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Edge GEX Lab v1.0.0

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@simonro simonro released this 19 Oct 21:46
· 18 commits to main since this release

The first public release: a free, local live map of option gamma exposure.

Not financial advice. Not a signal service. Every screenshot is synthetic demo data.

A live GEX map that shows its work

Pick SPY, QQQ, SPX, NDX or any optionable US stock and see net GEX by strike, the call wall, the put
wall, every gamma flip within 10% of spot and the regime at spot, refreshed every 60 seconds and valued
at the session close when the market is shut. Net GEX size is shown next to the stock's own 20-day
average dollar volume, per 1% move and per typical day.

The trade guidance panel turns the map into levels to watch, 2 to 4 scenarios with entry, stop and
map-level targets, and what would change the picture. Every price is a map level or a listed formula.
It shows no setups when the feed is stale, the open interest is not from the previous session, or the
chain is missing too much of its gamma. It is labeled untested, because it is.

Also

  • Open interest from Cboe, dated per contract, with Alpaca as a labeled fallback. Alpaca's contract
    file can lag a session or more.
  • Quotes are only used when their time is known, fresh, and not later than the moment they arrived.
  • "Explain this map" can narrate the guidance through your local claude CLI, tool-free and keyless;
    a validator rejects any number or promise not in the data.
  • Present mode (key P) for screen recording.

Install

Download the zip below, unzip it, run setup.bat, then launch.bat. Needs Python 3.11 or newer,
Node.js LTS, and free Alpaca API keys for SPY, QQQ and stocks (SPX and NDX work without them). A new
install starts empty.

Upgrading

Your keys (.env) and caches (data/) are not part of a release, so updating never touches them.

If you cloned with git: git pull, then setup.bat, then launch.bat.

If you downloaded the ZIP: unzip this one into a new folder, copy your .env across, run
setup.bat once, then start it with launch.bat.

old-folder/.env   ->  new-folder/.env