calculate_proxy_gamma
Calculate weighted proxy gamma exposure for ETF components to estimate options-driven hedging flows.
Instructions
Calculate weighted proxy GEX for an ETF with explicit components.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"target_symbol": "<target_symbol>",
"components": "<components>"
},
"name": "calculate_proxy_gamma"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| components | Yes | ||
| expirations | No | ||
| target_symbol | Yes | ||
| dividend_yield | No | ||
| risk_free_rate | No | ||
| max_expirations | No | ||
| sign_convention | No | calls_positive_puts_negative |