KB / signal
SPY gamma sentiment
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app/signals/config/signal_definitions.jsonbyscripts/build_signals_kb.py. Edit the registry entry and re-run the script — do not edit this file directly.
SPY gamma sentiment
What it is
SPY gamma sentiment — registry key spy_gex_sent.
Per-ticker gamma×OI sentiment for SPY equity board (Law 3 ‘γ-Sent’ metric).
Source
Source module: market
Data source: live_only
Fetched directly from app/sources/market.py; see source code for the upstream API call and any provider-specific handling.
How it’s computed
γ-Sent (Gamma Skew) sentiment label for SPY: sign-weighted sum of gamma × OI across the Schwab option chain. Distinct from gex (which is SqueezMetrics dealer-gamma in $B); γ-Sent is the per-ticker proxy used for the equity-board sentiment column. See app/sources/market.py GEX_Sentiment computation.
Where it surfaces
- API field:
signals.spy_gex_sentonGET /api/v1/signals/latest - Surface:
daily_signalsrow (daily-cadence persistence)
Health-score / alignment role
Data carrier — no implication, no health-score contribution.
Persisted for downstream consumers (sparklines, base-rate matcher, calibration substrate) but does not classify into BULLISH / NEUTRAL / BEARISH and does not contribute to the 0-100 health score.
Release cadence
- Publishes:
intraday
See also
- /kb/api/get-signals-latest — API endpoint that serves this field.