Gamma Carry & Conditions
Is theta earning or is gamma eating it? Four signals assess the premium environment.
The gamma carry ratio compares cumulative gamma P&L against theta cost over 7 days. When theta wins consistently, VRP is rich, breach rate is contained, and VoV is stable, the premium environment is at its most constructive. When any signal flips, it is shifting.
Gamma Carry RatioVRP RegimeBreach RateVol-of-Vol6 Coins
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This dashboard uses daily resolution.
For 10-minute carry, breach, VoV, and VRP data via API. Source: GET /v1/vol/surface (includes gamma_carry_pnl_7d, breach_rate_7d, vov_7d, vrp_regime)