GEX (Gamma Exposure) is a core metric that measures market makers' risk exposure and potential institutional fund flows, accurately reflecting the invisible "push and pull" forces of the market at different price levels. I. What is GEX? Gamma Exposure (Gamma Exposure) is a key indicator viewed from the perspective of the overall market and market makers to measure market makers' risk exposure and potential market fund flows. To truly understand this function, we first need to look at the primary force in the market: Market Makers. 1. What is a Market Maker? Market makers are the middlemen of the market, commonly known as "house makers" (or liquidity providers), and their main mission is to provide market liquidity: Whenever you want to buy, they must sell to you; Whenever you want to sell,

Earnings earnings move is a tool that quantifies market volatility expectations before earnings announcements based on indicators such as forecasted volatility, historical averages, and percentile values. It quickly identifies overestimated/underestimated volatility states and simplifies the comparison between forecasted volatility metrics and historical data, helping investors capture volatility pricing discrepancies during earnings events, avoid excessive volatility risks, and achieve efficient event-driven trading without complex models. I. Core Indicator Definitions Forecasted Volatility (At-the-Money Option Price Ratio) Definition: The ratio of at-the-money option price to the underlying stock price, reflecting market expectations for short-term volatility. Calculation: Forecast Volat

1. What are IV, HV, IV Rank, and IV Percentile of the underlying asset IV (Implied Volatility) The Total IV of the option chain is obtained by comprehensively weighting the implied volatility of some options on the option chain. It reflects the overall volatility of the option chain in the next 30 days, and this data also has a reference value for the underlying stock. HV (Historical Volatility) It reflects the actual volatility of the underlying asset in the past 30 days, which is used to measure the degree of deviation of the underlying asset from its average price. IV Rank (Implied Volatility Rank) IV Rank is a relative indicator. Based on the highest and lowest IV values of the underlying asset in the past year, the current IV is calculated. Calculation formula: IV Rank = (Current IV -

Today, I'd like to introduce you 2 choices to invest in different stock markets with one currency.For example, a Singaporean named Mike deposit SGD in his Tiger account. 1. How can Mike invest in US stocks after funding Tiger Account with SGD?Mike have 2 choices: financing and currency conversion. Let's look at the differences of the 2 methods.1. FinancingMike can borrow USD and buy the US stocks without converting his currency. Then Mike has to pay the interest generated from financing. According to the latest data from Tiger Brokers' official website (

1.Where to find Located under Option Details Page Volume and open interest are two key technical metrics that describe the liquidity and activity of options and futures contracts. "Volume" refers to the number of contracts traded in a given period, and "open interest" denotes the number of contracts that are active, or not settled. 2.Things to be considered Scenario 1: Generally speaking, a rising volume and rising open interest both indicate a liquid market with many buyers and sellers for a particular option. This could be a sign of bullish sentiment if the increase in open interest is being fueled by long positions, or, a bearish sentiment if the increase is being fueled by short positions. Either way, the market shows an unanimous outlook towards one-side. Scenario 2: If an option has

1.What is the implied volatility skew curve The volatility skew is the difference in implied volatility (IV) between out-of-the-money options, at-the-money options, and in-the-money options. call and put have a curve respectively, which can visually see the IV changes under different strikes. A situation in which at-the-money options have lower implied volatility than out-of-the-money or in-the-money options is sometimes referred to as a volatility "smile" due to the shape the data creates when plotting implied volatilities against strike prices on a chart. This curve also has a skewness distinction, that is, the bottom of the smile is not in the center, but will at the left or right, which can be judged by the Skewness value. 2.How to use scenario: the curve is weighted to the left As sho

1.Introduction to the Options List The list is a real-time market-wide ranking of US stock options and Hong Kong stock options, including four categories: C/P Ratio （What is C/P Ratio） IV increase （What is IV） IV/HisV IV Percentile 2.How to use Options List Tigers can sort through 4 common indicators, filter out the options that are actively traded and are at the high/low of IV (or CP Ratio), and then trade options according to your own investment strategies. You can also combine the underlying stock market to observe whether there is an "abnormal" option transaction when the underlying stock maintains low volatility, and pay attention to the follow-up trend of the underlying stock. 3.Feature Navigation Quote-US-Options Quote-HK-Options