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FirmTape - SPX, ES, NQ, RTY gamma levels, 100+ symbols

by com.firmtape
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Gamma for another symbol, ES, NQ or RTY

get_symbol_gamma
Read-onlyIdempotent

The latest dealer gamma picture for a symbol OTHER than the SPX archive: index, ETF and stock option chains (for example QQQ, SPY, IWM, NDX, RUT, NVDA, TSLA, GLD, TLT), and the E-mini futures ES, NQ and RTY (MES, MNQ, M2K): ES/NQ/RTY are the SPX/NDX/RUT books moved by the day's basis (future minus index, from put-call parity on the index options; no CME data). Returns spot, the zero-gamma flip, call and put walls and net gamma for the VOLUME book and the OPEN_INTEREST book, the heaviest strikes, a per-expiry table and a trust grade. Use when: the question is about a ticker's gamma exposure, flip or walls right now or at the last close, including ES, NQ or RTY gamma levels. Not for: SPX or ES history or a past date (get_session, get_levels, get_gex_profile, which take symbol ES for past days); anything inside a past session. Limits: latest snapshot only (rebuilt every few minutes in session hours); calls count as dealer-long and puts as dealer-short, which is a convention, not a measurement, and on single stocks it is an approximation (see trust.grade: A and B are indices and ETFs, C and D single stocks). Units: US dollars of dealer delta per 1% move.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
symbolYesThe ticker, or ES / MES / NQ / MNQ / RTY / M2K (a dated code such as ESZ26 or RTYZ26 works too). Carried symbols are listed at https://firmtape.com/gex; an unknown ticker returns an error naming that page.
contractNoOptional dated contract for a future symbol. Default is the front contract; in the two weeks before a roll the next one is measured too.

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed5 schema fields changed
    • changedInput schema / properties / contract / examples
      Previous value: -[
-  "ESZ26",
-  "NQH27"
-]New value: +[
+  "ESZ26",
+  "NQH27",
+  "RTYZ26"
+]
    • changedInput schema / properties / contract / pattern
      Previous value: -"^M?(ES|NQ)[FGHJKMNQUVXZ]\\d{1,2}$"New value: +"^(M?ES|M?NQ|RTY|M2K)[FGHJKMNQUVXZ]\\d{1,2}$"
    • changedInput schema / properties / symbol / description
      Previous value: -"The ticker, or ES / MES / NQ / MNQ (a dated code such as ESZ26 works too). Carried symbols are listed at https://firmtape.com/gex; an unknown ticker returns an error naming that page."New value: +"The ticker, or ES / MES / NQ / MNQ / RTY / M2K (a dated code such as ESZ26 or RTYZ26 works too). Carried symbols are listed at https://firmtape.com/gex; an unknown ticker returns an error naming that page."
    • changedInput schema / properties / symbol / examples
      Previous value: -[
-  "QQQ",
-  "NVDA",
-  "ES",
-  "NQ"
-]New value: +[
+  "QQQ",
+  "NVDA",
+  "ES",
+  "NQ",
+  "RTY"
+]
    • changedInput schema / properties / symbol / pattern
      Previous value: -"^\\$?[A-Za-z]{1,5}(\\d{1,2})?$"New value: +"^\\$?([A-Za-z]{1,5}|[Mm]2[Kk][A-Za-z]?)(\\d{1,2})?$"
  2. Changed4 schema fields changed
    • addedInput schema / properties / contract
      Added value: +{
+  "description": "Optional dated contract for a future symbol. Default is the front contract; in the two weeks before a roll the next one is measured too.",
+  "examples": [
+    "ESZ26",
+    "NQH27"
+  ],
+  "pattern": "^M?(ES|NQ)[FGHJKMNQUVXZ]\\d{1,2}$",
+  "type": "string"
+}
    • changedInput schema / properties / symbol / description
      Previous value: -"The ticker. Carried symbols are listed at https://firmtape.com/gex; an unknown ticker returns an error naming that page."New value: +"The ticker, or ES / MES / NQ / MNQ (a dated code such as ESZ26 works too). Carried symbols are listed at https://firmtape.com/gex; an unknown ticker returns an error naming that page."
    • changedInput schema / properties / symbol / examples
      Previous value: -[
-  "QQQ",
-  "NVDA"
-]New value: +[
+  "QQQ",
+  "NVDA",
+  "ES",
+  "NQ"
+]
    • changedInput schema / properties / symbol / pattern
      Previous value: -"^[A-Za-z]{1,5}$"New value: +"^\\$?[A-Za-z]{1,5}(\\d{1,2})?$"
  3. Added

TDQS

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