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Crypto Gamma Models

Crypto Market Structure with Institutional-Grade Analytics

MenthorQ’s Crypto Gamma Models are designed to give traders visibility into the often-invisible dealer flows and positioning that drive volatility and directional moves in the crypto options market.

Covering major assets across Deribit, Binance, and OKX, our gamma models help traders see beyond price and anticipate the structural forces shaping the market.

Asset Coverage: BTCUSDT, ETHUSDT, SOLUSDT, XRPUSDT, BNBUSDT, BTCUSD, ETHUSD, SOLUSD, BTCUSDC, ETHUSDC, SOLUSDC, XRPUSDC, BNBUSDC.

How can you benefit from this quantitative model?

Market Reaction Zones

Identify where gamma flips and dealer hedging are likely to cause sudden volatility spikes or price pinning.

Navigate Market Structure

Use Net GEX and DEX models to understand where the real positioning lies—not just surface-level price action.

Cross-Exchange Coverage

Track gamma exposure across Deribit, Binance, and OKX—covering 95%+ of the global crypto options market.

Advanced Models

Seamlessly integrated with MenthorQ’s Vol Surface, Swing Levels, Option Matrix, and Q-Score for a holistic edge.
Net Gamma Exposure (GEX)

Net Gamma Exposure (GEX)

See where option dealer positioning will amplify or suppress price action. Identify gamma flip zones and volatility clusters.

Gamma Levels

Gamma Levels

Strike-level view of key gamma inflection points. Pinpoint where price is likely to pause, reverse, or accelerate.

Swing Model

Swing Model

Detect directional bias and key price levels derived from options market positioning. Built to reveal where institutional flow aligns with breakout or reversal zones, offering high-accuracy swing setups over 5- and 20-day windows.

Q-Score

Q-Score

The Q-Score, derived from our proprietary Quant Models, offers a comprehensive scoring system that evaluates assets based on four key factors: Momentum, Volatility, and Options. 

By assigning a numerical score to each factor, the Q-Score provides a structured approach to market analysis.

Skew

Skew

Measure call vs. put demand across strikes. Skew helps you understand where traders are hedging—or betting—on asymmetric moves. We provide 1M, 3M and 0DTE Skew.

Volatility Smile

Volatility Smile

Visualize how implied volatility shifts across in-the-money and out-of-the-money options. Great for spotting mispriced risk.

Swing Levels

Swing Levels

Data-driven support and resistance zones based on 5-day price structure. Perfect for swing trade planning and risk control.

Net Delta Exposure (DEX)

Net Delta Exposure (DEX)

Track net directional pressure from options positioning. Anticipate forced dealer flows as spot moves through delta-heavy zones.

Term Structure

Term Structure

Track how implied volatility changes across expiries. Identify contango, backwardation, or compression in forward volatility curves.

Volume and Open Interest

Volume and Open Interest

Monitor where traders are positioning. Identify emerging interest, crowd buildup, and potential support or resistance zones based on liquidity flows.

Option Matrix

Option Matrix

Get a complete strike-by-strike breakdown of OI, volume, delta, gamma, and more across assets and expiries.

Volatility Surface

Volatility Surface

Explore a 2D/3D map of implied volatility across strike and time. A powerful tool for volatility traders and risk modelers.