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View the exposures of four option greeks—delta, gamma, vanna, and charm—for three major stock indexes

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G|Flows

G|Flows, or Greek Flows, provides 30-minute updates every Monday-Friday from 9:00am-4:30pm ET.

Features:

  • Measure delta, gamma, vanna, and charm exposure for the SPX, NDX, and RUT indexes using CBOE data (delayed 15min)
  • Choose between data for the current month (including 0DTE, monthly opex) or all expirations
  • Need a refresh? View what the four available greeks mean and how they can be interpreted

Setup

Install the app's required packages:

$ pip install -r requirements.txt

(Recommended) To keep the package installation local/within a virtual environment, run these before the pip command:

$ python -m venv venv
$ source venv/bin/activate

Options data for your preferred ticker can be downloaded here to manually update files in the data directory (which the calc module uses).

For automatic updates, the app's scheduler fetches compatible CSV data from an API. If you have one, provide its URL in a .env file:

API_URL=YOURAPIURL

Alternatively, you can disable this function by commenting out these lines in my_app.py:

# sched.add_job(sensor)
# sched.add_job(sensor, CronTrigger.from_crontab("0,30 13-20 * * 0-4", timezone=UTC))

Upon completion, run the Dash app (available at https://localhost:8050):

$ python my_app.py

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View the exposures of four option greeks—delta, gamma, vanna, and charm—for three major stock indexes

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