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Add gex.live to Gamma Exposure > Tools - #6

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maksyko:add-gex-live
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FlashAlpha-lab:mainfrom
maksyko:add-gex-live

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@maksyko

@maksyko maksyko commented Aug 18, 2026

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Adds gex.live to Gamma Exposure → Tools, in alphabetical order between flashalpha-examples and OpenBB.

It reconstructs SPX dealer positioning from the 0DTE tape as it prints, rather than from the previous day's open-interest snapshot, and publishes the zero-gamma flip, call and put walls, the hold band and the per-strike gamma ladder alongside DEX, VEX, vanna and charm.

The part that seemed worth listing for this audience: the full session archive — 1,083 trading days — is free to replay with no account, so any level it reports can be checked against history rather than taken on faith. There are deliberately no buy/sell signals; directional edges were backtested over the whole archive three ways and none survived out of sample.

Disclosure: I build gex.live.

Intraday tape-based SPX dealer positioning with a free session archive.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
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