screen_sessions

com.firmtape/spx-options-gamma · Verify this server

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.