gamma-wall 0.1.1

Gamma Exposure analytics for Nubra option-chain snapshots

gamma-wall

Gamma Exposure (GEX) analytics for Nubra option-chain snapshots.

This package works like nubra_talib: install it, import a function, pass the Nubra SDK output, and print the analytics. It does not require JSON files, Streamlit, React, or any frontend.

Install

python -m pip install gamma-wall

For prettier terminal tables:

python -m pip install "gamma-wall[table]"

Minimal Usage

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 these fields from the Nubra SDK response:

• result.chain.current_price
• result.chain.ce
• result.chain.pe
• strike_price
• open_interest
• gamma
• iv
• last_traded_price

If you want to override the spot price:

print_gex(result, symbol="NIFTY", spot_price=24512)

What It Prints

• Top gamma walls 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
• Decision levels summary

Formula

GEX = gamma * OI * spot_price^2

Put GEX is signed negative:

net_gex = call_gex + put_gex

Python API

from gamma_wall import calculate_gex, aggregate_by_strike, summarize_gex, print_gex

print_gex() returns the aggregated strike-level DataFrame if you want to use it further:

levels = print_gex(result, symbol="NIFTY")
summary = summarize_gex(levels)

Build For PyPI

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