Platform Overview
VolSignals (VS3D) is a real-time options analytics platform that visualizes market maker and institutional positioning data for SPX and VIX options. The platform processes CBOE options data and presents it through interactive charts, grids, and gradient visualizations to help you understand how options positions are distributed across strikes and expirations.
What You Can Do
- Analyze Options Positioning — See where market makers, firms, brokers, and customers are positioned across strike prices and expiration dates.
- Visualize Greek Exposure — View real-time gradient heatmaps showing how greeks like gamma, delta, charm, and vanna are distributed relative to time and price action.
- Explore Historical Data — Replay trading sessions from the past to see how positioning evolved throughout the day.
- Monitor Live Markets — Stream real-time data during market hours with automatic updates as positions change.
- Build Custom Dashboards — Arrange multiple views into a personalized workspace with drag-and-drop layout.
Supported Products
| Product | Description |
|---|---|
| SPX | S&P 500 Index Options |
| VIX | CBOE Volatility Index Options |
Key Concepts
Participants
Options positions are categorized by the type of market participant:
- Market Maker — Firms that provide liquidity by quoting both bid and ask prices.
- Firm — Proprietary trading desks at broker-dealers trading for the firm's own account.
- Broker Dealer — Firms executing orders on behalf of clients or for their own accounts.
- Customer — Retail and institutional customers placing orders through brokers.
- Pro Customer — Professional customers who meet certain volume or asset thresholds.
Default Participant: By default, views show Market Maker positioning, as this is often the most informative for understanding market structure and hedging flows.
Live vs. Historical Mode
Every view in VS3D supports two data modes:
- Live Mode — Streams real-time data during market hours. Data updates automatically as positions change.
- Historical Mode — Allows you to navigate to past trading sessions and scrub through timestamps to replay how the market evolved.
Greeks
Options Greeks measure different dimensions of risk and price sensitivity. VolSignals visualizes these across the entire options surface:
| Greek | What It Measures |
|---|---|
| Delta | Sensitivity of option price to changes in the underlying price |
| Gamma | Rate of change of delta — indicates where hedging pressure concentrates |
| Charm | Rate of change of delta over time (delta decay) |
| Vanna | Sensitivity of delta to changes in implied volatility |
Platform Views
VolSignals is organized into several categories of views, each designed for a different type of analysis. Click any card to learn more: