FLOW
Derivatives, volatility and market-positioning context.
Flow monitors options positioning, gamma structure, volatility, dark-pool activity and institutional-flow measures to assess market positioning and potential pressure points across major index exposures.
Where could positioning, dealer hedging or concentrated liquidity influence the path of the market even when the broader thesis has not changed?
Derivatives, volatility and market-positioning context.
Flow monitors options positioning, gamma structure, volatility, dark-pool activity and institutional-flow measures to assess market positioning and potential pressure points across major index exposures.
- Market Tide and institutional-flow context
- Options ratios and positioning
- Gamma exposure and important options levels
- Dark-pool price levels and activity
- VIX and volatility term structure
- Intraday session maps combining price with market-structure levels
- Alerting around material positioning changes
Turn a specialized dataset into a better investment question.
Flow is useful because it stays focused on one analytical job while remaining connected to adjacent systems when portfolio context is needed.
Understand hedging pressure
Options positioning can change how dealers respond to price moves and where intraday behavior becomes unstable.
See reference levels
Dark-pool and other liquidity markers can provide context around areas where activity has clustered.
Read the risk backdrop
VIX and term structure help distinguish calm, stressed and transitional conditions.
Avoid prediction theatre
Flow is treated as contextual evidence rather than a standalone forecast engine.
Specialized, but not isolated.
The system keeps its own domain logic while passing decision-relevant evidence into the wider SRSPrime process.