Data Lab brings the main Greeks.live options analytics into one workspace. Metrics are grouped here by the question they help answer, rather than by their historical order in Notion.
Volatility and term structure
- ATM IV and ATM Volatility Term Structure
- 25Δ Skew and 25Δ Fly
- Realized Volatility and Volatility Risk Premium
- Implied Volatility Surface, IV Skew and Option Skew Table
Positioning and market activity
- GEX and GEX by Expiration
- Option Flow and Option Trade Volume
- Option Open Interest and Trade Scatter Plot
- Historical Delivery Price and Max Pain Price
SABR model diagnostics
Greeks.live Pro adds three SABR views: calibrated parameters, the fitted IV curve and calibration diagnostics. Their documentation is public even though access to the live product data may require Pro.