com.firmtape/spx-options-gamma

Tools

• fetch

  Retrieve the full text of one FirmTape document by the id `search` returned: `session:YYYY-MM-DD` for a finished trading session, `page:/path` for an explainer or research page. A FirmTape URL or a bare YYYY-MM-DD trading day is accepted too. Use when: you hold an id from `search`, or a client that only speaks search/fetch (ChatGPT). Not for: structured numbers — get_session and get_levels answer the same day with fields instead of prose. Limits: public FirmTape documents only; long pages are truncated with a link to the rest.

  shallow
• get_coverage

  What the free FirmTape SPX archive holds: the first and last finished session, how many sessions, and the NYSE trading days in that span that are MISSING from it (weekdays minus US market holidays; early closes count as trading days), optionally inside a from/to window. Use when: 'is 2024-03-15 in the archive', 'how complete is 2023', 'which days are missing' before a study that needs every session. Not for: the newest days themselves (list_sessions) or any measurement (get_session). Limits: the trading calendar covers 2022 to 2026; missing days are reported, never filled in.

  shallow
• get_events

  The scheduled US market events for a window of days, from the same calendar the FirmTape terminal draws: FOMC decisions, press conferences and minutes, CPI, payrolls, PCE, PPI, GDP, retail sales, JOLTS, ISM, the Fed Chair's speeches, the Beige Book, 10/20/30-year Treasury auctions, mega-cap earnings, monthly and quarterly expiration and early closes. Each event carries its minute in ET, a link to its source, and, where the archive has measured it, what usually follows, what the dealer book did, and for the releases the forecast, the prior and the actual print. Use when: 'what is on the calendar this week', 'when is the next FOMC', 'is there anything at 14:00 today'. Not for: session measurements (get_session) or levels (get_levels). Limits: US only, 2019 to about a year ahead, at most 31 days per call.

  shallow
• get_gex_profile

  The SPX dealer gamma LADDER for one minute of a finished session: gamma by strike around spot, the level set, and the heaviest strikes. Readable as the MEASURED book (signed off the trade tape, FirmTape's own read), as the OPEN_INTEREST convention every other public GEX chart draws, or as the VOLUME convention — the same minute through three lenses. Use when: the question is about SHAPE — where gamma sits, how heavy a wall is, how far the three conventions disagree — or about one moment inside a session rather than the day as a whole. Not for: a day's headline numbers (get_session), the level set alone (get_levels), or movement across days (get_level_history). Limits: finished sessions only, one frame every 5 minutes (a requested minute snaps back to the frame at or before it), published window ±2.5% of spot; the three books are not comparable in magnitude. Measurements only, no buy/sell signals.

  shallow
• get_level_history

  How the SPX dealer-positioning levels MOVED across recent finished sessions: the zero-gamma flip, call resistance and put support day by day, each session's change from the one before, and summary statistics for the window (flip range, net drift, mean daily movement, how often price closed above the flip). Use when: the question is about a trend or a window — has the flip been climbing, how far does it travel in a week — instead of calling get_levels once per day. Not for: one day (get_levels / get_session) or anything inside a session (get_gex_profile). Limits: finished sessions only, max 40 per call; days absent from the archive are reported in `missing`, never interpolated. Measurements only — no buy/sell signals, no forecast.

  shallow
• get_levels

  Only the dealer-positioning level set for one finished SPX session: zero-gamma flip, call resistance, put support, hold band — plus where the session closed relative to them. A strict subset of get_session. Use when: the levels are the whole question and the rest of the session would be noise. Not for: OHLC, flip crossings, net-gamma percentile or ATM IV (get_session); more than one day (get_level_history); gamma by strike (get_gex_profile). Limits: finished sessions only, one day per call.

  shallow
• get_market_moving_minutes

  The minutes of one finished SPX session that the tape itself marked as market-moving, with what stood beside each: the scheduled event that owned the minute, the moment two or more public news desks carried an item (timed to the second, labelled by class, never the headline's text), or the honest reading that no headline existed and the dealer book moved on its own. Each minute carries the index move over the next 5 and 15 minutes and the flip and walls at that minute. Use when: 'what moved SPX at 14:25 on 2026-09-10', 'were there news-driven minutes yesterday', 'which afternoon moves had no headline'. Not for: the scheduled calendar itself (get_events) or the day's levels (get_levels). Limits: finished sessions only (the live day is part of the paid live stream), sessions from 2022-04 on, ET clock.

  shallow
• get_session

  Everything FirmTape measured for ONE finished SPX session: OHLC and VWAP, the zero-gamma flip and how often price crossed it, call/put walls, the hold band, net-gamma percentile, ATM IV at the open. Use when: you want a whole day in a single call. Not for: the level set alone (get_levels returns the same day, narrower), how the levels moved across days (get_level_history), or gamma by strike (get_gex_profile). Limits: finished sessions only, one day per call. Measurements only — FirmTape deliberately publishes no buy/sell signals.

  shallow
• get_symbol_gamma

  The latest dealer gamma picture for a symbol OTHER than the SPX archive: index, ETF and stock option chains (for example QQQ, SPY, IWM, NDX, RUT, NVDA, TSLA, GLD, TLT). Returns spot, the zero-gamma flip, call and put walls and net gamma for the VOLUME book and the OPEN_INTEREST book, the heaviest strikes, a per-expiry table and a trust grade. Use when: the question is about a ticker's gamma exposure, flip or walls right now or at the last close. Not for: SPX history, a past date, or the tape-signed measured book (get_session, get_levels, get_gex_profile); anything inside a past session. Limits: latest snapshot only (rebuilt every few minutes in session hours); calls count as dealer-long and puts as dealer-short, which is a convention, not a measurement, and on single stocks it is an approximation (see trust.grade: A and B are indices and ETFs, C and D single stocks). Units: US dollars of dealer delta per 1% move.

  shallow
• list_sessions

  List the finished SPX trading sessions in the free FirmTape archive, newest first, with the total count and how far back coverage runs. Every listed day can be fetched with get_session / get_levels and replayed free at FirmTape. Use when: you need to know which days exist, or the size and span of the archive, before asking about one. Not for: any measurement about a day — call get_session with that date instead. Limits: finished sessions only (today's session appears after the close), max 50 days per call.

  shallow
• options_strategy_test

  Test an SPX 0DTE options strategy — a condor, strangle, straddle or any leg set — against every session in the FirmTape archive on real quotes and real settlement. One call prices it 63 ways: seven widths of your geometry across nine entry times, so the answer is WHERE TO PUT THE STRIKES rather than a verdict on one guess. Short legs are sold at the bid and long legs bought at the ask, $1.25 a leg — measured on 13.1M prints, the median SPX 0DTE print pays the full quoted half-spread, so these fills are the median outcome and not a conservative one. Returns the marginal by width and by entry, a recommended direction ONLY when the marginal is ordered and a withheld holdout agrees, the day-clustered mean and its error, prob_loss_20, and all 63 cells with yours marked. If those 63 come back flat the run carries on by itself for the same credits -- where the structure sits relative to spot, past the edge of the grid, then eight standard 0DTE shapes -- up to 154 configurations, so the answer is 'not this, and here is what the archive does pay for' rather than a shrug. It never names a best cell: the best of 63 is best by chance. Spends 10 credits, refunded on failure. Requires a Lab token (Authorization header).

  shallow
• screen_sessions

  Filter the finished SPX sessions in the FirmTape archive by their closing measurements and count them: regime at the close and at the open, zero-gamma flip crossings, whether the expected-hold band held, direction and size of the move, net-gamma percentile, 0DTE ATM IV at the open, the calendar event, weekday and year. Returns how many sessions match, three shares over them (closed above the flip, band held, mean absolute move) printed next to the same shares over the whole archive, and the matched days. A matched share close to the archive's share is a base rate, not a pattern. Use when: 'how often did FOMC days close in negative gamma', 'the days the band broke with the percentile under 20', 'largest moves on CPI days since 2024'. Not for: one day's numbers (get_session), gamma by strike (get_gex_profile), or testing a rule with out-of-sample statistics (the Lab). Limits: counts over finished sessions' closing measurements only, no per-strike data; at most 50 sessions listed per call. Counts, not investment advice.

  shallow
• search

  Search FirmTape for documents about SPX dealer positioning: the explainer pages, the dated research measurements, and the archive of finished trading sessions. Returns ids to pass to `fetch`. A date in the query ("2026-08-24", "August 24 2026", "August 2026") finds the session or sessions for it. Clients that can call the specific tools should prefer list_sessions / get_session / get_levels / get_level_history instead — those return structured numbers rather than documents. Not for: fetching a document you already have the id for (`fetch`) or any measurement you can name a date for. Limits: FirmTape's own public pages and finished sessions only, ranked by keyword — it searches no other site.

  shallow

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