"By accurately measuring the magnitude and prices at which market makers are going to hedge their delta exposure, an observant trader finds many opportunities to profitably trade options".
Monthly Client80$Every monthHau Volatility Monthly Client
- Index Gamma Metrics for SPX, SPY, & QQQ
- Stock Gamma Metrics for TSLA, FB, AAPL, GME, BAC, & GLD ETF
- PDF Option Trading Reports Delivered Daily
- Daily Volatility & 'Implied Move' Table
- No Contracts - Cancel Anytime
Interested in a more tailored solution, custom tools, or raw data? Contact us here.
Frequently Asked Questions
How can I get data?
Depending on the request (size, requirements, etc.) we offer data free to clients who inquire as part of our service.
If you are not a client and are interested in data, please contact us.
Why does the plan include those specific stocks?
Initially, we chose these securities to run our research on as they had the best market conditions for modeling dealer hedging impact (high option volume, high index weights and (often) correlation, listed on many exchanges, etc).
Turns out, they do work well. We are always looking for more securities that will work well for the data.
When are metrics and reports uploaded?
This varies day to day based on the amount of trades our programs have to process (volume), and when our data vendors deliver the files. All daily PDF reports are uploaded before pre-market trading the next session (usually around 7am EST).
If I purchase the monthly plan now, will I be charged more when stock and index coverage increases?
Nope! Prices are locked in indefinitely at the time of purchase (subscription prices may change as we add more features and data, but your purchased price will never).
Can I cancel my subscription at any point?
Yes- there are no contracts and you can cancel the subscription at any point. Please read our client agreement before subscribing for more information.