Option data suite capable of pinpointing intra-day high/lows before they happen based on "Auction Market Theory" and delta weighted volume analysis of the 0 DTE option chain for indexes.
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Updated
Nov 7, 2024 - Vue
Option data suite capable of pinpointing intra-day high/lows before they happen based on "Auction Market Theory" and delta weighted volume analysis of the 0 DTE option chain for indexes.
What is Gamma Exposure (GEX) and how to compute it — theory, math, and Python code for dealer hedging, gamma regimes, and options exposure analysis
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