market-gex
Analyze dealer gamma exposure for US equities and ETFs to identify pinning strikes, gamma flip levels, and volatility regime signals using free CBOE data.
Instructions
Dealer gamma exposure (GEX) analysis for any US equity or ETF — returns aggregate GEX, gamma flip level, key pinning strikes, and vol regime signal (positive GEX = pinning, negative = acceleration). Free CBOE delayed data, no API key. Standard SpotGamma-style calculation: calls subtract gamma, puts add gamma. Use with options-snapshot for full options context.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ticker | No | US equity or ETF ticker (e.g. SPY, QQQ, AAPL, NVDA). Case-insensitive. | |
| days_out | No | Include only options expiring within this many calendar days. Default: 45 (captures standard monthly + weekly expiries). | |
| top_n | No | Number of top positive and negative GEX strikes to return. Default: 10. |