Options & futures analysis
NYVERA is a private analysis terminal for options and futures. It measures what comparable market states did next, and shows every figure with its count and its source.
By account only. There is no public sign-up.
And each answer says how many comparable cases it rests on. Five of the systems on the desk:
What share of comparable completed cycles reached each price?
Every comparable cycle leaves one imprint: the furthest it reached. The curve counts those imprints at every price and keeps each one visible along the bottom, so a thin tail never passes for a solid one.
What does a pricing model say each contract’s Greeks are — and how does open interest add them up by price?
Ten Greeks, from delta and gamma to vanna, charm and color, priced by NYVERA’s own engine from each contract’s market price and aggregated across the chain by open interest. It measures exposure. It never claims to know who holds it.
Where does open interest concentrate on each side, and where do the IV Walls sit?
One chart of Options Gravity, the open-interest-weighted gamma share of each side’s strikes, and the four IV Walls. The walls are resolved from the option chain using a calibration frozen at the prior close, never refitted during the day; until there is enough history to earn a calibration, the terminal shows its labelled baseline instead.
Under construction.
The levels of the chosen Greeks between the outer IV Walls are being rebuilt. Until the system returns, the terminal lists it as under construction and calculates or draws nothing for it.
How far did comparable sessions move through the day, and which levels did they reach?
The True Volatility Curve is the measured movement of past sessions in the same cycle state, drawn through the next session with its Median Range and Wall. It is calculated once from the last settled close and stays fixed until the next one.
The market’s bars, the Wave cycle’s historical reach, and how often comparable cycles reached each price.
Chart, Price Map, Curved Odds
The next session: historical reach levels and the pressure landscape of the options chain.
Price Outlook, Pressure · 3-D landscape, Pressure · IV Map, Pressure · Time–Price Map
One Greek’s exposure under open interest, over price and time or over strike and expiration.
Price × Time · 2-D map, Price × Time · 3-D surface, Strike × Expiration · 3-D surface, Strike × Expiration · 2-D grid
The calculated hedge response of the chain under the configured rules: live, and saved for the next session.
Pressure Map, Next-Day Projection, Price × Time · 3-D surface, Strike × Expiration · 3-D surface
Options gravity by strike and the four IV Walls on one price axis.
Options Gravity & IV Walls
Implied volatility across strikes, expirations and the session.
IV Term Structure, Volatility Skew, Vol Drift, IV Surface · Strike × Expiration 3-D, IV Grid · Strike × Expiration 2-D
Contracts open at each strike.
Open interest by strike
Net option premium and volume through the session.
Net Drift
Sample paths and past moves of comparable sessions.
Density, Move Review
Under construction Greek Structure · Greek Topology · Live Regime: being rebuilt, nothing is calculated or drawn for them yet.
Options QQQ · SPY · GLD · SLVFutures ES · NQ · GC · SITimeframes 5m to daily
A number without its state is half a fact. Every value in NYVERA wears one of these words, and each word means the same thing on every chart.
Reach levels are frequencies, shown with their counts. Nothing in NYVERA is a target, a signal or a forecast.
One main chart, the systems you pick beside it, and every level drawn where you are already looking.
Draw the Outlook’s Median Range and Wall and Hedge Pressure’s saved zones straight onto the chart you are reading, with a Greek Ladder beside its price scale.
Keep up to two systems open beside the main chart, all following the same symbol.
ES, NQ, GC and SI carry the next day’s option levels through the overnight session, taken at the prior close and never recalculated.
Your charts, panels and settings reopen the way you left them on that browser.
NYVERA serves a small group of accounts, each issued by its administrator. There is no public sign-up and no trial to start. To ask for access, write with the instruments you follow and how you would use the terminal.
access@nyverafinancials.com