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Date/Time: Sat, 13 Jun 2026 09:20:49 +0000

Post From: Sierra Chart ES June 2026 future with GAmma and Delta Exposure

[2026-06-06 22:44:57] Link To Thread - Link To Post [Go To First Post]
User293951 - Posts: 27
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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