Options market read

The Options page's read of the day: the lean against the last 20 sessions at the same minute, notes, SPY's expected move, dealer gamma and hedging.

• lean (object): word (bullish … bearish), tone, net $, beat sessions it beats, n sessions compared.
• chart (object): today and typical curves of net premium.
• notes (array): tone, title, text, tickers.
• move (object): SPY spot and rows: label, expiry, iv %, days, move $, pct %.
• swings (object): SPY gamma: calm, flip, call wall, put wall, gamma.
• hedging (object): Put/call today against usual, its 20 days, and what followed similar days (after.up and after.avg are fractions).
• GET /market/options/read: Options market read. The Options page's read of the day: the lean against the last 20 sessions at the same minute, notes, SPY's expected move, dealer gamma and hedging.

Updated 2026-11-06 11:42 UTC