A professional-grade options analytics dashboard that surfaces dealer gamma exposure, unusual flow, and key structural levels across equities and indices. Built for traders who want to understand the mechanical forces that shape intraday price action.
Options market makers are the counterparty to most retail and institutional options trades. To remain delta-neutral they continuously buy and sell the underlying, which creates mechanical, predictable flows that move price.
Retail and institutional flow lands on the dealer's book.
Market makers are the counterparty to most options trades.
They continuously buy and sell the underlying as price moves.
Those mechanical flows are what DataFirst maps.
DataFirst computes GEX, DEX, VEX and all higher-order greeks from real-time options data across 3,500+ tickers, then visualises the full exposure landscape so you can see where the structural forces are strongest as the session unfolds.
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