daily capture live ยท close of

See the flows that move the tape.

Dealer positioning, implied volatility, sentiment and the greeks โ€” read from the options market every close and translated into plain English. Where the accelerant is, where the brakes are, and what's priced in. Data, not advice.

Get the readings How it works
TODAY'S READINGS โ€” FROM THE CLOSE

The hub

Options aren't just bets โ€” they're a live map of everyone else's positions. VolScope reads that map every close: who's hedged, where dealers are forced to buy or sell, what the market expects next โ€” explained in language you can actually use.

01 ยท POSITIONING

Where the hedging pressure sits

Dealer gamma, flip levels, open-interest walls, expiration flows. The mechanical part of the market โ€” framed as conditions with levels: what activates a flow, and what invalidates it.

02 ยท VOL & SENTIMENT

What's priced in

Implied volatility, expected moves, term structure, skew โ€” the market's own expectations, tracked daily against what actually trades. Macro context included, hype excluded.

03 ยท THE TRANSLATION

Learn while you trade

Every readout comes with the plain-English version. Gamma, vanna, charm and the rest, explained as they're used โ€” so the tools make you sharper, not more dependent.

How we work

The models are ours. The standards behind them aren't negotiable.

  • Built by a practitioner. Twenty years of professional derivatives experience, including options market-making. Positioning and vol are read the way a desk reads them โ€” then translated for everyone else.
  • Conditions, not calls. Every setup comes with what would activate it and what would invalidate it โ€” levels, not predictions, and never a trade recommendation.
  • Plain English, always. If a readout depends on jargon it doesn't explain, it doesn't ship. You should finish every note knowing more than you started.
  • Our own data, point-in-time. Captured daily, stored as observed, never revised after the fact. When we publish a historical frequency, it comes with its sample size.
  • Honest by construction. We don't cherry-pick our own past reads, and we say what a number is โ€” a measurement, a model output, or an opinion.