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DERIVATIVES / 11

Derivatives · Heatmaps

Strike × expiry heatmaps — where open interest and the gamma floor pile up.
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Open InterestGamma (GEX)IV Surface
Open Interest Heatmap · strike × expiry
OI density — where the big money has piled up
OKX0s ago
How is this computed?
Each cell is the total open interest (calls + puts) at one strike (vertical) × expiry (horizontal). Bright teal = heavy pile-up; the gold line is spot.