gexbot classic
GEX by Open Interest and Volume in a ladder-style histogram with calculated major levels, lookback dots, and real-time streaming updates.
API Endpoints
Access programmatic Classic data via the Classic Chain API, Major Levels API, and Max Change API.
gexbot Classic visualizes Gamma Exposure (GEX) by Open Interest and Volume in a horizontal ladder histogram.
For every strike:
- Call GEX extends to the right (positive gamma).
- Put GEX extends to the left (negative gamma).
- Netting resolves opposing exposures to show whether dealer positioning accelerates or dampens price action.
Core Calculations
GEX by volume is used to calculate:
- Zero Gamma: The center/equilibrium boundary of the options complex.
- Major Positive Gamma: The positive GEX strike of greatest magnitude (acts as primary resistance or deceleration zone).
- Major Negative Gamma: The negative GEX strike of greatest magnitude (acts as acceleration trigger or support boundary).
- Max Change Strikes: The strikes with the largest GEX shifts over 1, 5, 15, and 30-minute lookback windows.
A dedicated side panel also displays Zero Gamma, Major Positive Gamma, and Major Negative Gamma as calculated by Open Interest (OI).
Automatic Unit Scaling: Large index/futures symbols (SPX, NDX, ES_SPX, NQ_NDX) scale in Billions ($Bn), while single equities scale in Millions ($MM).
Expiration Horizons
The sidebar tab toggle dynamically formats session expiration dates:
Aggregates all option expirations within the next 90 calendar days. Provides a macro view of institutional positioning and structural quarterly boundaries.
Isolates contracts expiring on the current trading session (latest (MM/DD)). Ideal for intraday scalping, pinning analysis, and zero-day volatility spikes.
Isolates contracts expiring on the following trading session (next (MM/DD)). Highlights overnight hedging adjustments and next-day continuation setups.
Customization, Navigation & Alerts
- Navigation & Zooming: Drag or scroll on the strike price axis to pan and zoom. Double-click anywhere on the chart canvas or Y-axis to re-center spot price.
- Line-Type Settings: Choose line styles for every chart level (
solid,simple-dashed,dashed,dotted). - Dot Radii: Adjust size settings for lookback dots.
- Price Multiplier: Convert price scales between indexes and futures/ETFs.
- Element Visibility: Toggle individual chart elements and calculated levels on or off.
- Spot Alerts: Configure alerts when spot price touches Major Positive or Major Negative levels.
Real-Time Streaming & History
- Open Interest Daily Refresh: GEX by Open Interest (OI) updates daily at 8:30 AM ET.
- Real-Time Streaming (NYSE RTH): Spot prices and volume-based gamma calculations stream live between 9:30 AM and 4:00 PM ET.
- Lookback Dots: Embedded historical dots visualize where strike GEX stood 1, 5, 15, and 30 minutes prior.
- Intraday History Slider: Scrub across any timestamp of the current session.
- 90-Day Archive: Inspect historical trading sessions for any supported ticker.
- Synthetic Futures Notice: When viewing historical synthetic pairs (e.g.
ES_SPX), a banner alerts if custom price conversion is active.