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, in dollar delta per +1 implied-volatility point. Like GEX it counts calls positive and puts negative (open interest does not reveal who holds them), and because open interest tends to sit in calls above spot and in puts below it, net VEX is nearly always positive under that convention: its size and strike location say more than its sign. Both snapshot tools also return call_vex_billions and put_vex_billions, the signed call and put halves that sum to it, so an agent can apply a different ownership assumption. 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 with its call and put halves, 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.

Options are valued at the snapshot's own capture time (snapshot_timestamp_utc), the same clock the visualizer and the stored history use, so the same snapshot always returns the same numbers. net_spot_gex_billions and net_vex_billions carry 2 decimals at 1 billion or more and 4 below, so a small name does not read 0. A repeat call on the same snapshot reuses the computed result and comes back much faster, flagged compute_cache_hit: true; that is separate from cache_hit (the option-chain data cache), and neither one means stale. SPX's chain refreshes about every 60 seconds during market hours, so the reuse only happens within one snapshot; slower-refreshing tickers benefit more. Every call still counts against the rate limit.

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.

levels is the cheap way to find the strikes that matter, so try it before by_strike or by_dte. For GEX on the whole book it gives the anchor (the strike with the largest net exposure by absolute value, positive or negative), the largest strike above and below spot within levels_range_pct of spot (1, 2, 4 or 8; default 2; largest by absolute value, so it can be a negative strike, with the sign kept in value), hurdles (strikes between spot and the anchor whose absolute net exposure is at least 40% of the anchor's) and thin zones. It adds the same anchor, above/below and hurdles for today's 0DTE expiration alone (null when there is none), the VEX anchor and above/below, and the largest strike in each of up to ten expirations. Values are in USD billions.

A thin zone is thin relative to the book's largest strikes, not empty: a stretch between two strikes that each carry at least 25% of the call-plus-put (gross) exposure at the book's third-largest strike, with no strike in between reaching that, at least max(0.75% of spot, 4 strike steps) wide. thin_zone_min_gross, in levels.gex.all, gives that threshold in USD billions. Measuring against the third-largest strike, rather than the anchor, keeps it steady when one strike dominates, such as an expiration-day pin. A strike inside a thin zone can still carry billions; it is only small next to the book's largest strikes. Zone edges often land on round strikes, because open interest clusters there.

Levels are descriptive: they say where exposure sits in the snapshot, never where price will go, so never present one as a target or a prediction.

overlays mirrors the heatmap's overlays. For each listed expiration it gives the expected move the options market prices for that date (spot plus or minus one standard deviation, from at-the-money implied volatility and the time to that date's settlement; AM-settled index monthlies settle at 9:30 ET), the date's largest strike, and its exposure center for GEX and VEX (the exposure-weighted average strike within 2% of spot). changes mirrors the heatmap's % change: it compares the snapshot with a stored capture chosen by compare_to — 15m (default, the capture 10 to 45 minutes earlier), open (today's first capture within 30 minutes of the 9:30 ET open) or close (the previous session's last capture) — and returns per-expiration totals plus the cells and strikes that moved most, each with its change in size (up, down, flip for a sign change, or new). Open interest updates overnight, so intraday changes reflect price and time, not new positions. Captures for changes are stored for SPX, SPY and QQQ and kept 10 days. Both are descriptive, never forecasts.

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.

Each row's levels is trimmed on purpose and carries exactly: range_pct and range; gex.all (anchor, largest_above, largest_below, hurdles, thin_zones, thin_zone_min_gross); gex.0dte (expiry, anchor, largest_above, largest_below, hurdles, or null); vex.all (anchor, largest_above, largest_below); vex.0dte (expiry, anchor, largest_above, largest_below, or null). Spot and zero-gamma are the row's own fields and are not repeated, and the per-expiration list is live-only. thin_zone_min_gross appears only on rows stored after it was added.

Levels exist only for snapshots captured after the Trade The Trigger tools update that began storing them (v1.4.93); the first such row is 2026-10-02 18:32 UTC. They cannot be rebuilt for earlier snapshots, including earlier ones on 2026-10-02, so those rows return levels: null.

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. A multi-leg structure can't reuse a contract the account already holds on the same side; it's refused, because closing the strategy later would also close that held contract. 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, in one atomic order; a group close is refused, closing nothing, if a leg changed since positions were last read. 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 by view, front expiries, drift since the session's first stored snapshot, and the written narrative. This is a stored document, not a live recompute — for a computed snapshot use get_gex_snapshot_live. Optional date, ticker (default SPX) and session.

There are up to two outlooks per trading day: the midday outlook (about 10:00 AM CT) and the afternoon “into the close” update (about 1:30 PM CT) that follows up on it. Each is its own document, labelled session (midday or afternoon) with its own published_at. By default both come back: the top-level fields are the most recent session, sessions_published lists what exists, and earlier_sessions carries the earlier one in full. Before the afternoon update posts, a midday-only day is complete, not missing. Pass session to fetch just one: only that document comes back, but sessions_published still lists every session the day has, and a session that has not posted yet (afternoon before about 1:30 PM CT) is a normal not-found result (found: false) for that day, not an error.

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.