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
734
Candidates
8
Top research score
59.8
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 — ETH
Ranked by positive gamma, theta cost, spread, volume, OI, and time to expiry.
| Instrument | Score | IV | Delta | Gamma | Theta | Spread | OI | DTE |
|---|---|---|---|---|---|---|---|---|
| ETH-25DEC26-2300-C | 59.8 | 51.50 | 0.5557 | 0.000820 | -1.5961 | 1.16% | 34,013 | 59.8 |
| ETH-25DEC26-2200-C | 59.7 | 52.12 | 0.6374 | 0.000770 | -1.5333 | 1.37% | 51,009 | 59.8 |
| ETH-25DEC26-2500-C | 59.7 | 51.05 | 0.3958 | 0.000800 | -1.5427 | 1.92% | 31,096 | 59.8 |
| ETH-30OCT26-2300-P | 59.0 | 51.90 | -0.4770 | 0.003280 | -6.4195 | 5.00% | 25,611 | 3.8 |
| ETH-25DEC26-3200-C | 58.7 | 55.29 | 0.0916 | 0.000320 | -0.7137 | 5.71% | 69,663 | 59.8 |
| ETH-25DEC26-3000-C | 58.5 | 53.39 | 0.1387 | 0.000440 | -0.9262 | 7.14% | 22,993 | 59.8 |
| ETH-30OCT26-2600-C | 57.8 | 68.82 | 0.0451 | 0.000590 | -2.0291 | 7.41% | 37,571 | 3.8 |
| ETH-25DEC26-3500-C | 56.5 | 58.87 | 0.0535 | 0.000200 | -0.5026 | 15.69% | 31,617 | 59.8 |
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