Support Board
Date/Time: Sat, 13 Jun 2026 07:33:18 +0000
Sierra Chart ES June 2026 future with GAmma and Delta Exposure
View Count: 555
| [2026-06-03 19:23:37] |
| User293951 - Posts: 27 |
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Sierra Chart is the best platform on earth. Its capabilities in calculations and display are unparalleled. Whatever I had into my mind, was finally done. Today I finished the study I have been working on for quite some time. This is the live Gamma Exposure and Delta Exposure in the options market, 0DTE expiration, 15+15 strike prices above and below the current spot price. The portrayal of the levels is unbelievable. Today I made my first trade based exclusively on this study. I found the bottom between 7561 and 7566. That was 7550-7555 actual put wall translated to the price of ES. Classic Put wall reversal. The price never looked back! The levels that appear on the chart are translated from the actual ones by shifting equally to the difference of the current ES value and the current SPX value. All in real time, refreshing every 15 seconds. |
 Amazing.png / V - Attached On 2026-06-03 19:21:43 UTC - Size: 93.98 KB - 80 views |
| [2026-06-05 07:45:40] |
| Harb - Posts: 1 |
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How do I get this study? I am also looking to use Gamma levels and have searched for one in Sierra, but can't find any. Also, how accurate are the levels/ Thanks
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| [2026-06-05 20:31:45] |
| User293951 - Posts: 27 |
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Hello! They are extremely accurate. Actually the oprions are traded at CBOE. I focus on 4 main options chains: SPX, SPY, NDX and QQQ I have the OPRA data stream coming from my provider. I work on the API, download this data and refresh every 10-15sec. I am adjusting the price of SPX, SPY, NDX and QQQ strikes so as to get interpreted on the chart of ES and NQ futures. Everything is done automatically. After the introduction of all this into my trading, I can now foresee and expect where the dealers hedge their positions, so I can easily focus on the order flow and see their transactions at the previously calculated levels. Practically it is what the HIRO chart from SpotGamma shows but in much better fashion, much better detail. I am trading the futures and at the same time I have the hedge map of the dealers in front of me, real time. No other machine can do this miracle. The platform is truly amazing. |
| [2026-06-06 15:29:09] |
| Anders Dybdahl - Posts: 24 |
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Possible to access this study? Regards Anders
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| [2026-06-06 22:44:57] |
| User293951 - Posts: 27 |
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Hello! The study itself is useless unless you have real time data feed from the options market. Do you have subscription for data? You need to be running an API for the provider of the data feed. This data is not free and sometimes it can be expensive. One of the best providers is https://quantdata.us/api The collection of the data is of paramount importance and this is where the game is played. The study comes second. I have upgraded the study and now I can have in front of me the following: - Gamma Exposure (calls vs puts, net exposure, absolute exposure) - Delta Exposure (calls vs puts, net exposure, absolute exposure) - Vanna Exposure - Charm Exposure All with different colorful profiles, placed dynamically inside the chart. I have build the studies for ES and NQ, next comes for RTY and YM futures. Inside the same chart I can have the values for SPX and SPY, activate one of them or both. For ES I pay more attention to 0DTE SPX options while for NQ more to 0DTE QQQ Options. If a monthly expiration comes, the day before I combine both 0DTE and 1DTE. Date Time Of Last Edit: 2026-06-06 22:45:43
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| GEX DEX.png / V - Attached On 2026-06-06 22:44:48 UTC - Size: 137.24 KB - 46 views |
| [2026-06-07 12:38:46] |
| Anders Dybdahl - Posts: 24 |
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Thanks for you reply, I need to better my knowledge on this topic, I also see that QuantData has it's own platform it seems. Regards Anders |
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