourly bars, sessions laid end to end

Every point is one hour of one trading day, read from hourly views pre-computed over the live data. Ratios, net values, IV and price are the hour's average of the live readings; call and put volume, convexity flow and premium are the hour's sums. Readings start at 8:30 AM ET, and a bucket starting at or after the close is dropped, so a normal day's bars run from 8:00 AM to the hour beginning at 3:00 PM ET. Sessions sit end to end with no overnight, weekend or holiday space between them; the axis labels the dates, and hovering a point shows the date and hour it covers. Families added later begin later in the stored history, so on the widest range those lines open with a gap, never with zeros.

How to read it

The formulas live on the docs page: GEX Ratio and Net GEX, vGEX, DEX, VEX and CEX, open interest walls, Flow Ratio and Net Flow, Net Convexity, Net Premium and Premium Ratio, IV Ratio and Net IV, volume and breadth.

On the ratios chart every line sits between 0 and 1 with 0.5 as the midpoint, so a quarter of history reads as time spent on each side of the middle and how often it crossed. GEX Ratio above 0.5 is the reading where dealers are net long gamma; vGEX Ratio is the same calculation over the session's traded volume, so a stretch where it sits on the other side of GEX Ratio is where fresh flow disagreed with the installed open interest. DEX, VEX and CEX sum call and put exposure at their natural sign, the positioning of the options rather than a dealer's book, and their ratios are the share of absolute exposure on strikes with a positive value. On the values chart Net IV is plotted in percentage points, and Net Premium is the running session total of call premium bought minus put premium bought, reset at each open.

The distribution strip

Right of each plot, a narrow strip draws a kernel density curve for every visible series over the value range currently on screen. It is a histogram turned on its side: where a curve bulges is where that metric spent most of the window, and a reading out in the tail is unusual for this ticker over this window. Hovering the strip reads off the value and its relative density. Zooming the value axis re-fits the curves, and hiding a series in the legend removes its curve.

Legend, zoom and pan

Clicking a legend entry hides or shows that series, and the choice is kept per browser across visits. Some context series start hidden: the DEX and VEX pairs, the premium pair and the breadth lines are off until turned on, while the GEX, vGEX, CEX, flow, IV, OI and convexity lines are on. A legend switch in the controls row hides both legends; on phones they start hidden. Scrolling over a chart zooms the time axis around the cursor, Shift plus scroll zooms the value axes, a drag pans a zoomed chart, pinch zooms on touch, and a double click or double tap restores the full window. Zooming out stops at twice the original range and zooming in at five points. A chip in each chart's corner maximizes it to the height of the stack.

How it differs from Intraday

The Intraday page covers one to five sessions at 5, 15 or 30 second buckets. History covers 30 to 270 days at one bar per hour and plots chain-wide totals and ratios only, with no per-strike levels: it is for the shape of positioning across weeks. For one strike's own book and flow history, click that strike on the dashboard to open the strike window.

Which plans include it

The History page is on every plan. Basic sees GEX Ratio, Net GEX, OI Ratio, Total OI, IV Ratio, Net IV and price. Flow adds Flow Ratio, Net Flow, the call and put volume bars, Net Convexity and the vGEX pair. Quant adds the DEX, VEX and CEX pairs, Net Premium and Premium Ratio (with a sigma beside Net Premium in the tooltip), and the three breadth lines.

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