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Gamma Exposure
PythonFlaskReactTypeScriptyFinance
About
Gamma Exposure is a quantitative analytics tool that reveals how option dealer hedging shapes market dynamics. By pulling live option chain data with yFinance, the backend computes Black–Scholes gamma for each contract and scales it by open interest and spot price to derive Gamma Exposure (GEX) at every strike. Positive GEX (calls) highlights stabilizing zones where price tends to pin, while negative GEX (puts) marks volatile zones where moves can accelerate. The backend aggregates and serves this data through a Flask API, delivering JSON summaries of key levels such as flip points and gamma walls. The React/TypeScript frontend transforms this into interactive charts where traders can identify support/resistance, volatility regimes, and export insights. This system turns raw market data into a visual map of hidden liquidity forces that drive intraday behavior.
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