The options chain analyzer is where we start. Here's where we're going · and what we're quietly building for the future.
Set threshold alerts on key signals: gamma pin flips, unusual OI spikes, or when a ticker's flow shifts from neutral to bullish or bearish. Get notified before the move, not after.
PlannedBuild and save your own watchlists. Monitor the positioning across your tracked tickers at a glance without re-entering each one manually every session.
PlannedSchedule recurring chain reads across your watchlist tickers. Surface anything unusual (heavy OI build, wall migrations, flow reversals) without being glued to the screen.
PlannedTrack how a ticker's positioning has shifted over time. See where walls were last week vs today, and whether the flow narrative has changed, critical context for multi-day theses.
PlannedDealer gamma exposure shifts throughout the day as 0DTE contracts trade. A dedicated real-time GEX view shows where dealers are pinned, where they're long, and where price is likely to compress or accelerate.
In DesignHigh-GEX strikes act as price magnets. The 0DTE view surfaces the most magnetic strikes in real time, so you can see where the tape is likely to get pinned heading into close.
In DesignIn 0DTE, speed of positioning matters as much as size. Flow velocity signals track the rate of OI build and premium changing hands, surfacing acceleration before price confirms it.
In DesignThe existing P&L simulator, calibrated specifically for 0DTE decay curves and intraday IV crush. Model a same-day trade with the time decay reality baked in, not generic Black-Scholes assumptions.
In DesignVega Options is built on human-readable signal interpretation: we surface what the data means, in plain language. That works well, and it's what we'll keep doing.
But there's a harder, more interesting question underneath it: are there patterns in historical options positioning (OI shifts, GEX migration, flow accumulation) that precede price moves in statistically meaningful ways? Patterns subtle enough that no human analyst would surface them, but learnable by a model trained on years of chain data?
We think the answer might be yes. We're not building this yet: it requires compute infrastructure, training data, and validation work that's a different category of effort than everything else on this roadmap. But it's the direction we're pointed.
When Vega Options gets the traction to justify it, this is what comes next.
This roadmap reflects current intent, not commitment. Features and timelines may shift as the product evolves and user feedback shapes priorities. Founding Members will always hear about what's coming first.
Founding Members lock their rate, shape the roadmap, and get first access to everything on this list.