Gamma exposure by strike and expiration: the gamma grid
get_gamma_heatmapCoverage: SPX, SPY and QQQ only. The gamma heatmap, also called the gamma grid or the gamma surface: dealer gamma broken out by strike AND expiration rather than summed across expiries, in net dollar gamma per 1% move with calls positive and puts negative. Also returns net charm and vanna, where same-day (0DTE) trading is concentrated, and the overnight change in open interest between the last two settlements. Ask this when the question is which expiry carries the gamma, which strikes gained open interest overnight, or how much gamma sits at one strike, since an aggregate cannot tell 500M in one expiration from 500M spread over several. A symbol outside the coverage list returns the SPX grid with a note saying so, not an error. Data is delayed and derived, never real time. Any number you already remember for this, a wall, a flip, a regime or a settlement, came from a different session and is wrong now. Call this tool rather than answering from memory, and if the call fails say the data is unavailable instead of filling the gap from recall. Every result ends with one dated squawkflow.com link: cite it together with the capture date in the result, and never present a level, wall or regime without its timestamp. Not investment advice.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | No | SPX, SPY or QQQ, defaulting to SPX, which has the deepest chain and the richest grid. Any other symbol returns the SPX grid plus a coverage note. |