Hermēs DocumentationGreek Flow
Ultra-only dealer Greek order-flow panel — Vanna / Charm / CVR / GEX-ratio split across 0DTE and 1DTE.
Greek Flow is an Ultra-only panel that surfaces dealer second-order Greek order flow — Vanna, Charm, CVR (convexity) and GEX ratio — split across the 0DTE and 1DTE expiries, so you can read where implied-volatility changes and time decay will push hedging flows.
Open it at /greek-flow (it is also folded into the Options Desk and the main chart's GEX Matrix view).
Who can use it
- Ultra + login. Non-Ultra users are routed to the upgrade page.
- The page auto-refreshes about every 5 seconds — no manual action needed.
Panel walkthrough
Regime cards
The top row gives each Greek's current direction and strength: Vanna regime, Charm magnet, CVR, and GEX ratio, tagged 0DTE or 1DTE.
0DTE vs 1DTE split
Each Greek is broken into same-day (0DTE) and next-day (1DTE) columns so you can see which expiry carries the dealer pressure.
2×2 quadrant
Plots the Vanna/Charm sign combination into four quadrants — instantly classify "tailwind lift / headwind pressure / accelerated downside / quiet".
EOD magnet clock
A close countdown plus the strongest magnet strike, to pair with 0DTE leverage being strongest into the close.
All-ticker table
A table listing each ticker's Greek flow side by side, to quickly scan which instrument's Greeks are moving.
How to read it
IV compresses → bullish Vanna regime → dealers buy back longs → upside tailwind. IV expands → bearish Vanna regime → Delta selling → resistance. Into the close → Charm magnet strengthens → price pulled toward large-OI strikes.
Typical workflow
- Open Greek Flow intraday (or add the "Vol Intelligence" window in the Options Desk).
- Read the regime cards to fix Vanna / Charm direction and strength.
- Compare 0DTE vs 1DTE to see whether pressure sits on today or tomorrow.
- Use the 2×2 quadrant to classify the current setup.
- Into the close, switch to the EOD magnet clock and decide against your position's target.