Greeks Tectonics
37 Greeks, 22 ratios across 5 analytical tiers for Bitcoin. Observe how higher-order derivative relationships behave across the options surface.
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.
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: only signal uncorrelated with cohort size survives.
No data available for heatmap.