The Future of Trading With MenthorQ

Options volume is at an all-time high, and for active futures traders, that shift creates a meaningful area of focus. Fabio Ruggeri, founder and CEO of MenthorQ, has spent years working to bring institutional-grade quantitative tools to retail traders, and his platform’s integration with NinjaTrader gives everyday traders access to data that was once reserved for large hedge funds.

 

Why options data matters for futures traders

 

Even if you don’t trade options, what happens in the options market can directly affect your futures positions. Ruggeri explained that option transactions are executed by market makers who need to offset their risk through delta hedging. Since those hedges are often placed through futures contracts, options activity can create significant price flow in markets like the E-mini S&P 500 (ES) and Nasdaq (NQ).

MenthorQ’s data suggests option volume has grown dramatically in recent years, reaching levels well above what traders saw before COVID. That volume translates directly into hedging activity, and those hedges are moving the underlying markets.

 

How gamma levels can improve trade planning

 

Gamma levels are price zones derived from the options market that reflect where market makers are likely to hedge most aggressively. MenthorQ builds these models by analyzing the full option chain across more than 1,400 assets, including 25-plus futures contracts.

The two primary levels traders may find most useful are core resistance and put support. Core resistance marks the strike with the highest net call gamma exposure, a zone where dealers are likely to sell as price approaches. Put support marks the strike with the highest net put gamma exposure, where dealers may defend price on the downside or, under heavy selling pressure, where a breakdown can develop. Both levels can serve as reaction zones and can also signal momentum when price breaks through with conviction. Secondary Jack levels (Jack 1 through Jack 10) offer additional intraday reference points ranked by gamma strength.

MenthorQ also calculates a one-day expected move, giving traders a forward-looking range for the session that can be useful for setting profit targets, defining stop-loss levels, or identifying potential reversal zones.

 

Gamma environments and risk

 

Understanding whether the market is in a positive or negative gamma environment can help traders calibrate risk. In a positive gamma environment, market makers tend to stabilize volatility; in a negative gamma environment, that dynamic reverses and volatility may expand sharply.

MenthorQ’s High Volatility Level (HVL) marks the transition zone between these two regimes. Ruggeri noted that futures traders can use this information to adjust position sizing. For example, scaling down from one NQ contract to several Micro NQ contracts when conditions shift to a high-volatility environment can be one way to manage exposure.

 

Quinn: from raw data to a daily road map

 

MenthorQ’s AI engine, Quinn, synthesizes gamma data, volatility models, news flow, and proprietary scoring into actionable research. Unlike general-purpose AI tools that can struggle with structured numerical data, Quinn is built specifically around MenthorQ’s models. Traders can use it to build a pre-market road map, screen for opportunities across assets, and compare historical option data without any coding experience.

The platform integrates directly with NinjaTrader, updating gamma levels automatically via API so key levels appear in real time on your charts.

 

Closing the gap between institutions and independent traders

 

MenthorQ’s core premise is that retail traders don’t underperform institutions because of effort; they underperform because they lack access to the right framework. Ruggeri and his team are working to close that gap, making option-derived data interpretable and actionable inside NinjaTrader for independent traders at every level.

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