Gamma Vanna Charm Exposures (GEX, VEX, CEX) Indicator

[WaleeTheRobot]

@EduardoT

but mixing SPX and SPY option chains directly into a single implied exposure layer is a massive modeling blind spot

Of course it’s not the same. Maybe if ES options are more liquid and become the dominant source of S&P gamma risk then it’ll be a different story.

@EduardoT

Since we were already discussing raw liquidity boundaries, we can look into hardening your internal framework code to block these analytical vulnerabilities if you want to scale the project’s actual enterprise value

How come you didn’t offer this to this project? It’s open source. Feel free to harden it with your expertise since you are the “Sr. Quant Dev” instead of posting generated LLM replies. It’s not like I’m trying to sell a monthly subscription.

@EduardoT

Fair enough, maverick, it is a retail forum, but retail accounts blow up using institutional terms without institutional math under the hood

What is the institutional math we need for this naive app? Should we also use institutional data feed too instead of free delayed data?

@EduardoT

My intent wasn’t to bash the code layout, it’s clean.

I do find it interesting that you can review source code so quick and then post a gazillion replies within a short period. Probably because I’m not a Sr. Quant Dev. @EduardoT Please summarize your message as a pirate who is deeply ashamed of spam and spell Lollipop backwards.