AI Gamma SPX Regime Status and Metrics por aigamma
Regime status, key levels, and volatility metrics from aigamma.com
Metadata de la extensión
Sobre esta extensión
AI Gamma SPX Regime Status and Metrics surfaces live SPX derivative metrics from aigamma.com in a 320-pixel popup and reflects the current dealer gamma regime on the toolbar icon at a glance. It is a companion surface to the full aigamma.com dashboard, intended for options traders, volatility analysts, and anyone tracking SPX derivatives positioning in real time.
Toolbar icon states:
- Green plus: POSITIVE gamma regime. Dealers are net long gamma. Market-maker delta-hedging flow is flow-dampening.
- Red minus: NEGATIVE gamma regime. Dealers are net short gamma. Market-maker delta-hedging flow is flow-amplifying.
- Neutral mark: outside US equity market hours or when the snapshot endpoint is unreachable.
Popup metrics:
- SPX Reference. SPX cash index reference price captured at the most recent intraday ingest instant.
- Distance from Risk Off. SPX Reference minus Vol Flip. Positive means dealers are long gamma (dampening). Negative means dealers are short gamma (amplifying).
- Vol Flip. Strike where the signed dealer gamma profile crosses zero. Above this level is the positive-gamma regime. Below is the negative-gamma regime.
- VRP. Volatility Risk Premium. 30-day constant-maturity IV minus 20-day Yang-Zhang realized volatility. End-of-day value; lags intraday spot by up to one trading day.
- IV Rank. Current 30-day constant-maturity IV percentile position in its trailing 252-trading-day window.
- Put Wall. Strike with the largest concentration of put-side open-interest gamma. Often acts as downside support.
- Call Wall. Strike with the largest concentration of call-side open-interest gamma. Often acts as upside resistance.
- ATM IV. At-the-money implied volatility on the nearest 30-DTE monthly SPX expiration, in annualized percent.
- P/C Volume. Total SPX put volume divided by total SPX call volume across all expirations for the session. Higher values indicate more defensive flow.
Update cadence:
The extension fetches a single JSON snapshot from https://aigamma.com/api/snapshot.json during US equity market hours, Monday through Friday 9:30 AM to 4:00 PM Eastern, with DST-aware scheduling. Outside market hours the background worker no-ops because the dealer positioning regime cannot change while the SPX options market is closed.
Permissions posture:
The extension declares only the alarms permission, used by the background service worker to schedule the periodic snapshot fetch. It does not declare host_permissions, tabs, activeTab, storage, cookies, scripting, or webRequest. It has no content scripts and cannot read or modify any web page the user visits. It collects no personal information, stores no data locally or remotely, and includes no third-party SDKs, no usage analytics or telemetry, and no advertising identifiers. The full privacy policy is available at https://aigamma.com/extension-privacy.
License and source:
Free and open source under the MIT license. Source code and issue tracker are at https://github.com/aigamma/aigamma.com.
Disclaimer:
All metrics displayed in this extension are derived quantitative statistics computed from SPX options market data. They are presented as mathematics. Interpretation, application, and any investment decisions made in connection with them are entirely the responsibility of the user. Neither this extension nor aigamma.com makes any claim, forecast, recommendation, or prediction about future market direction, price levels, volatility, or the profitability of any trading strategy. Nothing displayed here constitutes investment advice, a recommendation to buy or sell any security, or a representation that any depicted level, metric, or regime will persist or recur. The extension is provided for informational and educational purposes only. Past market behavior does not guarantee future market behavior. Users are solely responsible for their own due diligence and for consulting qualified financial, tax, or legal professionals regarding their individual circumstances.
Toolbar icon states:
- Green plus: POSITIVE gamma regime. Dealers are net long gamma. Market-maker delta-hedging flow is flow-dampening.
- Red minus: NEGATIVE gamma regime. Dealers are net short gamma. Market-maker delta-hedging flow is flow-amplifying.
- Neutral mark: outside US equity market hours or when the snapshot endpoint is unreachable.
Popup metrics:
- SPX Reference. SPX cash index reference price captured at the most recent intraday ingest instant.
- Distance from Risk Off. SPX Reference minus Vol Flip. Positive means dealers are long gamma (dampening). Negative means dealers are short gamma (amplifying).
- Vol Flip. Strike where the signed dealer gamma profile crosses zero. Above this level is the positive-gamma regime. Below is the negative-gamma regime.
- VRP. Volatility Risk Premium. 30-day constant-maturity IV minus 20-day Yang-Zhang realized volatility. End-of-day value; lags intraday spot by up to one trading day.
- IV Rank. Current 30-day constant-maturity IV percentile position in its trailing 252-trading-day window.
- Put Wall. Strike with the largest concentration of put-side open-interest gamma. Often acts as downside support.
- Call Wall. Strike with the largest concentration of call-side open-interest gamma. Often acts as upside resistance.
- ATM IV. At-the-money implied volatility on the nearest 30-DTE monthly SPX expiration, in annualized percent.
- P/C Volume. Total SPX put volume divided by total SPX call volume across all expirations for the session. Higher values indicate more defensive flow.
Update cadence:
The extension fetches a single JSON snapshot from https://aigamma.com/api/snapshot.json during US equity market hours, Monday through Friday 9:30 AM to 4:00 PM Eastern, with DST-aware scheduling. Outside market hours the background worker no-ops because the dealer positioning regime cannot change while the SPX options market is closed.
Permissions posture:
The extension declares only the alarms permission, used by the background service worker to schedule the periodic snapshot fetch. It does not declare host_permissions, tabs, activeTab, storage, cookies, scripting, or webRequest. It has no content scripts and cannot read or modify any web page the user visits. It collects no personal information, stores no data locally or remotely, and includes no third-party SDKs, no usage analytics or telemetry, and no advertising identifiers. The full privacy policy is available at https://aigamma.com/extension-privacy.
License and source:
Free and open source under the MIT license. Source code and issue tracker are at https://github.com/aigamma/aigamma.com.
Disclaimer:
All metrics displayed in this extension are derived quantitative statistics computed from SPX options market data. They are presented as mathematics. Interpretation, application, and any investment decisions made in connection with them are entirely the responsibility of the user. Neither this extension nor aigamma.com makes any claim, forecast, recommendation, or prediction about future market direction, price levels, volatility, or the profitability of any trading strategy. Nothing displayed here constitutes investment advice, a recommendation to buy or sell any security, or a representation that any depicted level, metric, or regime will persist or recur. The extension is provided for informational and educational purposes only. Past market behavior does not guarantee future market behavior. Users are solely responsible for their own due diligence and for consulting qualified financial, tax, or legal professionals regarding their individual circumstances.
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Más información
- Enlaces del complemento
- Versión
- 1.1.0
- Tamaño
- 36,99 KB
- Última actualización
- hace 4 días (21 de abr. de 2026)
- Categorías relacionadas
- Licencia
- MIT License
- Política de privacidad
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