Options Gamma Exposure
options_gammaCrypto options gamma exposure (Deribit, modeled): gross and dealer-signed GEX in USD per 1% move, by strike and expiry, gamma walls, modeled gamma flip levels, options-derived price levels (call/put OI walls, gamma concentrations, max pain, high-sensitivity zones) and a rule-based options regime (positive/negative modeled gamma, near flip, expiry concentration, elevated/compressed vol), with perp funding/OI/liquidations/order book as a separate evidence block. What-ifs: hedging=true adds theoretical dealer hedge ladders (spot ±0.5–5%, charm 1–24h and through the next expiry, vanna ±1/2/5 vol points); target_price / horizon_hours / iv_change reprice the same frozen contracts (GEX, dealer delta, hedge, flips and walls before vs after). Signed numbers depend on an explicit dealer-positioning scenario; modeled, not observed orders.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| expiry | No | What-if/hedging scope: only this expiry ("next", "2026-11-27" or "27NOV26"). Default all. | |
| hedging | No | Add theoretical dealer hedge ladders (price, charm, vanna). Implied by any what-if parameter. | |
| currency | Yes | Underlying symbol, e.g. "BTC". | |
| scenario | No | Assumed dealer positioning (public OI can't show it). Default calls_long_puts_short: dealers long calls, short puts. | |
| iv_change | No | What-if: absolute IV shift in vol points (e.g. -2). | |
| target_price | No | What-if: underlying price to reprice at. | |
| horizon_hours | No | What-if: hours to advance (0–2160). Contracts expiring in between drop out. | |
| price_change_pct | No | Extra custom spot move for the hedge ladder, percent (e.g. -3). |