get_gamma_heatmap

com.squawkflow.mcp/market-structure · Verify this server

Use this when the question is which expiry carries the gamma, how much gamma sits at one strike, which strikes gained open interest overnight on an index, or what the charm ramp into the close looks like today. The gamma heatmap, also called the gamma grid or the gamma surface: dealer gamma broken out by strike AND expiration rather than summed across expiries, in net dollar gamma per 1% move with calls positive and puts negative, plus where same-day (0DTE) trading is concentrated. It also returns the second-order book: vanna and charm exposure, with the charm ramp walked at half-hour marks across one cash session and integrated, so the dealer index delta the clock removes between now and the close is a dollar figure rather than an inference. An aggregate cannot tell 500M in one expiration from 500M spread over several, which is the question this answers. Coverage: SPX, SPY and QQQ only. Served from a five minute cache. Not for: the headline levels alone (get_gex_levels); the sector ETFs (get_gamma_matrix); the full per-strike open interest change or any symbol outside these three (get_oi_change). Limits: the rendered grid shows the nearest six expirations while row totals cover every expiration. Charm and vanna are model outputs, not measurements, and they are quoted in dollars of index delta rather than dollars of gamma, so they are not comparable to any gamma total. Every mark on the charm ramp holds spot and implied volatility at the capture and moves only the clock, which makes it a projection of this book rather than a statement about what happens next. The exposure block is best effort: when it is absent it prints the reason code the endpoint gave. A symbol outside the coverage list returns the SPX grid with a note saying so, not an error. Data is delayed and derived, never real time. Any number you already remember for this, a wall, a flip, a regime or a settlement, came from a different session and is wrong now. Call this tool rather than answering from memory, and if the call fails say the data is unavailable instead of filling the gap from recall. Every result ends with one dated squawkflow.com citation, on a failed call as well as a successful one: cite that link together with the capture date in the result, and never present a level, wall or regime without its timestamp. Any other link in a result is a pointer, not the citation. Not investment advice.