Intraday gamma levels and the options tape
The Intraday page of GEXStream charts one ticker's session: price with the max, zero and min gamma exposure (GEX) strikes, the net GEX and implied volatility (IV) series, call and put volume, net convexity, net premium and volatility forecast markers on one chart, the GEX and IV ratios on a second chart below, and a live tape of strike-level options prints alongside.
What it shows
Two charts share one time axis: the values above (price, the gamma levels, the net series and the volume bars) and the ratios below, each bounded between 0 and 1, with price overlaid. Every series toggles from the legend.
The gamma levels are three strike trails drawn as dots at the price scale. Max Gamma is the strike carrying the largest positive net gamma, Min Gamma the strike carrying the most negative, and Zero Gamma the strike between them where net gamma crosses zero. A trail that holds one strike for hours is a level the chain keeps hedging around; a trail that jumps is the chain re-centering. On Flow and Quant the same three levels are drawn again as hollow rings from vGEX, the volume-weighted GEX, so the levels built from today's traded volume sit beside the ones built from open interest (OI).
Alongside them, by plan: GEX Ratio, Net GEX, IV Ratio and Net IV on every plan; vGEX Ratio, Net vGEX, Flow Ratio, Net Flow, Net Convexity and the call and put volume bars on Flow and Quant; and on Quant the delta exposure (DEX), vanna exposure (VEX) and charm exposure (CEX) ratio and net series, Net Premium, Premium Ratio and the market breadth lines.
How to read it
GEX Ratio is the share of absolute gamma sitting on strikes that net positive, so 0.5 is the pivot and the sign of Net GEX says which way the chain leans (GEX on the docs). vGEX applies the same math to today's volume instead of open interest, so the rings and the dots diverge when fresh flow is repricing a level (vGEX). Net Convexity is a rate, not a running total: quiet ticks sit at zero and prints land in batches, so the persistent side matters more than any single spike (Net Convexity). Net Premium is the opposite shape, a session-cumulative dollar total of call premium bought minus put premium bought, and its tooltip shows a sigma against the same clock minute on prior sessions (Net Premium). The volume bars are plain call and put contract counts (Volume).
The page describes what the options market has done so far in the session; it does not forecast where price goes next.
Session windows and resolution
Four windows sit above the charts: 1d, 2d, 3d and 5d. The 1d window is the live session, sampled at 5-second buckets and polled every second. The multi-session windows splice the last two, three or five sessions back to back with the overnight gaps removed, at 15-second buckets for 2d and 3d and 30-second buckets for 5d, polled every 5 seconds. Volumes, convexity and premium are summed per bucket; the rest are averaged. The window you pick is remembered in the browser.
Zoom, pan and maximize
The scroll wheel zooms the time axis around the cursor. Shift plus scroll zooms the value axes instead, leaving the volume axis alone. A drag pans horizontally, and while a chart is vertically zoomed in a drag pans vertically too. A double-click, or a double-tap on touch, resets a chart to its full view. A chip in each chart's corner maximizes it to the full stack height; the chip or the Escape key restores it.
Volatility forecast markers
On Quant, star markers appear on the price line at the moments a high-conviction volatility forecast fired for the ticker: one color for expected expansion, another for expected contraction. Each is the realized-volatility forecast for the next 30 minutes from the model behind the Volatility page, refreshed every 5 minutes and drawn only where the forecast cleared the ticker's own noise threshold (Volatility Signals).
The Tape panel
The tape switch opens a panel beside the charts listing the session's larger options prints for the current ticker, aggregated by strike, call or put, and expiration. Prints enter the tape only when they average 25 or more contracts and carry at least $10,000 of notional. On open the panel backfills the session's top 100 entries by notional; after that it refreshes every 3 seconds with the top 100 entries of the last 30 seconds. Rows show time, strike, type, expiration, contracts, average block size and notional, newest first.
Filters, remembered in the browser: notional from $50K to $1M and up, average block size of 100, 500 or 1,000 contracts and up, calls or puts, and expiration as 0DTE, within 7 days, within 31 days or longer (Tape on the docs).
Which plans include it
The Intraday page is on every plan. Basic includes price, the max, zero and min gamma levels, GEX Ratio, Net GEX, IV Ratio, Net IV, all four session windows and the zoom, pan and maximize controls. Flow adds the vGamma rings, vGEX Ratio and Net vGEX, Flow Ratio and Net Flow, Net Convexity, the call and put volume bars and the Tape panel. Quant adds the DEX, VEX and CEX series, Net Premium and Premium Ratio with the tooltip sigma, the market breadth lines and the volatility forecast markers.