Skip to main content Module chain_analytics Copy item path Source OIZones OI concentration zones (Support and Resistance). atm_straddle ATM Straddle analytics.
Returns (atm_strike, straddle_premium, implied_move_pct). chain_pcr Chain-level Put-Call Ratio (PCR).
Returns total PE_OI / total CE_OI. gex_flip_strike GEX Flip Strike.
Returns the strike price where the cumulative Net GEX changes sign. gex_per_strike Gamma Exposure (GEX) per strike.
Returns a Vec of (ce_gex, pe_gex, net_gex) per strike.
CE GEX = OI * Gamma * Spot * LotSize * 0.01
PE GEX = OI * Gamma * Spot * LotSize * -0.01 max_pain Max Pain strike calculation.
Returns the strike price where the total loss to option buyers is minimized. oi_zones strike_pcr Per-strike Put-Call Ratio (PCR).
Returns Vec of PE_OI / CE_OI for each strike. synthetic_futures Synthetic Futures calculation per strike.
Future Price = CE_LTP - PE_LTP + Strike