Convexity LabsThe dealer's view of the options market
Convexity Labs is an independent startup in Nairobi, Kenya. We build a real-time analytics terminal that shows options traders where dealers are positioned, and how their hedging can pin or move the price.
- Founded
- Jan 2024
- Based in
- Nairobi, KE
- Founder
- Peter Njuguna
- Product
- Live terminal
What we build
The Convexity terminal turns live options and order-book data into a picture of dealer positioning: gamma exposure by strike, the gamma flip and gamma walls, vanna and charm, the implied-volatility surface, footprint order flow and a market-regime label. A GEX snapshot is archived every 30 seconds, with every option trade, so any session can be replayed and backtested.
The terminal is live and invite-only. A daily Bitcoin GEX snapshot is free and public.
How we work
- Public data, checkable formulas. Inputs come from Deribit and Binance market data, and every calculation is documented on the methodology page.
- Limits stated, not hidden. Where a number rests on an assumption — such as the dealer positioning convention — we say so next to it.
- Analytics, not advice. Convexity shows market structure. It does not place trades or give investment advice.
Founder
Convexity Labs was started by Peter Njuguna, a software engineer in Nairobi, who began building it in January 2024 and designs, builds and runs the terminal end to end. LinkedIn · GitHub · How Convexity was built
Contact
Founder: peter@convexitylabs.co.ke
General enquiries: info@convexitylabs.co.ke