Flashback DWOI
FREEOpen Interest & Flow · HTTP Data · Free Tier
Overview
Flashback DWOI provides historical delta-weighted open interest analysis. While the standard DWOI window shows today's snapshot, Flashback lets you select any past date and view the GEX distribution as it existed at that time. All gamma calculations are performed locally in the browser from historical data — no server-side computation needed for the GEX breakdown.
Flashback DWOI showing historical delta-weighted OI snapshot with date picker and comparison overlay — SPY example
Key Features
- Date picker: Select any historical date to load the OI snapshot from that day. Compare past gamma profiles to today's positioning.
- Expiration grouping: Group the gamma distribution by expiration date. See how gamma was distributed across weekly, monthly, and quarterly expirations on any given day.
- Local GEX computation: Gamma exposure is calculated client-side from the raw OI and Greeks data. Fast rendering without round-trips to the server.
- Before-and-after comparison: Place a Flashback DWOI window next to a live DWOI window to see how positioning has shifted. Identify structural changes in the options landscape.
- Guide Panel & AI-Generated Considerations: Built-in educational overlay and ML-powered analytical considerations based on the historical profile — delivered for your independent evaluation. Methodology →
Use Cases
- Backtest gamma-based strategies: Check where gamma walls and flips were positioned before a major price move. Validate whether gamma levels predicted the move.
- Track positioning evolution: Compare gamma profiles over multiple days to see how institutional positioning is building or unwinding around specific strikes.
- OPEX post-mortem: After an expiration event, load the pre-OPEX positioning to understand how gamma roll-off affected price action.
How to Launch
1
Open Window Launcher — green + button or L.
2
Search for Flashback DWOI or browse Open Interest & Flow.
3
Enter a ticker and select a historical date. The GEX chart renders from archival data.
Data Source & Tier
Historical OI data via HTTP. GEX computed locally in-browser. Available on the Free Tier. View pricing →
Metrics Reference
| Metric | Description |
|---|---|
| Historical GEX per strike | Gamma exposure at each strike on the selected date, computed from archived OI and Greeks |
| Call GEX / Put GEX | Gamma exposure split by call and put side, showing directional hedging imbalance |
| Net GEX | Aggregate gamma across all strikes — positive indicates stabilizing dealer positioning |
| Expiration breakdown | GEX grouped by expiration bucket (0DTE, weekly, monthly, quarterly) |
| Gamma Flip (historical) | The strike where aggregate dealer gamma transitioned from positive to negative on the selected date |
Related Windows
- Delta-Weighted OI — Current-session DWOI for real-time positioning analysis
- OI Clustering Heatmap — Visual clustering of open interest concentrations
- Gamma Exposure (GEX) — Live gamma exposure by strike for current-session comparison