04DERIBIT OPTIONS
Options and Long Gamma Research
Read-only options research from Deribit public market data. AI ranks and explains; prices and Greeks come from the live source.
Option instruments
876
Candidates
5
Top research score
57.9
Source
Deribit Public
OPTIONS SURFACE
Options 3D Surface
Strike × days-to-expiry × IV/Greeks surface. Cool = low value, warm = high value; highlighted points are Long Gamma candidates (color = research score, size = OI).
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Long Gamma candidates — BTC
Ranked by positive gamma, theta cost, spread, volume, OI, and time to expiry.
| Instrument | Score | IV | Delta | Gamma | Theta | Spread | OI | DTE |
|---|---|---|---|---|---|---|---|---|
| BTC-25DEC26-80000-C | 57.9 | 37.64 | 0.5420 | 0.000030 | -40.6264 | 1.60% | 7,955.9 | 59.8 |
| BTC-25DEC26-90000-C | 57.7 | 36.34 | 0.2420 | 0.000030 | -30.8555 | 2.53% | 5,049.2 | 59.8 |
| BTC-25DEC26-100000-C | 54.9 | 37.83 | 0.0883 | 0.000010 | -16.4778 | 16.67% | 6,069.1 | 59.8 |
| BTC-25DEC26-60000-P | 54.6 | 49.74 | -0.0603 | 0.000010 | -16.1832 | 18.18% | 6,771.8 | 59.8 |
| BTC-30OCT26-90000-C | 50.3 | 52.69 | 0.0122 | 0.000010 | -17.8829 | 40.00% | 10,721 | 3.8 |
Long Gamma US Stock Candidates — Earnings
US stocks with upcoming earnings in the next week, ranked by sentiment, news coverage, and volatility. Auto-refreshed every US market day.
| Symbol | Name | Score | Sector | Cap | Earnings | News |
|---|---|---|---|---|---|---|
| AAPL | Apple Inc. | 80.0 | Technology | large | - | - |
| MSFT | Microsoft Corp. | 80.0 | Technology | large | - | - |
| NVDA | NVIDIA Corp. | 80.0 | Technology | large | - | - |
| MSTR | Strategy (MicroStrategy) | 80.0 | Technology | large | - | - |
| AMD | Advanced Micro Devices | 80.0 | Technology | large | - | - |
| COIN | Coinbase Global | 77.0 | Financial | large | - | - |
| SQ | Block Inc. | 77.0 | Financial | large | - | - |
| TSLA | Tesla Inc. | 75.5 | Consumer | large | - | - |
Research ranking is not a return promise. Maximum loss, theta decay, liquidity, and expiry risk require independent review.Deribit API