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/zero-dte-gamma

Estimate net dealer gamma exposure (GEX) for same-day-expiry (or nearest-expiry) SPY / SPX / QQQ / IWM options and identify gamma pins. Uses Black-Scholes gamma applied to reported open interest with a standard dealer positioning assumption (short customer calls, long customer

shell
$ npx -y skills add rgourley/quant-garage --skill zero-dte-gamma --agent claude-code

How it fires

How this skill gets triggered: by you, by Claude, or both.

  • Fires itselfAuto-invocation. Claude auto-loads it when your prompt matches the work.
  • You can call itInvoke it directly when you want it.
  • Slash command/zero-dte-gamma
How auto-invocation works

Context preview

The summary Claude sees to decide when to auto-load this skill.

Estimate net dealer gamma exposure (GEX) for same-day-expiry (or nearest-expiry) SPY / SPX / QQQ / IWM options and identify gamma pins. Uses Black-Scholes gamma applied to reported open interest with a standard dealer positioning assumption (short customer calls, long customer
Ships withquant-garage

Trade like a pro. Without the terminal. View the full landing page → Quant and equity research tools that run inside Claude, or behind your own UI.

Get the whole plugin, auto-invoked
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Python
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16d ago
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1mo ago
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Repo: rgourley/quant-garage

Other skills on quant-garage.