ChartsPod Options Dashboard: Reference Venue and Aggregated Exposure
Options data can come from one reference venue or be aggregated across venues. Exposure figures such as gamma depend on which, and on the assumptions behind them.
Short answer
In ChartsPod's options tools (chains, strategies, Greeks, exposure, volatility surfaces and zero-gamma), check whether figures come from a single reference venue or are aggregated, which expiries are included, and what assumptions sit behind exposure estimates, such as how dealer positioning is inferred. A single venue gives a consistent dataset; aggregation gives broader coverage but mixes contract specifications. Record venue, expiries and timestamp with any exposure level you use.
Reference venue vs aggregated
What exposure numbers assume
| Metric | Built from | Key assumption |
|---|---|---|
| Greeks | Option model inputs | Implied volatility and model |
| Gamma exposure | OI × gamma by strike | Who is long vs short options |
| Zero-gamma level | Where net gamma changes sign | Same positioning assumption |
| Max pain | OI at one expiry | Single expiry; limited on its own (Deribit Insights) |
| Vol surface | IV by strike and expiry | Quality of quotes |
Control names in the terminal can change between releases. If a label differs from this guide, look for the setting that does the job described.
How fast exposure goes stale
Gamma exposure depends on open interest and the underlying price. Both change during the day, especially around expiries. A level computed in the morning may be irrelevant by the afternoon after a large move or expiry roll-off.
Refresh exposure views before using them and note the snapshot time. Around major expiries, expect the largest changes as expiring options leave the calculation.
Using it
Treat exposure levels as context for where hedging flows may change, not as price targets. Compare with spot and perp behaviour at those levels. Deribit's material on volatility (skew, smile, term structure) is a good companion. See ChartsPod Options Payoff Lab: Expiry Payout vs Pre-Expiry Scenarios.
Open the options workspace and note the venue and expiries.
Open ChartsPod optionsRecord venue, expiries, timestamp and assumptions with any options exposure level, and treat it as context.
Check Options Dashboard against a live market before relying on it.
Try it in ChartsPodQuestions readers ask
Does ChartsPod have options analytics?
Yes: chains, strategies, Greeks, exposure, volatility surfaces and zero-gamma.
What is zero gamma?
The price where estimated net gamma exposure changes sign, under a positioning assumption.
Is max pain a price prediction?
No; Deribit notes it is calculated from one expiry's OI and is limited on its own.
Sources and methodology
ChartsPod capabilities were checked against its public overview, documentation index, markets and indicator pages on 17 October 2026. Exact control names inside the terminal can change between releases, so this guide describes what to set and check rather than quoting menu labels. Venue availability is shown per tool in the terminal. Worked examples use illustrative numbers. Options concepts reference Deribit Insights material.
- ChartsPod: product overview, pricing and FAQ — free terminal, venues, modules, no order placement; checked 17 Oct 2026.
- Deribit Insights: Maximum pain — max pain from OI at one expiry.
- Deribit Insights: Genesis Volatility options data guide — skew, smile, term structure.
This article explains research tools and workflows. It is not financial advice, does not recommend buying or selling any asset and does not predict prices. Crypto derivatives carry a risk of rapid and total loss of margin.
CHARTSPOD EDITORIAL EDITION · RESEARCH AND EDUCATION ONLY · NOT FINANCIAL ADVICE.