gamma-wall 0.1.0

Standalone Gamma Exposure CLI for FnO option chain JSON

gamma-wall

Standalone Python tool for calculating Gamma Exposure (GEX) from option-chain snapshots.

This tool does not use Streamlit, React, or any frontend. The package core does not require the Nubra SDK; users can pass either a Nubra SDK option_chain() result object or raw option-chain data.

Install

pip install gamma-wall

For URL loading and prettier tables:

pip install "gamma-wall[all]"

Run

Local JSON:

python gamma_wall.py --symbol NIFTY --expiry 2026-05-28 --spot 24512 --json-file examples/nifty_option_chain.json

After package install:

gamma-wall --symbol NIFTY --expiry 2026-05-28 --spot 24512 --json-file examples/nifty_option_chain.json

Multiple symbols:

gamma-wall --symbol NIFTY,BANKNIFTY --expiry 2026-05-28 --spot NIFTY=24512,BANKNIFTY=53200 --json-file "data/{symbol}.json"

URL input:

gamma-wall --symbol NIFTY --expiry 2026-05-28 --spot 24512 --url "https://example.com/option-chain/{symbol}?expiry={expiry}"

Python Usage

Offline JSON example:

python examples/quickstart.py

Minimal Nubra snapshot integration:

from nubra_python_sdk.marketdata.market_data import MarketData
from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv

from gamma_wall import print_gex

nubra = InitNubraSdk(NubraEnv.UAT, env_creds=True)
market_data = MarketData(nubra)

result = market_data.option_chain("NIFTY", exchange="NSE")
print_gex(result, symbol="NIFTY")

print_gex() reads result.chain.current_price, result.chain.ce, and result.chain.pe from the Nubra SDK response. If you want to override spot manually, pass spot_price=24512.

For local editable development:

python -m pip install -e .

Live Nubra SDK example:

python nubra_live_gex.py

The live script is standalone and can be opened directly in IDLE. Edit the constants at the top:

SYMBOL = "NIFTY"
EXCHANGE = "NSE"
EXPIRY = ""
SPOT_PRICE = None

If SPOT_PRICE is None, the script asks for the current spot price when it runs. It does not use spot fallback inference.

The live script imports Nubra SDK, fetches:

result = market_data.option_chain("NIFTY", exchange="NSE")

Then feeds result directly into its local GEX functions:

gex_df = calculate_gex(result, spot_price)
aggregated = aggregate_by_strike(gex_df)
print_report(...)

Expected JSON

The script supports flat contract rows:

[
  {
    "strike": 24500,
    "option_type": "CE",
    "gamma": 0.00035,
    "oi": 700000,
    "ltp": 180.5,
    "iv": 13.2
  }
]

It also handles common option-chain wrappers such as data, option_chain, records, contracts, and strike rows with nested CE / PE objects.

Calculation

GEX = gamma * OI * spot_price^2

Put GEX is multiplied by -1.

Net GEX per strike:

net_gex = call_gex + put_gex

Output

The report includes:

• Top gamma walls sorted by absolute net gamma
• Strongest positive gamma wall
• Strongest negative gamma wall
• Gamma flip zone
• Dealer positioning bias
• Total market gamma
• Top 5 call walls
• Top 5 put walls

Build for PyPI

python -m pip install --upgrade build twine
python -m build
python -m twine upload dist/*