research (gbR)
On-demand options analytics, 30+ slash commands, 3D volatility surfaces, AI market assistants, and Discord automation across US optionable equities.
The gbR Research Platform is an on-demand options intelligence and analytics engine. While gexbot streaming packages (Classic, State, Orderflow) track live market microstructure, Research enables deep cross-sectional and historical options analysis across all US optionable equities, ETFs, and index options.
Official Platform Documentation & Guide
gbR Interactive Research Guide & Terminal
The comprehensive visual documentation, interactive parameter builders, mathematical formulas, and live web terminal are maintained directly on the platform.
Open Full Research Guide on gexbot.com ↗Operating Hours & Data Cadence
- Regular Market Hours (09:30–16:00 ET):
- Evaluates live option market quotes using the
gbRpricing model. - Caches requests on 15-minute floor intervals on-demand.
- Evaluates live option market quotes using the
- Premarket Hours (Before 09:30 ET):
- Open Interest (OI) refreshes daily at 08:00 ET.
- Calculations default to the theoretical fair-value model (
theo). - Option volume metrics remain offline until the market opens at 09:30 ET.
- After Hours & Weekends:
- Requests return the cached snapshot from the previous trading session close.
Delivery Surfaces
The gbR engine operates across three distinct delivery surfaces:
1. Web Terminal Workspace
- Interactive Command Palette: Run fast parameterized commands (
!gex SPX strikes=15,!surface NVDA,!gamma_flip QQQ). - AI Research Assistant: Multi-model LLM market reasoning (Claude, GPT, Gemini, Groq) equipped with tools to retrieve live market data and chart metrics.
- Real-Time Watchlists: Multi-asset monitoring tables with customizable columns and historical date/time scrubbers.
- Command History & Favorites: Star frequently used commands for rapid one-click re-execution.
- Zen Mode (
/zenmode): Collapse all side panels for a distraction-free analysis workspace.
2. Discord Research Bot (/gbr)
- Direct Discord Execution: Run slash commands inside Discord channels or direct messages.
- Automated Watchlist Threads: ResearchBot automatically generates and updates dedicated sub-threads for tracked symbols (
SPX,QQQ,NVDA,TSLA). - Server Administration: Manage guild authorizations, channel whitelisting, role gating, and daily usage quotas in the User Portal.
3. Programmatic REST API
- On-Demand Endpoints: Query charts, 3D volatility surfaces, and tabular datasets programmatically via
https://api.gex.bot/v2/research/{TICKER}/{METRIC}. - Supported Formats: Image asset descriptors (
webp,png,svg,jpeg,pdf), raw data (json,csv), and interactive 3D surfaces (html,plotly).
Workspace Layout & System Commands
The Web Terminal interface includes a central conversation workspace and three configurable panels:
- Sidebar (Chats & Watchlists): Manage conversation sessions and stream real-time watchlist feeds.
- Tools Panel (Command Builder): Toggle between compact metric chips and an expanded parameter builder tree.
- Command History & Favorites Panel: Review executed commands, re-run queries, and manage starred favorites.
System Commands (/ Commands)
System commands control UI layout, conversation context, and AI providers:
| Command | Category | Description |
|---|---|---|
/zenmode | View Control | Toggles Zen Mode to hide all side panels and the top bar. |
/tools | View Control | Toggles visibility of the Tools panel (Command Builder). |
/chats | View Control | Toggles visibility of the Chats sidebar. |
/commands | View Control | Toggles visibility of the Command History panel. |
/topbar | View Control | Toggles visibility of the application top bar. |
/reset | View Control | Resets workspace layout and panel sizes to defaults. |
/newchat | Chat Control | Starts a new conversation context. |
/clear | Chat Control | Clears message history in the active conversation. |
/clear history | Chat Control | Clears command execution history. |
/clear all | Chat Control | Clears both messages and command history. |
/help | General | Displays keyboard shortcuts and system command reference. |
/docs | General | Lists all available research commands. |
/docs [command] | General | Displays detailed documentation for a specific command. |
/model [provider] | AI Settings | Switches active AI provider (groq, claude, gemini, openai). |
Global Parameter Taxonomy
Research commands accept optional key-value parameters using parameter=value syntax:
| Parameter | Type | Default | Accepted Values | Description |
|---|---|---|---|---|
view | string | skew | skew, term, surface, line | Sets chart visualization mode. |
type / draw_type | string | bar / line | bar, line, histogram, scatter | Selects series rendering style. |
strikes | int | 15 / 50 | Positive integer (e.g. 15, 50) | Number of strikes displayed around spot price. |
start_dte | int / date | 0 | Integer (0, 1, 30) or MM-DD-YYYY | Start days-to-expiration horizon (inclusive). |
end_dte | int / date | 98 | Integer (0, 98, 365) or MM-DD-YYYY | End days-to-expiration horizon (inclusive). |
expiration_filter | string | None | m (monthlies), w (weeklies), q (quarterlies) | Restricts calculations to specific expiration cycles. |
contract_filter | string | all | all, calls, puts | Filters contracts by option type. |
moneyness_filter | string | None | otm, ntm, itm, atm, d10, d15, d20, d25 | Filters contracts by moneyness or delta bucket. |
contract_agg | bool | false | true, false | true nets calls minus puts per strike. false sums total volume. |
expiry_agg | bool | false | true, false | true aggregates all expiries across each strike. |
skew_adj | bool | false | true, false | Adjusts Greek calculations for volatility skew. |
limit_y | bool | false | true, false | Clamps Y-axis scale to reduce outlier distortion. |
series | string | None | deltas, moneyness, strikes | For IV term view, plots term structure across delta tiers (5Δ, 20Δ, 30Δ, 50Δ). |
format | string | webp | webp, png, svg, jpeg, pdf, csv, json, html | Selects response output format. |
theme | string | dark | dark, light | Sets color palette for rendered chart assets. |
Comprehensive Command Catalog
All Greek exposure commands require a data source suffix:
_oi: Calculated from Open Interest._vol: Calculated from Intraday Volume._both: Calculated from Open Interest + Volume.
1. Market Data Commands
| Command | Title | Default Parameters | Description |
|---|---|---|---|
!oi [ticker] | Open Interest | strikes=50 view=skew start_dte=0 end_dte=98 | Displays Call OI (positive) and Put OI (negative) by strike. |
!volume [ticker] | Volume | strikes=50 view=skew start_dte=0 end_dte=98 | Displays session option trading volume by strike. |
!gamma_flip [ticker] | Gamma Flip | start_dte=0 end_dte=98 | Identifies gamma inflection level and tracks Gamma, Call, and Put Walls. |
!parity [ticker] | Put/Call Parity | view=skew start_dte=0 end_dte=98 | Plots call-put price spreads against theoretical fair value. |
2. Implied Volatility Commands
| Command | Title | Description | Key Visual Elements |
|---|---|---|---|
!iv_mid [ticker] | IV (Mid) | Plots implied volatility curve calculated at the mid-market price. | Smile curve, IV30/IV60 benchmarks, HV10–HV60 benchmarks, 1Y high markers. |
!iv_ask [ticker] | IV (Ask) | Plots implied volatility curve calculated at the ask price. | Shows ask-side volatility premium. |
!iv_bid [ticker] | IV (Bid) | Plots implied volatility curve calculated at the bid price. | Shows bid-side volatility discount. |
- Term Structure View (
view=term): Renders forward volatility curves (50Δ ATM, 25Δ skew wings, and VIX 24–37 DTE window). - 3D Surface View (
view=surface): Builds interactive 3D volatility surfaces across strikes and expiration dates.
3. Primary Greek Exposures (1st Order)
| Metric | Suffix Commands | Mathematical Definition | Financial Meaning |
|---|---|---|---|
| Delta (DEX) | !dex_oi, !dex_vol, !dex_both | Delta × S × 100 × Contracts | Dollar notional shares required for directional market maker hedging. |
| Vega (VEX) | !vex_oi, !vex_vol, !vex_both | Vega × 0.01 × 100 × Contracts | P&L sensitivity for every 1.00 point shift in implied volatility. |
| Theta (TEX) | !tex_oi, !tex_vol, !tex_both | (Theta / 365) × 100 × Contracts | Daily dollar decay (bleed) across dealer option inventory. |
| Rho (RHO_EX) | !rho_ex_oi, !rho_ex_vol, !rho_ex_both | Rho × 0.01 × 100 × Contracts | Dollar sensitivity of option positions to a 1% change in interest rates. |
4. Secondary Greek Exposures (2nd Order)
| Metric | Suffix Commands | Mathematical Definition | Financial Meaning |
|---|---|---|---|
| Gamma (GEX) | !gex_oi, !gex_vol, !gex_both | Gamma × S² × 0.01 × 100 × Contracts | Notional gamma exposure; models dealer hedging acceleration or dampening. |
| Vanna | !vanna_ex_oi, !vanna_ex_vol, !vanna_ex_both | Vanna × S × 0.01 × 100 × Contracts | Delta sensitivity to IV changes (∂Delta / ∂IV). Predicts vanna flows. |
| Charm | !charm_ex_oi, !charm_ex_vol, !charm_ex_both | (Charm × S / 365) × 100 × Contracts | Delta sensitivity to time decay (∂Delta / ∂Time, Delta Bleed). |
| Vomma | !vomma_ex_oi, !vomma_ex_vol, !vomma_ex_both | Vomma × 0.01 × 100 × Contracts | Volatility convexity (∂Vega / ∂IV, Vol of Vol). |
5. Tertiary Greek Exposures (3rd Order)
| Metric | Suffix Commands | Mathematical Definition | Financial Meaning |
|---|---|---|---|
| Zomma | !zomma_ex_oi, !zomma_ex_vol, !zomma_ex_both | Zomma × S² × 0.01 × 100 × Contracts | Sensitivity of Gamma to changes in IV (∂Gamma / ∂IV). |
| Speed | !speed_ex_oi, !speed_ex_vol, !speed_ex_both | Speed × S³ × 0.01 × 100 × Contracts | Third-order price sensitivity (∂Gamma / ∂Spot, Gamma of Gamma). |
| Color | !color_ex_oi, !color_ex_vol, !color_ex_both | (Color × S² × 0.01 / 365) × 100 × Contracts | Rate of Gamma decay over time (∂Gamma / ∂Time, Gamma Decay). |
| Ultima | !ultima_ex_oi, !ultima_ex_vol, !ultima_ex_both | Ultima × 0.01 × 100 × Contracts | Third-order volatility risk (∂Vomma / ∂IV). |
Visual Elements & Chart Legend Statistics
Exposure charts display standard metrics and header statistics:
- Spot Price Line: Cyan dashed line showing underlying asset price.
- Expected Move (±1σ): Dotted bounds calculated as
Spot × (ATM_IV / 100) × sqrt(DTE / 365.25). - Gamma Flip: Yellow dash-dot line where cumulative Net GEX transitions across zero (
argmin(|cumsum(Net GEX)|)). - Gamma Walls: Highlighted major Call Wall (
argmax(GEX+)) and Put Wall (argmax(|GEX-|)). - Max Pain: Purple dashed line where total option intrinsic value is minimized (
argmin(sum(Intrinsic Value × OI))).
Summary Statistics
| Statistic | Calculation | Description |
|---|---|---|
| Metric Total | sum(Exposure) for expiry | Combined net exposure across all strikes in the expiration. |
| Chain % | (Expiry Abs / Chain Total Abs) × 100 | Relative weight of the expiration within the entire option complex. |
| Dominance [+ / -] | (Positive Exposure / Total Expiry Abs) × 100 | Percentage of positive exposure (calls/long) vs negative exposure (puts/short). |
| P/C Ratio | sum(Puts) / sum(Calls) | Ratio of total Put exposure to total Call exposure. |
| Sigma (σ) | ATM_IV × sqrt(DTE / 365.25) | One standard deviation expected move percentage. |
| Skew | IV(25Δ Put) - IV(25Δ Call) | 25-delta volatility smile slope. |
Discord Bot Parity & Shortcut Aliases
The platform maps rapid shorthand commands directly to full gbR queries:
| Discord / Shorthand Alias | Full gbR Command Equivalent | Description |
|---|---|---|
!gex [ticker] | !gex_oi [ticker] end_dte=0 contract_agg=true expiry_agg=true | 0DTE net aggregated gamma. |
!gex1 [ticker] | !gex_oi [ticker] end_dte=1 contract_agg=true expiry_agg=true | 1DTE net aggregated gamma. |
!gex2 [ticker]–!gex7 | !gex_oi [ticker] start_dte=N end_dte=N contract_agg=true expiry_agg=true | Exact N-day expiration slice. |
!gexn [ticker] | !gex_oi [ticker] contract_agg=true strikes=15 start_dte=0 end_dte=98 | Standard Net GEX (Calls - Puts). |
!gexm [ticker] | !gex_oi [ticker] expiration_filter=m strikes=15 start_dte=0 end_dte=98 contract_agg=true | Monthlies only Net GEX. |
!gexw [ticker] | !gex_oi [ticker] start_dte=1 end_dte=15 expiration_filter=w | Weeklies only GEX. |
!gexq [ticker] | !gex_oi [ticker] expiration_filter=q | Quarterlies only GEX. |
!gexr [ticker] | !gex_oi [ticker] contract_agg=false strikes=15 start_dte=0 end_dte=98 | Gross GEX (Calls + Puts). |
!gexs [ticker] | !gex_oi [ticker] skew_adj=true strikes=15 start_dte=0 end_dte=98 | Skew-adjusted GEX. |
!0dte [ticker] | !gex_oi [ticker] end_dte=0 expiry_agg=true strikes=15 | Same-day expiration aggregate. |
!dex [ticker] | !dex_oi [ticker] strikes=15 start_dte=0 end_dte=190 contract_agg=false | Macro gross delta exposure. |
!dexn [ticker] | !dex_oi [ticker] contract_agg=true strikes=15 start_dte=0 end_dte=98 | Standard net delta exposure. |
!vex [ticker] | !vex_oi [ticker] strikes=15 start_dte=0 end_dte=190 contract_agg=false | Macro vega exposure. |
!vexn [ticker] | !vex_oi [ticker] expiry_agg=true contract_agg=true strikes=15 start_dte=0 end_dte=190 | Net aggregated vega exposure. |
!tex [ticker] | !tex_oi [ticker] strikes=15 start_dte=0 end_dte=98 contract_agg=false | Theta exposure. |
!rho [ticker] | !rho_ex_oi [ticker] strikes=15 start_dte=0 end_dte=190 contract_agg=false | Rho exposure. |
!iv [ticker] | !iv_mid [ticker] start_dte=0 end_dte=98 | Midpoint implied volatility skew. |
!term [ticker] | !iv_mid [ticker] view=term start_dte=0 end_dte=365 | Term structure volatility. |
!surface [ticker] | !iv_mid [ticker] view=surface start_dte=0 end_dte=98 | 3D volatility surface. |
!smile [ticker] | !iv_mid [ticker] view=skew start_dte=0 end_dte=98 | Standard IV smile. |
!smilem / w / q | `!iv_mid [ticker] expiration_filter=m | w |
!triggers [ticker] | !gamma_flip [ticker] start_dte=0 end_dte=98 | Gamma flip and key walls. |
!vanna [ticker] | !vanna_ex_oi [ticker] strikes=15 start_dte=0 end_dte=98 | Vanna exposure. |
!oi [ticker] | !oi [ticker] strikes=50 start_dte=0 end_dte=365 contract_agg=false | Gross Open Interest. |
!oin [ticker] | !oi [ticker] contract_agg=true strikes=50 start_dte=0 end_dte=365 | Net Open Interest. |
!volume [ticker] | !volume [ticker] strikes=50 start_dte=0 end_dte=190 contract_agg=false | Gross trading volume. |
!volumen [ticker] | !volume [ticker] contract_agg=true strikes=50 start_dte=0 end_dte=190 | Net trading volume. |
AI Assistant Architecture
The gbR platform integrates conversational AI agents powered by a ReAct tool execution framework:
- Supported AI Providers: Groq, Anthropic Claude, Google Gemini, OpenAI ChatGPT.
- Automated Tool Execution (
fetch_market_metric): The assistant detects commands or natural language inquiries and fetches live charts or raw CSV metrics. - Multimodal Visual Reasoning: Users can pass rendered charts directly to the assistant for visual structure inspection and level interpretation.
- Data vs Image Modes:
format=webp(Default): Returns visual chart assets directly in the conversation.format=csv: Returns inline tabular data for quantitative synthesis, or generates a downloadable file export when requested.
Related Documentation
Research REST API Reference
View endpoint schemas, request headers, response formats, and Python/cURL examples.
GEX Theory & Formulas
Deep mathematical foundations of Gamma Exposure and dealer hedging models.
Orderflow Package Overview
Real-time intraday trade classification and multi-subplot orderflow series.