Naive OI dealer book · options

— gamma exposure

Expiries Strikes ±% spot Max strikes

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Enter a ticker and Look up

Search and horizon need the website server (not a file:// page). In this project folder run only: python3 -m gex serve --port 8080 then open http://127.0.0.1:8080/ (this machine has python3, not python).

Net GEX / 1%

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Net DEX · $Δ exposure

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dealer delta notional

Regime

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sign of net GEX

Zero-gamma flip

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Call wall

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largest + net on selected book

Put wall

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largest − net on selected book

Trader book overlay

Book / Market / Residual

Residual = market GEX − book GEX (trader-signed qty; market convention from study).

Book GEX / 1%

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trader qty × γ

Market GEX / 1%

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Residual / 1%

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market − book

Paste book positions (JSON or CSV)

Example matches bundled SPY (spot≈776, expiry 20260817 ATM call). Paste JSON/CSV; include gamma or match a chain contract.

Strike	Market	Market %	Book	Book %	Residual	Residual %

Call GEX Put GEX Spot Flip Bars are shipped study numbers (call and put separate).

Strike	Call GEX	Put GEX	Net GEX	Δ $	Contracts	Volume	C bid	C ask	C spr	P bid	P ask	P spr

Expiries

On	Expiry	DTE	Call GEX	Put GEX	Net GEX	Call peak	Put peak