# The Professional Method for Identifying Options-Driven Squeezes ▴ Guide

**Published:** 2025-08-04
**Categories:** Guide

---

![A macro view reveals the intricate mechanical core of an institutional-grade system, symbolizing the market microstructure of digital asset derivatives trading. Interlocking components and a precision gear suggest high-fidelity execution and algorithmic trading within an RFQ protocol framework, enabling price discovery and liquidity aggregation for multi-leg spreads on a Prime RFQ](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-execution-system-precision-engine.jpg)

![Polished opaque and translucent spheres intersect sharp metallic structures. This abstract composition represents advanced RFQ protocols for institutional digital asset derivatives, illustrating multi-leg spread execution, latent liquidity aggregation, and high-fidelity execution within principal-driven trading environments](https://options.greeks.live/wp-content/uploads/2025/07/digital-asset-derivatives-rfq-protocol-optimal-execution-orchestration.jpg)

## The Ignition Point of Market Momentum

Markets function as a dynamic system of energy, alternating between periods of quiet consolidation and powerful expansion. The professional method for identifying options-driven squeezes is rooted in the recognition of this cycle. An [options-driven squeeze](https://prime.greeks.live/question/how-do-clearing-members-prioritize-clients-during-a-liquidity-squeeze/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) is a powerful market event where concentrated options activity forces rapid, directional price movement in an underlying asset. This phenomenon originates from the operational mechanics of [market makers](https://prime.greeks.live/area/market-makers/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite).

Their function is to provide liquidity by taking the other side of trades, a process that requires them to maintain a delta-neutral position to manage their own risk. When a substantial volume of [call options](https://prime.greeks.live/area/call-options/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) are purchased for a particular stock, market makers who sell these contracts are left with a negative delta exposure. To correct this imbalance, they must purchase shares of the [underlying stock](https://prime.greeks.live/question/what-are-the-differences-between-hedging-with-futures-versus-the-underlying-stock/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite).

This initial hedging activity alone can influence price. The intensity of this effect is magnified by the property of gamma. Gamma measures the rate of change in an option’s delta for every one-point move in the underlying asset’s price. As the [stock price](https://prime.greeks.live/question/in-what-scenarios-does-tying-compensation-to-operational-metrics-outperform-stock-price-alignment/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) rises and approaches the [strike price](https://prime.greeks.live/guide/strike-price-selection-a-masterclass-in-balancing-cost-and-protection/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) of the heavily traded call options, the delta of those options accelerates.

This [forces market makers](https://prime.greeks.live/question/how-do-exchanges-define-stressed-market-conditions-for-market-makers/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) into a reflexive loop; they must buy increasingly larger amounts of the underlying stock to offset their escalating negative delta. The buying begets more buying, creating a powerful feedback mechanism. This self-reinforcing cycle is the engine of a [gamma squeeze](https://prime.greeks.live/area/gamma-squeeze/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite), transforming a period of low-volatility consolidation into an explosive directional trend. Understanding this sequence is the first step toward seeing the market not as a series of random events, but as a system of pressures and reactions that can be read and anticipated.

![Abstract spheres and linear conduits depict an institutional digital asset derivatives platform. The central glowing network symbolizes RFQ protocol orchestration, price discovery, and high-fidelity execution across market microstructure](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-high-fidelity-execution-4.jpg)

![A sophisticated dark-hued institutional-grade digital asset derivatives platform interface, featuring a glowing aperture symbolizing active RFQ price discovery and high-fidelity execution. The integrated intelligence layer facilitates atomic settlement and multi-leg spread processing, optimizing market microstructure for prime brokerage operations and capital efficiency](https://options.greeks.live/wp-content/uploads/2025/07/institutional-crypto-derivatives-rfq-engine-intelligence-layer.jpg)

## Calibrating the Squeeze an Investor’s Guide

Identifying the conditions for an options-driven squeeze requires a systematic approach, moving from a broad market scan to a granular analysis of a specific security’s [options chain](https://prime.greeks.live/area/options-chain/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite). This process is about assembling a mosaic of data points, where each piece of information adds to a cohesive picture of building pressure. A successful identification hinges on seeing the complete setup before the explosive move begins. The objective is to position oneself within the structure of building energy, anticipating its release.

![A diagonal composition contrasts a blue intelligence layer, symbolizing market microstructure and volatility surface, with a metallic, precision-engineered execution engine. This depicts high-fidelity execution for institutional digital asset derivatives via RFQ protocols, ensuring atomic settlement](https://options.greeks.live/wp-content/uploads/2025/07/prime-os-rfq-for-institutional-digital-asset-derivatives-execution.jpg)

## Foundational Stock Characteristics

The search begins with the underlying asset itself. Certain stocks possess characteristics that make them more susceptible to the mechanics of a squeeze. A high degree of [short interest](https://prime.greeks.live/area/short-interest/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) is a primary catalyst. When a stock has a large percentage of its float sold short, a rising price forces short sellers to buy back shares to cover their positions.

This buying pressure adds significant fuel to the rally initiated by [market maker hedging](https://prime.greeks.live/area/market-maker-hedging/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite). A stock with a low float, meaning a smaller number of shares available for public trading, further amplifies the effect. With fewer shares available, the impact of concentrated buying from both market makers and short sellers is much more pronounced, leading to more volatile price swings.

![Central teal-lit mechanism with radiating pathways embodies a Prime RFQ for institutional digital asset derivatives. It signifies RFQ protocol processing, liquidity aggregation, and high-fidelity execution for multi-leg spread trades, enabling atomic settlement within market microstructure via quantitative analysis](https://options.greeks.live/wp-content/uploads/2025/07/prime-os-core-for-institutional-digital-asset-rfq-protocol-execution-engine.jpg)

## Decoding the Options Chain

Once a suitable underlying stock is identified, the focus shifts to its options chain. This is where the direct evidence of a potential squeeze is found. The analysis centers on identifying unusual concentrations of activity that suggest a significant imbalance is forming.

Look for specific strike prices, particularly [out-of-the-money calls](https://prime.greeks.live/area/out-of-the-money-calls/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite), that have exceptionally high [open interest](https://prime.greeks.live/area/open-interest/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) compared to surrounding strikes. A massive tower of open interest at a single strike price can act as a powerful magnet for the stock price, as it represents the point of maximum financial pressure for option sellers.

> A high concentration of open interest in a single, near-term call option strike price is a primary indicator that market makers may be forced into significant hedging activity as the stock price approaches that level.

The volume of contracts traded on a given day is also a critical piece of the puzzle. High volume in specific call options, especially when it surpasses the existing open interest, signals a new and aggressive wave of buying. This surge puts immediate pressure on market makers to begin their hedging activities.

The ratio of call [option volume](https://prime.greeks.live/question/what-are-the-primary-differences-between-the-double-volume-cap-and-the-new-single-volume-cap/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) to put option volume is another vital sentiment indicator. A significantly elevated call-to-put ratio demonstrates a strong bullish bias among traders, reinforcing the one-sided pressure that is necessary to ignite a squeeze.

![Highly polished metallic components signify an institutional-grade RFQ engine, the heart of a Prime RFQ for digital asset derivatives. Its precise engineering enables high-fidelity execution, supporting multi-leg spreads, optimizing liquidity aggregation, and minimizing slippage within complex market microstructure](https://options.greeks.live/wp-content/uploads/2025/07/precision-engineering-underpinning-institutional-digital-asset-derivatives-rfq.jpg)

## A Systematic Process for Identification

A disciplined approach transforms this analysis from a guessing game into a repeatable strategic process. By following a structured sequence of checks, you can build a robust case for a potential options-driven squeeze and define your engagement strategy with clarity. Each step serves as a filter, narrowing the field of candidates to only those with the highest probability of a significant move.

- 
**Screen for High Short Interest** ▴ Your process should begin by [identifying stocks where](https://prime.greeks.live/question/what-are-the-legal-and-compliance-implications-of-systematically-identifying-a-counterparty-as-a-source-of-information-leakage/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) a significant portion of the float has been sold short. This creates a secondary group of forced buyers who will amplify the squeeze dynamics.

- 
**Analyze [Call Option](https://prime.greeks.live/area/call-option/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) Concentration** ▴ You must then examine the options chain for disproportionately large open interest at specific out-of-the-money strike prices. This identifies the key levels where [market maker](https://prime.greeks.live/area/market-maker/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) hedging will accelerate.

- 
**Monitor Volume and Flow** ▴ Watch for sudden spikes in call option volume. This daily flow provides the catalyst that forces market makers to act and can be the final trigger for the squeeze.

- 
**Evaluate [Implied Volatility](https://prime.greeks.live/area/implied-volatility/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite)** ▴ Observe the trend in implied volatility. A rising IV often precedes a squeeze, as it reflects the market’s anticipation of a larger-than-usual price move.

- 
**Assess the Underlying Chart** ▴ Look for technical patterns of consolidation. A stock that has been trading in a tight range is building potential energy, which can be released explosively during a squeeze.

- 
**Define Risk and Profit Targets** ▴ Before entering a position, you should establish clear parameters. Determine your entry point, your exit point if the trade moves against you, and your targets for taking profit during the squeeze.

![Sleek, futuristic metallic components showcase a dark, reflective dome encircled by a textured ring, representing a Volatility Surface for Digital Asset Derivatives. This Prime RFQ architecture enables High-Fidelity Execution and Private Quotation via RFQ Protocols for Block Trade liquidity](https://options.greeks.live/wp-content/uploads/2025/07/advanced-institutional-digital-asset-derivatives-platform-architecture-for-high-fidelity-rfq-protocol-execution-and-price-discovery.jpg)

![A dark blue sphere, representing a deep liquidity pool for digital asset derivatives, opens via a translucent teal RFQ protocol. This unveils a principal's operational framework, detailing algorithmic trading for high-fidelity execution and atomic settlement, optimizing market microstructure](https://options.greeks.live/wp-content/uploads/2025/07/rfq-block-trade-liquidity-microstructure-execution-prime-os-derivatives-capital.jpg)

## Mastering the Broader Market Topography

True mastery of this market phenomenon extends beyond simply identifying and participating in a single squeeze. It involves integrating this knowledge into a broader understanding of market structure and portfolio strategy. An options-driven squeeze is an acute example of how derivatives can exert a powerful influence on their underlying assets.

Recognizing these dynamics allows an investor to see the market in three dimensions, appreciating the interconnectedness of cash and derivatives markets. This deeper perception is where a sustainable professional edge is developed.

![An advanced digital asset derivatives system features a central liquidity pool aperture, integrated with a high-fidelity execution engine. This Prime RFQ architecture supports RFQ protocols, enabling block trade processing and price discovery](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-rfq-protocol-execution-system-architecture.jpg)

## Beyond Gamma the Influence of Vanna and Charm

The gamma effect is the primary engine of a squeeze, but other, more subtle forces also shape the event. Vanna is a second-order Greek that measures how an option’s delta changes in response to changes in implied volatility. As a squeeze gains momentum and attracts more attention, implied volatility often surges. For call options, rising IV increases the delta, forcing market makers to buy even more shares to maintain their hedge.

This [Vanna effect](https://prime.greeks.live/area/vanna-effect/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) can act as an accelerant, adding another layer of buying pressure to the feedback loop. Conversely, a collapse in volatility after a squeeze peaks can rapidly decrease the delta of calls, prompting market makers to sell their hedges and hastening the price decline.

Charm is another influential force, measuring the rate of delta decay as an option approaches its expiration date. For an in-the-money call, delta approaches 1.0 at expiration, while for an out-of-the-money call, it approaches zero. In the days leading up to a major options expiration, the [Charm effect](https://prime.greeks.live/area/charm-effect/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite) can cause rapid changes in market maker hedge positions.

Understanding this dynamic allows a trader to anticipate shifts in buying or selling pressure that are tied directly to the calendar, providing an additional layer of analytical depth. These more nuanced factors transform the analysis from a simple trigger-response model into a sophisticated reading of market pressures.

![A precisely engineered system features layered grey and beige plates, representing distinct liquidity pools or market segments, connected by a central dark blue RFQ protocol hub. Transparent teal bars, symbolizing multi-leg options spreads or algorithmic trading pathways, intersect through this core, facilitating price discovery and high-fidelity execution of digital asset derivatives via an institutional-grade Prime RFQ](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-protocol-engine-facilitating-high-fidelity-multi-leg-options-spread-execution-best-price-discovery-and-latent-liquidity-access-for-prime-brokerage.jpg)

## Strategic Integration and Risk Management

The ability to identify options-driven squeezes is a powerful tool, yet its true value is realized when it is integrated into a comprehensive risk management framework. These events are characterized by extreme volatility, which, while offering significant upside, also presents substantial risk. A professional approach involves using the squeeze thesis to inform position sizing, hedging strategies, and portfolio allocation.

For instance, an investor might use the indicators of a building squeeze to decide when to take a direct position in the stock or options. They might also use this information to hedge other positions in their portfolio that could be affected by the sudden surge in volatility.

Furthermore, this knowledge can be applied in reverse. By identifying stocks where options activity is creating artificially inflated prices and stretched valuations, a sophisticated investor can spot opportunities to establish short positions or purchase protective puts after the squeeze has peaked. This represents a move from being a participant in the trend to becoming a strategist who capitalizes on the entire lifecycle of the volatility event. The ultimate goal is to use this specialized knowledge to build a more robust and adaptive investment methodology, one that actively uses market structure dynamics to generate returns and manage risk with greater precision.

![Abstract geometric forms in muted beige, grey, and teal represent the intricate market microstructure of institutional digital asset derivatives. Sharp angles and depth symbolize high-fidelity execution and price discovery within RFQ protocols, highlighting capital efficiency and real-time risk management for multi-leg spreads on a Prime RFQ platform](https://options.greeks.live/wp-content/uploads/2025/07/prime-os-optimized-rfq-execution-for-digital-asset-derivatives.jpg)

## The Discipline of Seeing Differently

The market constantly communicates its intentions through the language of price, volume, and volatility. Learning to identify the intricate mechanics of an options-driven squeeze is more than acquiring a new trading setup; it is about achieving a new level of fluency in this language. It is the transition from observing market behavior to understanding the forces that engineer it.

This perspective provides a durable intellectual framework, allowing you to interpret market events with clarity and act with conviction. The path forward is one of continuous refinement, where each market cycle deepens your perception and sharpens your strategic edge.

![Sleek, angled structures intersect, reflecting a central convergence. Intersecting light planes illustrate RFQ Protocol pathways for Price Discovery and High-Fidelity Execution in Market Microstructure](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-price-discovery-microstructure.jpg)

## Glossary

<a href="https://prime.greeks.live/question/how-do-clearing-members-prioritize-clients-during-a-liquidity-squeeze/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![An abstract digital interface features a dark circular screen with two luminous dots, one teal and one grey, symbolizing active and pending private quotation statuses within an RFQ protocol. Below, sharp parallel lines in black, beige, and grey delineate distinct liquidity pools and execution pathways for multi-leg spread strategies, reflecting market microstructure and high-fidelity execution for institutional grade digital asset derivatives](https://options.greeks.live/wp-content/uploads/2025/08/institutional-digital-asset-derivatives-rfq-protocol-displaying-multi-leg-execution-status-and-optimal-liquidity-pathways.jpg)

## Options-Driven Squeeze

A clearing member prioritizes clients in a liquidity squeeze by executing a pre-defined protocol that favors its own survival and CCP obligations. </a><a href="https://prime.greeks.live/area/market-makers/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![Sleek, layered surfaces represent an institutional grade Crypto Derivatives OS enabling high-fidelity execution. Circular elements symbolize price discovery via RFQ private quotation protocols, facilitating atomic settlement for multi-leg spread strategies in digital asset derivatives](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-trading-system-core.jpg)

## Market Makers

Meaning ▴ Market Makers are financial entities that provide liquidity to a market by continuously quoting both a bid price (to buy) and an ask price (to sell) for a given financial instrument. </a><a href="https://prime.greeks.live/question/what-are-the-differences-between-hedging-with-futures-versus-the-underlying-stock/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![Sleek metallic system component with intersecting translucent fins, symbolizing multi-leg spread execution for institutional grade digital asset derivatives. It enables high-fidelity execution and price discovery via RFQ protocols, optimizing market microstructure and gamma exposure for capital efficiency](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-trading-system-rfq-protocols.jpg)

## Underlying Stock

Hedging with futures offers capital efficiency and lower costs at the expense of basis risk, while hedging with the underlying stock provides a perfect hedge with higher capital requirements. </a><a href="https://prime.greeks.live/area/call-options/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![An abstract, precisely engineered construct of interlocking grey and cream panels, featuring a teal display and control. This represents an institutional-grade Crypto Derivatives OS for RFQ protocols, enabling high-fidelity execution, liquidity aggregation, and market microstructure optimization within a Principal's operational framework for digital asset derivatives](https://options.greeks.live/wp-content/uploads/2025/08/integrated-principal-trading-system-modules-for-institutional-digital-asset-derivatives-rfq-execution-and-optimized-market-microstructure.jpg)

## Call Options

Meaning ▴ A Call Option represents a derivative contract granting the holder the right, but not the obligation, to purchase a specified underlying asset at a predetermined strike price on or before a defined expiration date. </a><a href="https://prime.greeks.live/guide/strike-price-selection-a-masterclass-in-balancing-cost-and-protection/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![Translucent spheres, embodying institutional counterparties, reveal complex internal algorithmic logic. Sharp lines signify high-fidelity execution and RFQ protocols, connecting these liquidity pools](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-protocols-optimal-execution-engine.jpg)

## Strike Price

Master strike price selection to balance cost and protection, turning market opinion into a professional-grade trading edge. </a><a href="https://prime.greeks.live/question/in-what-scenarios-does-tying-compensation-to-operational-metrics-outperform-stock-price-alignment/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![A central, dynamic, multi-bladed mechanism visualizes Algorithmic Trading engines and Price Discovery for Digital Asset Derivatives. Flanked by sleek forms signifying Latent Liquidity and Capital Efficiency, it illustrates High-Fidelity Execution via RFQ Protocols within an Institutional Grade framework, minimizing Slippage](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-market-microstructure-rfq-protocol-optimization.jpg)

## Stock Price

Tying compensation to operational metrics outperforms stock price when the market signal is disconnected from controllable, long-term value creation. </a><a href="https://prime.greeks.live/question/how-do-exchanges-define-stressed-market-conditions-for-market-makers/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![A precision execution pathway with an intelligence layer for price discovery, processing market microstructure data. A reflective block trade sphere signifies private quotation within a dark pool](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-engine-precision-execution.jpg)

## Forces Market Makers

Exchanges define stressed market conditions as a codified, trigger-based state that relaxes liquidity obligations to ensure market continuity. </a><a href="https://prime.greeks.live/area/gamma-squeeze/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![A central metallic bar, representing an RFQ block trade, pivots through translucent geometric planes symbolizing dynamic liquidity pools and multi-leg spread strategies. This illustrates a Principal's operational framework for high-fidelity execution and atomic settlement within a sophisticated Crypto Derivatives OS, optimizing private quotation workflows](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-protocol-execution-facilitating-high-fidelity-price-discovery-and-optimal-capital-efficiency-within-advanced-market-microstructure.jpg)

## Gamma Squeeze

Meaning ▴ A Gamma Squeeze describes a market dynamic where rapid price movement in an underlying asset triggers a systemic feedback loop, compelling options market makers to adjust their delta hedges, thereby exacerbating the original price trajectory. </a><a href="https://prime.greeks.live/area/options-chain/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![Two intertwined, reflective, metallic structures with translucent teal elements at their core, converging on a central nexus against a dark background. This represents a sophisticated RFQ protocol facilitating price discovery within digital asset derivatives markets, denoting high-fidelity execution and institutional-grade systems optimizing capital efficiency via latent liquidity and smart order routing across dark pools](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-rfq-execution-system-architecture.jpg)

## Options Chain

Meaning ▴ The Options Chain is a structured, real-time data construct presenting all available option contracts for a specific underlying asset, organized meticulously by expiration date and strike price, detailing bid/ask quotes, trading volume, and open interest for both call and put options within a single, coherent data set. </a><a href="https://prime.greeks.live/area/short-interest/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![A sleek, conical precision instrument, with a vibrant mint-green tip and a robust grey base, represents the cutting-edge of institutional digital asset derivatives trading. Its sharp point signifies price discovery and best execution within complex market microstructure, powered by RFQ protocols for dark liquidity access and capital efficiency in atomic settlement](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-protocol-execution-microstructure-price-discovery-optimization-prime-os-intelligence-layer.jpg)

## Short Interest

Meaning ▴ Short Interest represents the total quantity of shares of a specific security that have been sold short by market participants but have not yet been covered or closed out. </a><a href="https://prime.greeks.live/area/market-maker-hedging/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![Abstract geometric forms, including overlapping planes and central spherical nodes, visually represent a sophisticated institutional digital asset derivatives trading ecosystem. It depicts complex multi-leg spread execution, dynamic RFQ protocol liquidity aggregation, and high-fidelity algorithmic trading within a Prime RFQ framework, ensuring optimal price discovery and capital efficiency](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-protocol-liquidity-aggregation-market-microstructure-high-fidelity-execution-alpha-generation-prime-os-capital-efficiency.jpg)

## Market Maker Hedging

Meaning ▴ Market Maker Hedging constitutes the systematic execution of offsetting trades by a market maker to neutralize or significantly reduce the directional price risk inherent in their inventory positions. </a><a href="https://prime.greeks.live/area/out-of-the-money-calls/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![Interconnected, sharp-edged geometric prisms on a dark surface reflect complex light. This embodies the intricate market microstructure of institutional digital asset derivatives, illustrating RFQ protocol aggregation for block trade execution, price discovery, and high-fidelity execution within a Principal's operational framework enabling optimal liquidity](https://options.greeks.live/wp-content/uploads/2025/07/precision-geometric-prisms-reflecting-institutional-digital-asset-derivatives-rfq-price-discovery-and-optimized-execution-market-microstructure.jpg)

## Out-Of-The-Money Calls

Meaning ▴ An Out-Of-The-Money Call option defines a derivative contract with a strike price exceeding the current market price of the underlying asset. </a><a href="https://prime.greeks.live/area/open-interest/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![A sleek Prime RFQ interface features a luminous teal display, signifying real-time RFQ Protocol data and dynamic Price Discovery within Market Microstructure. A detached sphere represents an optimized Block Trade, illustrating High-Fidelity Execution and Liquidity Aggregation for Institutional Digital Asset Derivatives](https://options.greeks.live/wp-content/uploads/2025/08/advanced-rfq-protocol-engine-for-institutional-digital-asset-derivatives.jpg)

## Open Interest

Meaning ▴ Open Interest quantifies the total number of outstanding or unclosed derivative contracts, such as futures or options, existing in the market at a specific point in time. </a><a href="https://prime.greeks.live/question/what-are-the-primary-differences-between-the-double-volume-cap-and-the-new-single-volume-cap/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![Precision interlocking components with exposed mechanisms symbolize an institutional-grade platform. This embodies a robust RFQ protocol for high-fidelity execution of multi-leg options strategies, driving efficient price discovery and atomic settlement](https://options.greeks.live/wp-content/uploads/2025/07/precision-institutional-digital-asset-derivatives-execution-platform.jpg)

## Option Volume

The Single Volume Cap streamlines MiFID II's dual-threshold system into a unified 7% EU-wide limit, simplifying dark pool access. </a><a href="https://prime.greeks.live/question/what-are-the-legal-and-compliance-implications-of-systematically-identifying-a-counterparty-as-a-source-of-information-leakage/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![Precisely bisected, layered spheres symbolize a Principal's RFQ operational framework. They reveal institutional market microstructure, deep liquidity pools, and multi-leg spread complexity, enabling high-fidelity execution and atomic settlement for digital asset derivatives via an advanced Prime RFQ](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-execution-microstructure-core.jpg)

## Identifying Stocks Where

Systematically identifying a counterparty as a source of information leakage is a critical risk management function. </a><a href="https://prime.greeks.live/area/market-maker/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![A precision-engineered, multi-layered system visually representing institutional digital asset derivatives trading. Its interlocking components symbolize robust market microstructure, RFQ protocol integration, and high-fidelity execution](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-protocols-high-fidelity-execution-4.jpg)

## Market Maker

Meaning ▴ A Market Maker is an entity, typically a financial institution or specialized trading firm, that provides liquidity to financial markets by simultaneously quoting both bid and ask prices for a specific asset. </a><a href="https://prime.greeks.live/area/call-option/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![A precision-engineered teal metallic mechanism, featuring springs and rods, connects to a light U-shaped interface. This represents a core RFQ protocol component enabling automated price discovery and high-fidelity execution](https://options.greeks.live/wp-content/uploads/2025/07/rfq-execution-engine-component-for-institutional-digital-asset-derivatives.jpg)

## Call Option

Meaning ▴ A Call Option represents a standardized derivative contract granting the holder the right, but critically, not the obligation, to purchase a specified quantity of an underlying digital asset at a predetermined strike price on or before a designated expiration date. </a><a href="https://prime.greeks.live/area/implied-volatility/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![Precision-engineered modular components display a central control, data input panel, and numerical values on cylindrical elements. This signifies an institutional Prime RFQ for digital asset derivatives, enabling RFQ protocol aggregation, high-fidelity execution, algorithmic price discovery, and volatility surface calibration for portfolio margin](https://options.greeks.live/wp-content/uploads/2025/07/firm-fx-options-rfq-trade-system-key-microstructure-data-flow-core-engine.jpg)

## Implied Volatility

Meaning ▴ Implied Volatility quantifies the market's forward expectation of an asset's future price volatility, derived from current options prices. </a><a href="https://prime.greeks.live/area/vanna-effect/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![A sleek, illuminated object, symbolizing an advanced RFQ protocol or Execution Management System, precisely intersects two broad surfaces representing liquidity pools within market microstructure. Its glowing line indicates high-fidelity execution and atomic settlement of digital asset derivatives, ensuring best execution and capital efficiency](https://options.greeks.live/wp-content/uploads/2025/07/principals-rfq-protocol-high-fidelity-execution-digital-asset-derivatives-market-microstructure-price-discovery-alpha-generation.jpg)

## Vanna Effect

Meaning ▴ The Vanna Effect describes the sensitivity of an option's delta to changes in implied volatility. </a><a href="https://prime.greeks.live/area/charm-effect/?utm_source=options.greeks.live&utm_medium=referral&utm_campaign=satellite" class="glossary-item-box">
![Dark, reflective planes intersect, outlined by a luminous bar with three apertures. This visualizes RFQ protocols for institutional liquidity aggregation and high-fidelity execution](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-protocol-execution-dynamics.jpg)

## Charm Effect

Meaning ▴ The Charm Effect defines a transient, localized price dislocation within an order book, typically observed when a series of smaller, strategic orders precede or follow a larger, principal order. </a>

**Tags:** [Market Maker Hedging](https://options.greeks.live/area/market-maker-hedging/), [Options Chain](https://options.greeks.live/area/options-chain/), [Charm Effect](https://options.greeks.live/area/charm-effect/), [Implied Volatility](https://options.greeks.live/area/implied-volatility/), [Vanna Effect](https://options.greeks.live/area/vanna-effect/), [Stock Consolidation](https://options.greeks.live/area/stock-consolidation/)	

## Discover More

- 
### [Pinpoint High-Probability Zones Using Options Open Interest Data](https://options.greeks.live/guide/pinpoint-high-probability-zones-using-options-open-interest-data/)
![Abstract dark reflective planes and white structural forms are illuminated by glowing blue conduits and circular elements. This visualizes an institutional digital asset derivatives RFQ protocol, enabling atomic settlement, optimal price discovery, and capital efficiency via advanced market microstructure.](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-protocols-optimized-for-high-fidelity-execution-1.jpg)

Decode the market's blueprint. Use options open interest to pinpoint high-conviction zones and trade with a structural edge.

- 
### [Mastering Bitcoin Options Spreads with Atomic RFQ Execution](https://options.greeks.live/guide/mastering-bitcoin-options-spreads-with-atomic-rfq-execution/)
![A precise, metallic central mechanism with radiating blades on a dark background represents an Institutional Grade Crypto Derivatives OS. It signifies high-fidelity execution for multi-leg spreads via RFQ protocols, optimizing market microstructure for price discovery and capital efficiency. This intelligence layer supports algorithmic trading.](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-execution-system-microstructure-hub.jpg)

Master Bitcoin options spreads with the certainty of atomic RFQ execution, eliminating slippage and commanding institutional liquidity.

- 
### [Why Market Maker Hedging Creates Your Next Big Trade](https://options.greeks.live/guide/why-market-maker-hedging-creates-your-next-big-trade/)
![A gleaming, translucent sphere with intricate internal mechanisms, flanked by precision metallic probes, symbolizes a sophisticated Principal's RFQ engine. This represents the atomic settlement of multi-leg spread strategies, enabling high-fidelity execution and robust price discovery within institutional digital asset derivatives markets, minimizing latency and slippage for optimal alpha generation and capital efficiency.](https://options.greeks.live/wp-content/uploads/2025/07/inst-digital-asset-deriv-rfq-os-for-optimal-high-fidelity-trade-exec.jpg)

Read the powerful, predictable hedging flows of market makers to anticipate and capitalize on the market's next major move.

- 
### [How Do Market Makers Manage Their Risk When Filling a Large ETH Options Block?](https://options.greeks.live/question/how-do-market-makers-manage-their-risk-when-filling-a-large-eth-options-block/)
![Polished, intersecting geometric blades converge around a central metallic hub. This abstract visual represents an institutional RFQ protocol engine, enabling high-fidelity execution of digital asset derivatives. It embodies precise market microstructure, liquidity aggregation, price discovery, and multi-leg spread strategies, optimizing capital efficiency and atomic settlement.](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-protocols-high-fidelity-execution-market-microstructure.jpg)

Market makers manage large ETH options block risk by instantly neutralizing multi-dimensional Greek exposures through a sophisticated, automated hedging architecture.

- 
### [The Professional’s Method for Covered Call Stock Selection](https://options.greeks.live/guide/the-professionals-method-for-covered-call-stock-selection/)
![A sophisticated mechanism features a segmented disc, indicating dynamic market microstructure and liquidity pool partitioning. This system visually represents an RFQ protocol's price discovery process, crucial for high-fidelity execution of institutional digital asset derivatives and managing counterparty risk within a Prime RFQ.](https://options.greeks.live/wp-content/uploads/2025/07/advanced-digital-asset-derivatives-rfq-liquidity-aggregation-system.jpg)

Mastering covered calls means engineering yield through a systematic, data-driven selection process for superior outcomes.

- 
### [Case Study: The Anatomy of a Successful Gamma Squeeze Trade](https://options.greeks.live/guide/case-study-the-anatomy-of-a-successful-gamma-squeeze-trade/)
![A multifaceted, luminous abstract structure against a dark void, symbolizing institutional digital asset derivatives market microstructure. Its sharp, reflective surfaces embody high-fidelity execution, RFQ protocol efficiency, and precise price discovery. This visual metaphor represents atomic settlement, capital efficiency, and robust counterparty risk management.](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-trading-protocol-architecture-optimizing-high-fidelity-rfq-execution-and-latent-liquidity-discovery.jpg)

A case study in leveraging market structure for asymmetric returns by trading the gamma squeeze.

- 
### [A Trader’s Guide to Defined Risk and Reward with Vertical Spreads](https://options.greeks.live/guide/a-traders-guide-to-defined-risk-and-reward-with-vertical-spreads/)
![A luminous, miniature Earth sphere rests precariously on textured, dark electronic infrastructure with subtle moisture. This visualizes institutional digital asset derivatives trading, highlighting high-fidelity execution within a Prime RFQ. It represents the delicate balance of price discovery and latency in an RFQ protocol, managing counterparty risk across global market microstructure.](https://options.greeks.live/wp-content/uploads/2025/07/global-digital-asset-derivatives-rfq-protocol-execution-engine-underpinning-institutional-market-microstructure-with-precision.jpg)

Mastering vertical spreads is about engineering defined outcomes in a world of infinite variables.

- 
### [The Insider Guide to Executing Crypto Options like a Professional](https://options.greeks.live/guide/the-insider-guide-to-executing-crypto-options-like-a-professional/)
![An abstract composition of intersecting light planes and translucent optical elements illustrates the precision of institutional digital asset derivatives trading. It visualizes RFQ protocol dynamics, market microstructure, and the intelligence layer within a Principal OS for optimal capital efficiency, atomic settlement, and high-fidelity execution.](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-protocols-high-fidelity-execution-framework.jpg)

Mastering crypto options begins with mastering your execution. The professional's edge is found in the private RFQ auction.

- 
### [Using Gamma Exposure to Target High-Probability Squeeze Candidates](https://options.greeks.live/guide/using-gamma-exposure-to-target-high-probability-squeeze-candidates/)
![A centralized platform visualizes dynamic RFQ protocols and aggregated inquiry for institutional digital asset derivatives. The sharp, rotating elements represent multi-leg spread execution and high-fidelity execution within market microstructure, optimizing price discovery and capital efficiency for block trade settlement.](https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-rfq-engine-for-high-fidelity-execution-1.jpg)

Harness the market's hidden mechanics by using institutional risk management to target explosive, gamma-driven price moves.

---

## Raw Schema Data

```json
{
    "@context": "https://schema.org",
    "@type": "BreadcrumbList",
    "itemListElement": [
        {
            "@type": "ListItem",
            "position": 1,
            "name": "Home",
            "item": "https://options.greeks.live"
        },
        {
            "@type": "ListItem",
            "position": 2,
            "name": "Guide",
            "item": "https://options.greeks.live/guide/"
        },
        {
            "@type": "ListItem",
            "position": 3,
            "name": "The Professional Method for Identifying Options-Driven Squeezes",
            "item": "https://options.greeks.live/guide/the-professional-method-for-identifying-options-driven-squeezes/"
        }
    ]
}
```

```json
{
    "@context": "https://schema.org",
    "@type": "Organization",
    "@id": "https://greeks.live/#organization",
    "name": "Greeks.Live",
    "url": "https://greeks.live/",
    "description": "Greeks.live is the definitive toolkit for the professional options trader, dedicated to empowering our users with institutional-grade data, advanced analytics, and a comprehensive suite of trading tools designed to provide a decisive edge in the market. Every article and guide published under the Greeks.live name is a product of our deep commitment to data-driven analysis and our mission to support the global trading community.",
    "email": "support@greeks.live",
    "logo": {
        "@type": "ImageObject",
        "url": "https://options.greeks.live/wp-content/uploads/2025/07/Greeks.Live-Logo-Icon.svg"
    },
    "hasPart": [
        {
            "@type": "WebSite",
            "name": "About Us",
            "url": "https://about.greeks.live"
        },
        {
            "@type": "WebSite",
            "name": "App Download Page",
            "url": "https://about.greeks.live/#/download/basic_trade"
        },
        {
            "@type": "WebSite",
            "name": "Newcomers' Guide",
            "url": "https://twisty-sign-c8b.notion.site/Guide-for-Greeks-live-X-Deribit-Newbies-5a08a3052822427d800af6eaf3704c8d"
        },
        {
            "@type": "WebSite",
            "name": "Knowledge Base",
            "url": "https://linktr.ee/greeks.live"
        },
        {
            "@type": "WebSite",
            "name": "Option Terminology",
            "url": "https://greekslive.notion.site/88dfc00e7c584d4d8969b6302a79a12f?pvs=4"
        },
        {
            "@type": "WebSite",
            "name": "Terms of Service",
            "url": "https://greeks.live/#/tos"
        },
        {
            "@type": "WebSite",
            "name": "Disclaimer",
            "url": "https://greeks.live/#/disclaimer"
        }
    ],
    "sameAs": [
        "https://x.com/greekslive",
        "https://youtube.com/@greeks_live?si=-KjT0Lkw4WUCI0tD",
        "https://t.me/greekslive_notifications",
        "https://t.me/greekslive",
        "https://pinterest.com/greekslive/"
    ],
    "makesOffer": [
        {
            "@type": "Offer",
            "itemOffered": {
                "@type": "Service",
                "name": "RFQ Platform",
                "url": "https://rfq.greeks.live",
                "description": "Execute institutional-grade block trades for crypto options and futures. This platform provides deep, over-the-counter (OTC) liquidity via a professional Request for Quote system.",
                "provider": {
                    "@id": "https://greeks.live/#organization"
                }
            }
        },
        {
            "@type": "Offer",
            "itemOffered": {
                "@type": "Service",
                "name": "Lending Tools",
                "url": "https://lend.greeks.live",
                "description": "Manage crypto lending and borrowing activities to earn yield or secure loans. This suite of tools helps users analyze interest rates and manage collateralized debt positions.",
                "provider": {
                    "@id": "https://greeks.live/#organization"
                }
            }
        },
        {
            "@type": "Offer",
            "itemOffered": {
                "@type": "Service",
                "name": "Data Lab",
                "url": "https://greeks.live/#/deribit/tools/datalab/BTC",
                "description": "Analyze historical and real-time options data with advanced metrics. This tool is designed for backtesting strategies and identifying market trends through comprehensive data visualization.",
                "provider": {
                    "@id": "https://greeks.live/#organization"
                }
            }
        },
        {
            "@type": "Offer",
            "itemOffered": {
                "@type": "Service",
                "name": "Profit & Loss Analysis (PnL)",
                "url": "https://greeks.live/#/deribit/tools/pnl_analysis",
                "description": "Track and analyze the Profit and Loss (PnL) of your options portfolio. This tool provides detailed performance metrics to help traders evaluate and refine their strategies.",
                "provider": {
                    "@id": "https://greeks.live/#organization"
                }
            }
        },
        {
            "@type": "Offer",
            "itemOffered": {
                "@type": "Service",
                "name": "Position Visualization",
                "url": "https://greeks.live/#/deribit/tools/pv/BTC",
                "description": "Visualize complex options positions and their corresponding risk profiles. This tool generates payoff diagrams to help traders intuitively understand potential profit, loss, and exposure.",
                "provider": {
                    "@id": "https://greeks.live/#organization"
                }
            }
        },
        {
            "@type": "Offer",
            "itemOffered": {
                "@type": "Service",
                "name": "Options Calculator",
                "url": "https://greeks.live/#/deribit/tools/calculator",
                "description": "Calculate the theoretical price and risk parameters ('the Greeks') of crypto options. An essential tool for pricing new trades and analyzing the sensitivity of existing positions.",
                "provider": {
                    "@id": "https://greeks.live/#organization"
                }
            }
        },
        {
            "@type": "Offer",
            "itemOffered": {
                "@type": "Service",
                "name": "Greeks.live Main Platform",
                "url": "https://greeks.live/",
                "description": "The central hub for the Greeks.live suite of professional cryptocurrency options and derivatives trading tools. Access analytics, manage positions, and explore the ecosystem.",
                "provider": {
                    "@id": "https://greeks.live/#organization"
                }
            }
        },
        {
            "@type": "Offer",
            "itemOffered": {
                "@type": "Service",
                "name": "Community Forum",
                "url": "https://t.greeks.live",
                "description": "Join the official Greeks.live community. Connect with other traders, share insights, and receive the latest updates directly from the team.",
                "provider": {
                    "@id": "https://greeks.live/#organization"
                }
            }
        },
        {
            "@type": "Offer",
            "itemOffered": {
                "@type": "Service",
                "name": "Greeks.live for Deribit",
                "url": "http://deribit.greeks.live",
                "description": "A dedicated interface for trading on the Deribit exchange. This platform leverages Greeks.live's advanced analytics and tools specifically for users of Deribit's options and futures markets.",
                "provider": {
                    "@id": "https://greeks.live/#organization"
                }
            }
        },
        {
            "@type": "Offer",
            "itemOffered": {
                "@type": "Service",
                "name": "Greeks.live for OKX",
                "url": "http://okx.greeks.live",
                "description": "A dedicated interface for trading on the OKX exchange. This platform integrates Greeks.live's powerful analytics with the OKX marketplace, focusing on its options and derivatives products.",
                "provider": {
                    "@id": "https://greeks.live/#organization"
                }
            }
        },
        {
            "@type": "Offer",
            "itemOffered": {
                "@type": "Service",
                "name": "GLVS.AI Trading Platform",
                "url": "https://www.glvs.ai/",
                "description": "An AI-powered platform for automated crypto options trading. Leverage advanced algorithms and data-driven signals to develop and deploy sophisticated, hands-free trading strategies.",
                "provider": {
                    "@id": "https://greeks.live/#organization"
                }
            }
        },
        {
            "@type": "Offer",
            "itemOffered": {
                "@type": "Service",
                "name": "API Testnet & Sandbox",
                "url": "https://test.greeks.live",
                "description": "A dedicated testnet environment for developers to test their API integrations and automated trading strategies. This sandbox allows for full functionality testing without risking real funds.",
                "provider": {
                    "@id": "https://greeks.live/#organization"
                }
            }
        }
    ],
    "subOrganization": [
        {
            "@type": "Organization",
            "name": "GreeksLive HK Co., Limited",
            "email": "support@greeks.live",
            "telephone": "+852-56418949",
            "address": {
                "@type": "PostalAddress",
                "streetAddress": "Unit 11, 27/F, K. Wah Centre, 191 Java Road",
                "addressLocality": "Hong Kong",
                "addressRegion": "North Point",
                "addressCountry": "CN",
                "postalCode": "0000"
            },
            "geo": {
                "@type": "GeoCoordinates",
                "latitude": "22.2932357",
                "longitude": "114.2022026"
            },
            "image": "https://options.greeks.live/wp-content/uploads/2025/08/Wah-Centre-Hong-Kong.jpg"
        }
    ]
}
```

```json
{
    "@context": "https://schema.org",
    "@type": "Article",
    "mainEntityOfPage": {
        "@type": "WebPage",
        "@id": "https://options.greeks.live/guide/the-professional-method-for-identifying-options-driven-squeezes/"
    },
    "headline": "The Professional Method for Identifying Options-Driven Squeezes \u25b4 Guide",
    "description": "Master the mechanics of market pressure to anticipate and trade explosive, options-driven price movements. \u25b4 Guide",
    "url": "https://options.greeks.live/guide/the-professional-method-for-identifying-options-driven-squeezes/",
    "datePublished": "2025-08-04T21:26:43+00:00",
    "dateModified": "2025-08-04T21:26:43+00:00",
    "articleSection": [
        "Guide"
    ],
    "author": {
        "@id": "https://greeks.live/#organization"
    },
    "publisher": {
        "@id": "https://greeks.live/#organization"
    },
    "image": {
        "@type": "ImageObject",
        "url": "https://options.greeks.live/wp-content/uploads/2025/07/institutional-digital-asset-derivatives-trading-system-rfq-protocols.jpg",
        "caption": "A highly engineered system component, suggestive of an Execution Management System EMS, embodies the intricate mechanics of institutional grade digital asset derivatives trading. Its intersecting translucent fins symbolize dynamic multi-leg spread execution and sophisticated price discovery through advanced RFQ protocols. This Prime RFQ architecture ensures high-fidelity execution, optimizing market microstructure for capital efficiency. It facilitates precise portfolio margin for Bitcoin Options and Ethereum Futures, embodying robust algorithmic trading and mitigating counterparty risk."
    },
    "keywords": [
        "Call Option",
        "Call Options",
        "Charm Effect",
        "Delta Hedging",
        "Gamma Squeeze",
        "Implied Volatility",
        "Low Float Stocks",
        "Market Maker",
        "Market Maker Hedging",
        "Market Makers",
        "Open Interest",
        "Options Chain",
        "Options Chain Analysis",
        "Out-Of-The-Money Calls",
        "Put-Call Ratio",
        "Short Interest",
        "Stock Consolidation",
        "Vanna Effect"
    ]
}
```

```json
{
    "@context": "https://schema.org",
    "@type": "WebSite",
    "url": "https://options.greeks.live/",
    "potentialAction": {
        "@type": "SearchAction",
        "target": "https://options.greeks.live/?s=search_term_string",
        "query-input": "required name=search_term_string"
    }
}
```


---

**Original URL:** https://options.greeks.live/guide/the-professional-method-for-identifying-options-driven-squeezes/
