Live GEX Shift
Simulation-aware intraday flow vs settled morning-broadcast positioning.
Percentage change between the morning-broadcast settled gamma exposure and the simulator-aware live gamma exposure. Live GEX uses an effective open-interest estimate that adds the simulator's read on intraday flow to the official OI baseline.
flow_direction in { no_flow, neutral, amplifying, dampening, regime_flip }
Simulator confidence = 0.43 (per-trade weight on side-classified buy/sell volume).
- amplifying: same-sign as settled, magnitude grew - regime reinforcing
- dampening: same-sign, magnitude shrank - positions resolving
- regime_flip: sign change from settled - momentum risk
- neutral / no_flow: below the 5% threshold or simulator quiet
API Reference
Why Live GEX Shift Matters for Trading
The morning-broadcast GEX is stable but stale. Live GEX shift quantifies whether today's flow has built up additional dealer exposure (amplifying), unwound positions (dampening), or flipped the sign of the regime entirely. Use it at the Mid slot when intraday flow has had time to accumulate.
How to read the shift
- Same-sign as settled
- Magnitude growing
- Regime reinforcing
- Range plays favored
- Same-sign but shrinking
- Positions resolving
- Late-day risk of regime end
- Wait for confirmation
- Sign change vs settled
- Momentum risk
- Short vol turns hostile
- Trend trades favored
Rules of thumb
- Mid-slot signal. Open is too early (no flow yet); Close is too late (positions already resolved). Read this most at lunch.
- Pair with live gamma flip. A shift and a flip movement together is the strongest intraday regime signal.
- Confidence weight is 0.43. Not every classified buy or sell is treated as a new position; the simulator is calibrated conservative.
- Regime flip is rare and serious. Live sign change vs settled is the highest-conviction intraday signal in the bundle.
Related Concepts
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