Greek Exposure

The Derivatives section of this library provides tools to help you analyze financial derivatives, such as options. Derivatives derive their value from underlying assets, like stocks, and are widely used for risk management, hedging, and speculative trading.

In this section, you will find the necessary tools to calculate and visualize critical metrics related to option chains. These tools are designed to be highly configurable and easy to integrate with your trading strategies and analytics pipelines.

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Available Classes and Tools:

• GammaExposure(): A powerful tool to calculate and visualize gamma exposure, a key risk metric for options traders. Gamma exposure measures how sensitive the delta (price sensitivity to the underlying asset) is to changes in the price of the underlying stock.

  The GammaExposure class allows you to:

  • Fetch option chains from various data providers.

  • Calculate net gamma exposure per strike.

  • Plot gamma exposure using customizable bar charts.

  Learn more about using GammaExposure →

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Key Features of the Derivative Tools:

• Seamless integration with data providers like Schwab API.

• Customizable bar chart visualization for gamma exposure with color coding for positive and negative exposure or value.

• Easy to use.