Options Market Structure Daily
Derived options-positioning snapshots for 12 US large caps, one file per session. CC BY 4.0.
Each trading day this repository gets one JSON file named for the session date in US Eastern time, plus a small markdown table of the same numbers. The data describes where option open interest sits and how dealer gamma is distributed. It does not contain quotes and it is not investment advice.
Fields
| Field | Meaning |
|---|---|
| expiration | the expiration the levels refer to |
| spot | reference price at snapshot time, with the session it came from |
| maxPain | strike where total option-holder value is minimized at expiration |
| netGex | net dealer gamma exposure in USD per 1% move; positive means dealers are net long gamma |
| gammaFlip | spot level where net GEX changes sign |
| callWall | strike with the largest call open interest |
| putFloor | strike with the largest put open interest |
| pinZone | strike with the heaviest combined open interest |
| putCallRatio | put/call open-interest ratio |
Reading it honestly
None of these numbers predict direction. Max pain is a description of today's open-interest distribution, not a target. Net gamma tells you what kind of tape to expect, because it decides whether dealer hedging leans against moves or with them. Treat every level as belonging to one expiration, which is why the expiration ships inside every record.
Files
Browse the repository at github.com/myjr0629-hue/options-market-structure-daily. Raw JSON is served from raw.githubusercontent.com under the same path, one file per session date.
Where it comes from
The numbers are derived by SIGNUM HQ, a free US market app that computes these levels for its own screens. The same data is visible in the app, along with dark pool share and options flow, without an account. Comparable options-flow feeds in the US are sold at $50 to $99 a month.
Related dataset
US Congress Stock Trades — last 90 days, per ticker: stock trades disclosed by US senators and representatives under the STOCK Act, folded per ticker (buys, sells, estimated net flow, distinct members, reporting lag). CSV and JSON, CC BY 4.0.
FINRA Daily Short Sale Volume Ratio — 49 US large caps & ETFs, last 20 trading days: off-exchange short volume ÷ total volume from FINRA's public Reg SHO daily files, with each ticker's latest ratio against its own average. Not short interest. CSV, CC BY 4.0.