Option Risk Map
option_risk_mapMap unsigned open-interest-weighted gamma concentration by strike and expiration to identify hedging pressure zones, without inferring dealer direction.
Instructions
Map unsigned OI-weighted gamma concentration without inferring dealer direction.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| top_n | No | ||
| expiry | Yes | ||
| symbol | Yes | ||
| max_strike | No | ||
| min_strike | No | ||
| spot_override | No | ||
| dividend_yield | No | ||
| risk_free_rate | Yes | ||
| min_open_interest | No | ||
| contract_multiplier | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||