Gir

Gir runs in the Traderade Discord. It reads the option chain, works out the exposure behind it and answers with a chart rather than a wall of text: more than seventy commands, from the gamma profile to the week's Treasury auctions.

Exposure, by strike

Dealer gamma and delta exposure as charts with a level summary, and the gamma flip marked when it is in range: !gamma, !dex, and !gamma0 for the contracts expiring today.

Walls, levels and the heatmap

The call wall, the put wall and the gamma flip as step lines through the session, exposure across strikes and time, and open interest and volume by strike: !levels, !heatmap, !oi, !vopt.

The live flow feed

The most active options on the SPX chain, translated to ES levels and posted to #flow every two minutes. An alert fires when the flow's target changes - the side carrying at least 30% more volume - and #flow-alerts carries the alerts alone. Every post closes with the gamma regime: net exposure, the put/call open-interest ratio, and how far the flip sits from spot.

Expected move, probability and skew

What the chain is pricing: the move implied by the at-the-money straddle across expirations, the distribution implied by the prices themselves beside a lognormal one, and the volatility skew by strike: !expected, !prob, !skew.

The market calendar

Economic events, expirations, earnings above $10B and Treasury auctions, on demand with !calendar or as the whole week with !calendar weekly. The digest posts to #calendar at 04:00 ET every day except Saturday.

Screening the index

All 503 S&P 500 constituents as a sector-grouped heatmap in one call, the most shorted names, options activity ranked by volume against open interest, and momentum, squeeze and value screens: !spxmap, !shorted, !unusual, !momo, !squeeze, !value.

Breadth, sentiment and macro

AAII and NAAIM positioning, equal-weight breadth, new highs against new lows, McClellan oscillators, put/call ratios and the volatility charts: !aaii, !naaim, !breadth, !vix, !move, !tnx, !cot.

Charts and level sets

Candlesticks, Bollinger bands, Ichimoku clouds and point-and-figure, daily or weekly, plus the key level sets and the volume-profile pivots: !chart, !bb, !cloud, !pf, !es, !spx, !pivots ES.

Its history is its own. The charts read a collector that samples the SPX option chain every minute through the session, because CBOE publishes no intraday option history - the series had to be gathered rather than bought.

Join the Discord, get Gir

Gir is exclusive to members: more than seventy commands, the live flow feed and the market calendar, running alongside the live futures streams and the in-house indicators.