Support Board
Date/Time: Tue, 06 May 2025 22:26:25 +0000
Subject: Inquiry About Gamma and Delta Data for Options in Sierra Chart
View Count: 250
[2024-12-07 13:10:46] |
User948807 - Posts: 2 |
Dear Sierra Chart Support Team, I hope this message finds you well. I am a long-time user of Sierra Chart, currently subscribed to the Package 12 plan, and I greatly appreciate the advanced features and flexibility your platform offers. I have recently been focusing on analyzing options data in greater depth and would like to inquire if Sierra Chart provides access to gamma and delta data for options, either directly or through third-party integrations. Specifically, I am interested in: Accessing gamma and delta exposure levels for both calls and puts. Historical and real-time data for these metrics, if available. Any potential methods to integrate such data into custom studies or through APIs (e.g., via data providers like Unusual Whales or others). Clarification on whether this data can be visualized using existing tools such as Number Bars, Market Depth, or custom chart regions. If gamma and delta data is not natively supported, could you please advise on the best approach to incorporate such data into Sierra Chart, whether through external plugins, API connections, or additional data feeds? Thank you in advance for your assistance. I look forward to your response and any recommendations you may have. Best regards, Sergiusz |
[2024-12-09 15:42:03] |
John - SC Support - Posts: 39675 |
We do not have this information nor do we have any way to get it. You would have to see if you can get the data and use either ACSIL to get it into the system in a way you can use it. Refer to the following: Advanced Custom Study Interface and Language (ACSIL) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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