Greeks Tectonics
37 Greeks, 22 ratios across 5 analytical tiers for Bitcoin. Observe how higher-order derivative relationships behave across the options surface.
Order Decomposition: BTC
Stress-test the options surface. Drag the sliders to see how Greek contributions shift non-linearly under stress. Higher-order Greeks appear negligible in calm markets but dominate during large moves. Z-score activity detects when this transition is happening in real-time.
Cohort:
display window:
z-score baseline:
Effective lookback windows: 1st-order Greeks: 3d · 2nd-order Greeks: 6d · 3rd-order Greeks: 12d · 4th-order Greeks: 24d
No data available.
Cross-Order Ratios
Liquidity-weighted ratios between consecutive derivative orders. A rising 4th/3rd ratio signals complexity escalation; volatile 3rd/2nd flags surface instability.