Computing market sentiment…

What is the Options Fear & Greed Index?

Like the well-known stock-market Fear & Greed gauge, this index compresses the mood of the options market into a single number from 0 (extreme fear) to 100 (extreme greed). It reads live options chains across a curated watchlist of the most actively traded US tickers and blends three signals traders already watch:

Market breadth (50%)

How many of the tracked tickers lean bullish versus bearish, based on each name's put/call activity and positioning. Broad bullishness pushes the needle toward greed.

Put/Call ratio (30%)

The aggregate ratio of put to call volume. A low put/call ratio means traders are buying calls and leaning greedy; a high ratio means they are hedging with puts, leaning fearful.

Gamma regime (20%)

The share of tickers sitting in a positive gamma exposure (GEX) regime, where dealer hedging dampens volatility and stabilizes price. A market mostly in positive GEX is calmer — a greed-side signal.

The gauge refreshes every 5 minutes. It is a sentiment summary, not a trade signal — and it is deliberately an aggregate. For live, per-ticker Greeks, intraday gamma, and options-flow detection, open the dashboard.

Embed this gauge on your site — free

Drop the live Options Fear & Greed gauge into any page or blog post. It updates itself; no API key needed.

<iframe src="https://greeks.pro/embed/sentiment" width="320" height="240" frameborder="0" title="Options Fear & Greed Index"></iframe>

Want sentiment on any ticker — live?

Per-ticker Greeks, Gamma Exposure by expiration, IV surface, real-time flow detection and WebSocket streaming. Free account, no card required.