Greeks Tectonics

37 Greeks, 22 ratios across 5 analytical tiers for Bitcoin. Observe how higher-order derivative relationships behave across the options surface.

Surface OverviewRatio ObservatoryGreek LaboratoryOrder DecompositionCrypto-Greeks Atlas

Greek Heatmap: BTC

Z-score normalized view of all 37 Greeks across four derivative orders. Each cell shows how unusual a Greek's current value is relative to its rolling history. Dark cells are normal. Colored cells indicate statistically significant deviations: warm tones (orange/red) for positive z-scores, cool tones (blue/cyan) for negative. Vertical stripes across multiple rows signal system-wide events.

The sigma labels are a scale reference, not a Gaussian probability. The rolling baseline holds roughly 30 independent observations once autocorrelation is accounted for, and Greek distributions carry heavy tails, so cells beyond 3 sigma occur far more often than a normal curve implies. Read the colours as relative intensity, not as tail odds.

display window:
z-score baseline:
Effective lookback windows: 1st-order Greeks: 3d · 2nd-order Greeks: 6d · 3rd-order Greeks: 12d · 4th-order Greeks: 24dClick a row to drill down
OLS regression (G = α + β·N) removes linear dependence on option count. Z-scores are standardized residuals. The adjustment is linear and the cohort count moves in a few discrete steps, so it reduces composition effects rather than clearing them.
No data available for heatmap.