overview
track positioning | trade imbalance
Welcome to the gexbot platform documentation. gexbot translates options market transactions into structural positioning profiles and trade imbalance metrics.
Options contracts exert non-linear leverage on financial markets. When options represent significant notional exposure, participant repositioning drives price action in the underlying asset. The underlying price also shifts option values, creating continuous feedback loops.
The platform organizes analytics across two modeling approaches:
- Classified Volume: State, Orderflow, and Quant classify transacted volume against theoretical valuation to track real-time positioning and trade imbalances.
- Naive Greek Exposure: Classic provides live streaming naive GEX ladders and major levels for core symbols. Research (gbR) provides an on-demand CLI and charting engine across any US optionable asset (not live streaming).
For the mathematical foundations of our Greek modeling and market microstructure framework, read the Metrics & Theory documentation.
Platform Packages Comparison
| Package | Accent Color | Data Model | Delivery Channels | Asset Coverage & Horizons | Primary Use Case |
|---|---|---|---|---|---|
| Classic | Green | Naive GEX (Standard Netting) | Web charts, REST API, desktop integrations | Core index & liquid tickers (0DTE, 1DTE, 90D) | Daily pivot levels, Zero Gamma boundary, structural support/resistance |
| State | Amber | Classified Volume | Web charts, REST API, desktop integrations | Core index & liquid tickers (0DTE, 1DTE, 90D) | Intraday positioning profiles, directional exposure (DEX), convexity regimes |
| Orderflow | Purple | Classified Volume | Web charts, REST API, desktop integrations | Core index & liquid tickers (Latest & Next / 0DTE & 1DTE) | Flow imbalance velocity, cumulative delta drift (Agg DEX), threshold filters |
| Quant | Cyan | Classified Volume | Low-latency WebSockets (Protobuf + zstd), REST API | Streaming universe & historical archives | Algorithmic execution, automated models, quantitative backtesting |
| Research (gbR) | Teal | Naive Greek Exposure | Web terminal, CLI, Discord bot, paid REST API | Any US optionable equity or ETF (Multi-timeframe) | Cross-asset screening, 3D volatility surfaces, term structure, Discord automation |
Subscriptions to Classic, State, and Orderflow include package-specific REST API access and official desktop platform integration compatibility. Research (gbR) offers an optional paid REST API for programmatic exports. You can also purchase one-off historical data extracts without a Quant subscription.
Market Hours & Update Schedule
The platform updates according to US trading sessions:
- 08:00 AM ET (gbR Premarket): Research open interest figures refresh daily for all optionable US equities.
- 08:30 AM ET (Classic Premarket): GEX by Open Interest updates daily with new OCC clearance figures.
- 09:30 AM – 04:00 PM ET (NYSE RTH): Spot prices, trade classification (State), and live streaming feeds (Orderflow, Quant) operate actively.
- 04:00 PM ET (Market Close): Live trade classification and streaming feeds pause until the next trading session.
- 12:00 AM ET (Midnight Rollover): Independent API rate limit quotas reset daily.
classic
GEX by Open Interest and Volume in a ladder histogram with Zero Gamma, Major levels, and 90-day lookback history.
state
Classified orderflow profiles, net imbalanced GEX regimes, directional capital exposure (DEX), Convexity risk maps, and Vanna/Charm decay.
orderflow
Real-time multi-subplot time series, institutional threshold filters, and integrated volume/delta profile overlays.
research (gbR)
AI research assistants, multi-model market analysis, 30+ slash commands, 3D volatility surfaces, and automated watchlists.
platform integrations
Official desktop plugins and DLLs for Sierra Chart, NinjaTrader, ATAS, MotiveWave, Quantower, and Bookmap.
user portal & discord
StreamBot automated chart posting, ResearchBot Discord server onboarding, and account subscription management.
tools & converter
Synthetic index-to-future conversion tools (SPX/ES, NDX/NQ, RUT/RTY), the gbR Discord command reference, and deep-linking URLs.
metrics & theory
Mathematical foundations of Gamma Exposure (GEX), Delta Exposure (DEX), Vanna, Charm, higher-order Greeks, and market microstructure.
developer & quant api
REST endpoints, low-latency WebSocket streams (Protobuf + Zstd), historical CSV extracts, and Python clients.