Fourteen analytics ship in Kairos — Greeks, implied volatility, OHLCVC, option flow, stock flow, enriched trade, moneyness slice, gamma exposure, IV change, block trade, historical volatility, 52-week band, unusual volume, and VPIN. Every entry below maps to a `pub use` re-export in the Rust crate.
OutputStream<GreekTick>Per-contract Black-Scholes delta, gamma, vega, theta, rho, and implied volatility on every option NBBO update, solved via bisection on the contract mid and the cached per-symbol spot.
OutputStream<VolatilityTick>CBOE-methodology variance strip integral over a live option chain. One call site for every underlying — bit-exact CBOE VIX on SPX/SPXW, the same variance-strip integral on every other liquid symbol.
OutputStream<OhlcvcBar>Open / high / low / close / volume / condition bars on a configurable timeframe (1s through 1d). Condition tracking surfaces regular RTH, late, and extended-hours prints per bar.
OutputStream<OptionFlowTick>Per-bucket aggregated option buy / sell / mid volume + premium, side-classified through Lee-Ready, tick-rule, or quote-rule.
OutputStream<StockFlowTick>Per-bucket aggregated stock buy / sell / mid volume + dollar value with the same Lee-Ready side classification used by OptionFlow.
OutputStream<EnrichedTradeTick>32-column per-trade decoration: notional, premium, dollar Greeks, hedge quantity, market-side, NBBO flags, moneyness, GTH, and ISO day-of-week. Composes Greeks via a GreekProvider trait.
OutputStream<PerContractMoneynessSliceTick>Bins every admitted print into a 6-cell (ATM / OTM / ITM) x (Put / Call) stratum with delta-weighted buy / sell loads and a vega total per cell.
OutputStream<GexTick>Aggregate dealer gamma exposure at the underlying spot, decomposed by strike. Reads the OI flatfile at boot and emits the per-strike dollar-gamma contribution on every quote.
OutputStream<IvChangeTick>Per-contract change in implied volatility over a configurable emission cadence, tracking the IV reading from an upstream IvProvider.
OutputStream<BlockTradeTick>Threshold-based block-trade detector. Fires when an admitted option print exceeds the configured size or premium threshold (defaults 100 contracts or $25,000 premium).
OutputStream<HistoricalVolTick>Trailing-window realised volatility (20 / 30 / 60 / 120 trading-day) annualised by sqrt(252). Recomputed on session rollover from cached daily closes.
OutputStream<PriceBand52WTick>Rolling 252-trading-day high / low per symbol with `newhigh` / `newlow` flags fired by live trades crossing either extreme.
OutputStream<UnusualVolumeTick>Z-score-based unusual-volume detector over daily stock volume. Maintains a rolling N-day baseline and emits one tick per session rollover.
OutputStream<VpinTick>Volume-synchronised probability of informed trading. Equal-volume buckets classified via tick-rule or Bulk-Volume Classification with EWMA-smoothed dispersion.
OutputStream<PutCallRatioTick>Per-underlying put / call activity ratio with running volume + premium counts, per-side aggregation, and the signed-imbalance directional indicator. Aggregates across the chain on the engine side.
OutputStream<IvTermStructureTick>Per-underlying ATM implied-volatility ladder across forward expirations. Each tick carries one leg per registered expiration with the parity-anchored ATM IV, per-side call IV / put IV, picked ATM strike, and chain depth.
OutputStream<SweepDetectorTick>Inter-exchange same-side print-burst detector. Emits one cluster when N consecutive prints on the same aggressor side land across at least K distinct exchanges within a configurable T-ms window. Surfaces the per-venue breakdown alongside the cluster aggregate.
OutputStream<ImpliedSpotTick>Per-underlying implied spot from put-call parity at the strike of minimum |C_mid - P_mid|. Each tick carries the per-expiration leg ladder + parity-anchored consensus + cash-vs-implied basis.
OutputStream<MaxPainTick>Per-expiration max-pain strike — the listed strike minimising the total writer payout. Each tick carries one leg per expiration with the max-pain strike, total writer payout USD, per-side volume sums, and the strike count carrying volume.
OutputStream<IvSkewTick>Per-expiration 25-delta risk-reversal (rr25) + 25-delta butterfly (bf25) + put-wing skew slope ladder. Each leg also carries the ATM call strike / IV plus per-side 25-delta strikes / IVs.
OutputStream<AggressorSignTick>Per-print Lee-Ready+ aggressor classifier with confidence-tier reporting. Three tiers: at-quote (~70% of prints), post-quote-revision (~25%), and the tick-rule fallback.