Spot hedging pressure before price moves
VannaQ brings live option-chain analytics, replayable exposure levels, and option pricing tools into a focused trading workspace.
Open the workflow you need, then drill into the levels
The current VannaQ app is organized around research charts, option construction, and flow context.
Research Terminal
Monitor gamma, delta, vanna, and replay views from the same charting workspace.
- Zero levels and major exposure bands
- Live-session updates where data is available
- Historical day replay tools
Option Builder
Build multi-leg option structures and inspect price, Greeks, payoff, and scenario matrices.
- Chain prices and leg selection
- Greeks and estimated position value
- Payoff and P/L matrix views
Flow Monitor
Review option-flow summaries and orderflow panels alongside the same production watchlist.
- Bounded flow windows
- Ticker-level summaries
- Context for research views
Move between exposure, direction, and pricing
Gamma Structure
Track zero gamma, major positive and negative gamma levels, call walls, put walls, and net GEX across live and replay views.
Delta Exposure
Use zero-delta, major delta levels, and net DEX to see where directional exposure is concentrated through the session.
Option Pricing
Build option legs, compare chain prices, model Greeks, and review payoff or P/L matrices against spot and time scenarios.
Current production watchlist
Core app views are shared across the watchlist: gamma and delta research, flow context, and option-pricing workflows where chain data is available.
| Group | Symbols | Note |
|---|---|---|
| Indices & ETFs | QQQ, SPY | Core benchmark dashboards for broad-market exposure and replay context. |
| Mega cap | AAPL, MSFT, AMZN, GOOGL, META, NVDA, TSLA | High-liquidity platform names for comparing stock-level pressure against index moves. |
| Tech | AVGO, AMD, INTC, MU, SNDK, ORCL, PLTR, APP, CRWV, RDDT | Semiconductor, software, and high-beta internet names where chain depth can vary by symbol and date. |
| Fintech / crypto | COIN, MSTR, HOOD, CRCL | Crypto-linked and brokerage names where listed-options activity can move quickly intraday. |
| ADR / other | BABA, BIDU, LLY | Mixed listing profiles; option liquidity and session behavior can differ by symbol. |
Pick the terminal depth you need
Start with the core SPY and QQQ dashboards, expand to the full configured watchlist, or request scoped data access and onboarding support.
For traders who mainly follow SPY and QQQ intraday levels and want a focused research view.
- SPY + QQQ live dashboards
- Gamma research access
- Live-session refresh
- Recent replay access
For active users who move between the full watchlist, research charts and option pricing.
- 20+ most traded tickers
- Gamma, delta, and option pricing access
- Intraday history when available
- Date picker and replay workflows
For non-professional individual users who need broader analytics plus historical data access.
- Everything in Advanced
- Historical data access
- Option flow insights