Personal options-positioning dashboard — dealer GEX, walls, gamma flip, max pain — refreshed weekday mornings.
Dashboards
Indices & ETFs (main)T-0 GEX/walls/flip for SPX, NDX, RUT, SPY, QQQ, IWM × 0DTE/7DTE/30DTE — all from free CBOE data, no T-1+ stale rows.1.8 MB
FuelsNYMEX energy futures-options: CL (WTI), NG (Natural Gas), HO (Heating Oil), RB (Gasoline), BZ (Brent). Via DataBento CME — T-1 in morning, T-0 after close. Auxiliary, not for primary trading.5 syms
MetalsCOMEX metals futures-options: GC (Gold), SI (Silver), HG (Copper), PA (Palladium). Via DataBento CME — T-1 in morning, T-0 after close. Auxiliary.4 syms
What's changing (2026-05-29)
T-0-only ruleDaily dashboard now strictly uses T-0 (today's) free data. DataBento CME (futures: ES/NQ/GC/MES/MNQ) was T-1 in morning — dropped. We only show what's actionable for today's session.rule
Primary source: CBOE delayed_quotesFree public JSON (no auth) for SPX/NDX/RUT cash indices + SPY/QQQ/IWM ETFs. T-0 EOD. Strike-level OI + greeks. Replaces paid DataBento OPRA (which was T-2+).6 syms
Fuels + Metals sub-pages added/fuels.html (CL/NG/HO/RB/BZ) and /metals.html (GC/SI/HG/PA) auto-publish alongside the main dashboard. DataBento CME source — T-1 in morning, T-0 after settlement. Auxiliary "nice to have" data, not primary trading signals. ES/NQ/MES/MNQ futures still not exposed in the daily flow (no SG-style comparison for them — use SG NinjaTrader CSV data directly).9 syms
SpotGamma reverse-engineering ground truthSG's NinjaTrader CSVs (SPX/NDX/RUT/SPY/QQQ) publish exact C1-C4 Combo levels with off-grid values (e.g. SPX Combo L1 = 7601, not a strike). Paired with our CBOE chain at the same instant they become high-quality ground truth for cracking SG's combo methodology.research
SpotGamma C1-C4 confirmed as combo levels (2026-05-28)User-supplied chart example proved C-levels are clusters from the merged cash + ETF + futures chain, numbered per-symbol by spot proximity. Cross-symbol arithmetic (MNQ1! C1 ÷41.09 = QQQ C2) confirmed. Follow-up: add futures merge + per-symbol-proximity ranking to crack_c_levels.py.research