Greeks Tectonics
37 Greeks, 22 ratios across 5 analytical tiers for Bitcoin. Observe how higher-order derivative relationships behave across the options surface.
Greeks Ratio Time-Series: BTC
Single ratio tracked across cohorts through time. Statistical overlays (±1σ, ±3σ Z-Band)reveal regime boundaries and mean-reversion thresholds. Spot price overlay shows price co-movement.
Ratio:
Window:
Min Options:≥10
Z-Band Rolling:12h
Speed / Gamma(∂³V/∂S³) / (∂²V/∂S²)
ATM, 8-30d
No data available for this ratio/cohort combination.
Running Statistics: BTC
All ratios ranked by signal strength in a single cohort. Current value, mean, standard deviation, SNR, percentile rank, and min-max range. Click any row to jump to that ratio in the time series.
Cohort:
Window:
No data available.
Active Greeks Ratios: BTC
Highest-attention ratios across all tiers. Ranked by attention score combining percentile extremity and signal-to-noise ratio. Click to load in the time series chart.
No data available.
Derivative Chain Waterfall: BTC
Current magnitudes along each derivative order. Bar width shows relative scale. Ratio bridges quantify the multiplier between successive orders.
No data available.
Time Decay Tectonics: BTC
Tier 4 time-derivative ratios: the early warning system for theta regime shifts. When these bands move together, decay is orderly. When they decouple, the term structure is bending and hedging costs are about to reprice.
Cohort:
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No data available.