QuantedOptions: Dealer Gamma, quantedTrader and Chart Integrations

What is QuantedOptions?

QuantedOptions is an options analytics platform with two distinct data approaches: licensed participant-signed SPX and VIX analysis, and broader stock and ETF analytics built from consolidated options data.

That distinction is the starting point for understanding the product. A dealer-positioning view for SPX is different from an open-interest-based gamma view for an individual stock, even when both are displayed as colored profiles beside price.

The platform offers exposure dashboards, historical replay, volatility analysis and integrations that place selected analytics on trading charts. Its products serve related research tasks, but their coverage, data sources and access rights are not interchangeable.

At a glance

Table of contents

The two sides of the platform

quantedClassic and the SPX/VIX dashboard

QuantedOptions describes its licensed SPX and VIX analytics as using Cboe C1 participant-signed data. The official methodology walkthrough explains that quantedGamma exposures are normally read from the market maker’s side.

The dashboard includes strike profiles, cumulative exposure, gamma curves, gamma/charm/vanna surfaces and premium-flow views. Users can inspect exposure by expiry and replay stored session snapshots.

This approach is relevant when the question is specifically about dealer positioning in the supported index options. It should not be extended into a claim that the platform directly observes every dealer’s complete cross-asset hedge book.

quantedTrader and broader ticker coverage

quantedTrader covers a broader universe of stocks and ETFs using options information consolidated across US exchanges. Its views include gamma heat over price, strike profiles, call and put walls, gamma flip, net delta, premium flow, unusual volume and volatility analysis.

The product page explicitly distinguishes this from the licensed SPX/VIX dealer dashboard. Even SPX appearing in the broader product as open-interest gamma does not turn that display into the participant-signed dealer view.

For a trader comparing subscription options, the practical question is therefore not just “Does it include SPX?” It is which SPX dataset and analysis method the selected product includes.

How to read the main displays

Strike Profile shows how exposure is distributed across strikes. Looking at the expiry breakdown helps determine whether a concentration is dominated by same-day contracts or persists farther along the chain.

Gamma Profile asks how net gamma would change at different underlying prices. Its zero crossing describes a feature of that model, not a promise that price reverses at the marked value.

Gamma, Charm and Vanna Surfaces separate sensitivity to price movement, the passage of time and changes in implied volatility. A surface is a conditional picture of exposure. Reading it as a price forecast skips the assumptions that make it useful.

Premium Flow and Net Delta require attention to whose side is shown. The signed SPX/VIX dashboard describes premium transactions and exposure from the market maker’s perspective. Broad-ticker displays use their own definitions, so identical-looking colors do not establish identical economic meanings.

Unusual Volume highlights contracts with notable activity relative to open interest. That is a research filter. High activity can arise from closing trades, spreads, hedges or repeated trading of the same contracts; it does not establish the trader’s intent on its own.

Why sign conventions matter

In the signed dealer dashboard, positive gamma indicates market makers are long gamma. Their delta-neutral rebalancing may involve buying declines and selling advances. Negative gamma may require hedging with a move, potentially amplifying price changes in either direction.

These are conditional mechanics, not a guaranteed behavior of the entire market. News, discretionary activity, liquidity conditions and risk netting can all affect the eventual response.

Charm is especially easy to misread because vendors can choose different sign conventions. QuantedOptions supplies a metric-by-metric sign guide in its walkthrough. Check that guide rather than importing a color rule from a different service.

When using the participant selector, also confirm the scope of the change. The walkthrough explains that the strike profile can switch account types while other widgets remain on the market-maker view. Two panels on one page may consequently be answering different participant questions.

Chart integrations and futures conversion

The Orderflow Plugin brings exposure profiles to supported charting platforms, including Bookmap, MotiveWave, NinjaTrader, ATAS, Quantower and Sierra Chart. Available platforms and features should be checked against the current installation guide and selected subscription.

For ES, QuantedOptions describes using signed SPX data converted to the ES price scale. An index-derived level plotted on a futures chart is not the same thing as analysis of that future’s native options chain. The data-model label and conversion settings deserve the same attention as the profile itself.

Coverage also varies across plugin builds. The official page identifies a narrower supported instrument set for the Bookmap build than for several other integrations. A feature advertised for the plugin family should not automatically be assumed to be present on every platform.

TradingView is another separate case: QuantedOptions describes a browser extension for TradingView on Chrome or Edge, rather than an extension that runs inside the TradingView desktop app.

Getting started

1. Choose the dataset first. Open the participant-signed product for SPX/VIX dealer analysis, or quantedTrader for broader stock and ETF research. A matching symbol name does not make the two datasets equivalent.
2. Set the strike-profile scope. Choose the instrument and expiration cohort. In the signed dashboard, verify the participant selection and remember that other widgets may remain on the market-maker view.
3. Add the relevant exposure view. Compare the profile with the available gamma or other Greek views using the same dataset and expirations. Read each metric’s sign guide before interpreting its colors.
4. Confirm the session and delivery route. Check the snapshot timestamp and live or replay state. For a chart overlay, verify the supported platform, instrument and futures conversion; TradingView uses the Chrome or Edge browser extension.

For example, a large aggregate gamma concentration may turn out to be mainly same-day exposure. Comparing it with the all-expiry view helps reveal whether the reference is likely to change substantially after expiration. This is a useful analytical distinction even before deciding how to trade it.

Data cadence and access checks

The official materials describe one-minute delivery and recomputation for the licensed product, with per-snapshot timestamps and historical replay. Broad-ticker analytics also use one-minute snapshots, but rely on a different underlying data model.

A fresh timestamp tells you when a snapshot was produced; it does not make every input equivalent or ensure that every market participant hedges immediately. Check session behavior, expiry rollovers and the selected instrument before interpreting an apparently changing regime.

Use the official plan comparison to confirm dashboard access, API entitlements, platform selections, historical access and whether a particular add-on is included. The product names are closely related, making this check more valuable than comparing a headline monthly price alone.

Who may benefit most?

QuantedOptions is most relevant to traders who can articulate whether they need index dealer analysis, broad-ticker gamma research or exposure overlays inside their execution platform. Its replay and coordinated dashboards can be useful for reviewing how a positioning hypothesis developed through a session.

The learning requirement is meaningful: the reader needs to distinguish data sources, participants, expiration cohorts and Greek sensitivities. Starting with one well-defined question and one instrument is a more effective evaluation than treating every colored region as an immediate trading signal.

Official sources

• QuantedOptions product overview
• How the dashboards and sign conventions work
• quantedTrader coverage and methodology
• Orderflow Plugin, conversions and platform differences
• Product and entitlement comparison
• Installation guides