About GEX Horizon
Democratizing institutional market microstructure and derivative analytics for retail traders.
Our Mission
The options market has fundamentally shifted. Zero-DTE volume and dealer hedging flows now drive intraday equity indices more than traditional fundamentals. Our mission is to level the playing field by providing retail traders with the exact same Gamma Exposure (GEX) and options order flow visibility that institutional quantitative desks use.
Data Precision
We process millions of options contracts in real-time, calculating dealer delta and gamma hedging obligations to map structural liquidity levels.
Unbiased Analytics
No subjective chart patterns. Pure quantitative market microstructure mapping based on verified open interest and options volume.
The Research Team
GEX Horizon Team
Quantitative Researchers & Engineers
Our team consists of former market makers, quant developers, and structural traders. We spent years building proprietary models for institutional desks before bringing this architecture to the public web. We specialize in options microstructure, Vanna/Charm flows, and automated delta hedging analysis.