market-structure
options-market-structure-daily
US Options Market Structure — Daily Snapshots
Daily snapshots of options market structure for large-cap US stocks and ETFs — the same numbers shown in the free SIGNUM HQ app:
Max pain — the strike where total option-holder value is minimized at expiration
Net GEX — net dealer gamma exposure (sign shows whether dealers are net long or short gamma)
Gamma flip — the spot level where net GEX changes sign
Call wall / put floor — strikes with the largest call / put open interest… See the full description on the dataset page: https://huggingface.co/datasets/eunhoon/options-market-structure-daily.Market_Structures_Texts