Trade with theDealer's Edge
Convexity Labs decodes institutional options positioning in real time. GEX analytics, footprint orderflow, and regime detection — built for traders who need the full picture.
Every edge, quantified.
Institutional analytics distilled into real-time signals. Know what dealers know before the market moves.
Real-time dealer gamma positioning across the full strike surface. Track gamma flip levels, local vs global GEX, and gravity centers that act as market magnets.
Footprint candle heatmaps with bid/ask volume at every price level. Identify point-of-control, delta imbalances, and absorption zones as they form.
Threshold-based market state classification: pin probability, breakout probability, escape velocity, and directional bias — updated every 30 seconds.
Track second-order Greeks across the strike surface. Vanna flows drive spot-vol correlation; Charm creates time-of-day hedging pressure — know both.
TimescaleDB archive of every book snapshot, footprint candle, and GEX state. Backtest your strategies against real dealer positioning — zero survivorship bias.
Decoupled broadcast engine delivers market state at 30fps. The archiving and trading paths are fully isolated — a slow DB never touches your latency.
See why the market pins.
Dealer hedging creates magnetic price levels that most traders are completely blind to. Our GEX engine tracks every dollar of dealer gamma exposure in real time.
- Gamma flip level — the price where dealer hedging reverses
- Gamma gravity COG — weighted center of hedging pressure
- Top GEX walls — strikes acting as hard resistance or support
- IV/RV ratio — implied vs realized volatility premium
Every trade, contextualized.
Footprint candles reveal the full bid/ask volume at each price level. Stop guessing at support and resistance — see exactly where real money transacts.
- Bid/ask volume at every tick level inside each candle
- Point-of-control (POC) tracking across all timeframes
- Order book imbalance with top-N level depth
- Archived to TimescaleDB for historical backtesting
Built for the zero-latency path.
Every component is decoupled so a slow database never adds latency to your WebSocket stream. The hot path stays clean.
Real-time WebSocket feeds from exchanges. Orderbook snapshots, trade ticks, and options chain data ingested and validated simultaneously.
NumPy-powered Greeks calculation runs in a worker thread — ~27ms per cycle. Gamma, Vanna and Charm flows computed across the full surface.
Decoupled WebSocket fan-out delivers computed state at 30fps simultaneously to every connected client. The broadcast loop never touches the database.
Sampler + flusher architecture batches writes to TimescaleDB off the hot path. ON CONFLICT DO NOTHING ensures idempotent, restartable archiving.
Stop trading
blind.
Join traders who see the full gamma picture. Start your free trial — invite only.