Gamma Chart Lab
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Fresh models recalculate locally every 5 seconds; cached snapshots remain visible after close or expiration and stay fixed until fresh data arrives. Source snapshots: checked every 5 minutes during market hours, less often outside them, when capacity allows. Price: shared live trades and quotes, with a 10-second fallback when needed.
Model assumptions & data coverage
Call open interest is treated as positive gamma and put open interest as negative gamma. These are estimates, not observed dealer positions or trading signals. Walls identify the largest gamma-weighted OI concentrations within the selected expirations; they are not guaranteed support or resistance.
OI is a daily snapshot and Tradier Greeks update hourly. Local repricing uses cached IV, not fresh intraday IV or observed dealer holdings. Contracts with zero source gamma and no IV may be omitted; missing IV on nonzero-gamma contracts disables local repricing. Source snapshots share a guarded request budget with the rest of the site. The modeled flip reprices options with Black-Scholes, a 4% rate, zero dividend yield, and exchange-calendar closing marks, with separate SPX AM settlement timing. It searches within ±8% of snapshot spot. Missing or stale chain data suppresses the profile; insufficient IV coverage or no supported crossing leaves the flip blank. This lab uses the same cached chains as the King badges.
