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strikemetrics

Option-chain positioning analytics (gamma exposure, max pain, strike walls, put/call ratios) with no dependencies.

  • preparing release
  • v0.0.4
  • Python
  • Python 3.12+
  • MIT
Source published at release

Hand it plain chain rows from any source and get typed results back. The package never fetches data.

gex = compute_gex(rows, spot)
gex.call_wall          # largest positive-GEX strike
pain = compute_max_pain(rows)
pain.max_pain_strike   # buyers' worst-case settlement price
  • Unknown is never zero. Missing greeks or open interest stay None; rows are skipped or flagged rather than zero-filled into a biased total.
  • Floats by design. These are positioning analytics, not accounting. For exact cash figures, see optionstruct.