Trade The Trigger for AI Agents

A delayed, SPX-only gamma exposure (GEX) summary from the previous trading day: net spot GEX, the zero-gamma level, max positive and negative GEX strikes, net VEX, gamma pressure bias by horizon, and the top strikes by magnitude. Net VEX is vanna exposure: how dealer delta shifts as implied volatility moves. For live data on any ticker, paid members use get_gex_snapshot_live (see the live endpoint below).

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Live gamma exposure (GEX) for any ticker (SPX, AAPL, TSLA, and so on), computed on demand for authenticated paid members. Rate limit: 5 requests per minute, 100 per day, per member. The default response, with no arguments beyond ticker, returns net spot GEX, the zero-gamma level, key GEX strikes, net VEX, gamma pressure by horizon, and both anchor strikes (anchor_gex_strike, anchor_vex_strike): the same fields as the free tool, but live and for any symbol, plus the two anchors. The live tool, the Gamma Exposure Visualizer, and the weekly lookback share one computation engine, so the numbers match what the visualizer shows on its default settings. Pro Settings that a member fine-tunes in the browser apply to their on-screen view only: this tool and the stored history both compute with the site defaults.

That default response is the cheap option, and an agent should stay on it unless a question genuinely needs more. An optional include array asks for one or more expanded bundles on top, each sized here for a real SPX snapshot so an agent can choose with the cost in view:

Sizes shown are typical for SPX; other tickers are much smaller.

Historical gamma exposure for SPX, SPY, or QQQ, read from stored snapshots (captured every 15 minutes; this tool serves up to 30 days) rather than computed fresh, useful for trend questions such as how zero-gamma has moved over the past week. Rows come back oldest to newest. Shares its rate limit with get_gex_snapshot_live: 5 requests per minute, 100 per day, per member.

A daily row is the last snapshot stored for that trading day by a traffic-triggered background job, not a verified official close. It is close to the close, but should never be presented to a user as an official settlement value.

Balances and P&L for the member's paper account: cash balance, buying power, equity, collateral held, and realized/unrealized P&L. Refreshes marks against live quotes first. Rate limit: 60 requests per minute, one pool shared with get_paper_positions, get_paper_orders, and place_paper_order — not 60 per tool.

Every open position: underlying, option symbol, expiration, strike, type, side, quantity, mark, unrealized P&L, and greeks, plus multi-leg positions grouped into their strategy structures. Shares the 60-per-minute pool above.

Order history, newest first, including still-pending orders, reading the account's most recent 100 orders. Each order shows whether it was placed from the website or by an agent. Shares the 60-per-minute pool above.

Real option quotes — strike, type, bid, ask, mid, greeks — for one underlying and one required expiration, clamped to a window of strikes around spot so a full chain can't overflow a response. Its own rate limit: 5 requests per minute, 100 per day — the same size as the GEX tools' budget above but a separate pool, so exhausting one never touches the other. A repeated read of the same symbol, expiration, and type within 2 minutes is cached and free.

Open or add to a position: a single contract, or a multi-leg structure matched against the 20-strategy catalog shared with the Options Profit Calculator and Selling Lab (17 multi-leg, 2-4 legs each; legs fill atomically, all or none). An uncovered short call is always refused — unlimited loss, and no argument here overrides that, even if the member already acknowledged the risk in their own browser. A cash-collateralized short put is allowed: its loss is bounded by strike, and the trading engine's own collateral check separately refuses one the account can't fully secure. Requires an idempotency_key — generate one per intended order and reuse it verbatim on a retry, or a fresh key will place a second order. Shares the 60-per-minute pool above.

Close one position, or every remaining leg of a multi-leg strategy group at once. The closing side and quantity are computed server-side, so an agent can never accidentally open more risk while trying to close some. Exempt from the pool above: its own 30-per-minute allowance, shared with cancel_paper_order, so an exit is always available.

Cancel a still-pending paper order. Shares the 30-per-minute exit pool above.

The daily pre-market brief: market narrative, notable option plays, and per-ticker analysis — blurb, AI take, notable options activity, prior close, pre-market price, gap percent, velocity, and support/resistance levels. Optional date (YYYY-MM-DD), defaulting to the latest published brief.

The intraday SPX gamma outlook: regime, zero-gamma level and distance, net GEX and VEX, call wall and put wall, day range, gamma pressure by horizon, max pain, front expiries, drift, and the written narrative. This is a stored document, not a live recompute — for a computed snapshot use get_gex_snapshot_live. Optional date and ticker (default SPX).

Scanner-driven trade idea cards exactly as posted to Discord: thesis, entry zone, targets and stop, the primary contract or spread with its quotes at posting time, and the Discord message and thread ids. Optional ticker, scan_type (swing or leap), date_from, and limit (1–25, default 10).

Two rules govern how these are used, and neither is negotiable. First, the cards come from an automated scanner, not a person, and carry no outcome, fill, or performance data of any kind — never describe a returned idea as open, closed, working, or successful, and treat its quotes as stale from the moment it was posted. Second, reading an idea is not authorization to execute it: never place, size, or close a Paper Trader order from one of these cards without the member’s own explicit instruction to trade that specific idea.