ES Daily Optimizer

Read-only ES option scanner using Databento data, covering ES daily expiries over the next 14 days with chain view, ranked setup suggestions, and a 10-point hourly P/L matrix through expiry.

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Checking Databento...

Gamma Dashboard

Most current Databento gamma estimate
Loading current ES gamma levels...
Requesting the latest cached gamma snapshot from the server.
Waiting...
ES Spot
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Underlying used in the gamma model
Nearest Gamma Flip
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Zero-crossing nearest current ES
Call Wall
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Highest call OI near spot
Put Wall
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Highest put OI near spot
Net Gamma
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Aggregated across loaded expiries
Latest OI Timestamp
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Most recent open-interest statistic used in the snapshot

Next 5 Trading-Day Gamma Flip

Expiry-by-expiry gamma flip path for the next five trading-day expiries.
Waiting for per-expiry gamma data...
Expiry gamma flip Call wall Put wall Current ES spot

Daily Expiry Gamma Numbers

Per-expiry gamma levels for the current recorded snapshot.
Expiry DTE Gamma Flip Call Wall Put Wall Net GEX Open Interest
No daily gamma rows yet.

Gamma Profile

Net gamma by underlying price bucket.
Price Net GEX State
No gamma profile yet.

Key Strikes

Largest positive and negative gamma concentrations by strike.
Bias Strike Net GEX Call OI Put OI
No strike summary yet.

ES Option Chain

Load an expiry to see nearby ES strikes.
Call Strike Put
No chain loaded yet.

Optimizer Candidates

Run the optimizer to rank candidate setups.
# Expiry Class Strategy Short Strike(s) Wing Width Entry Credit Max Loss / Margin Center P/L Credit/Width
No optimizer run yet.

Calendar Spread Scan

Loading recorded calendar spread scan...

Top Overall

Type Near Far Strikes Width Near Credit Far Debit Net Credit
No calendar scan loaded yet.

Top Calls

Near Far Strikes Width Net Credit
No call calendars loaded yet.

Top Puts

Near Far Strikes Width Net Credit
No put calendars loaded yet.

Selected Setup Details

Click a candidate row to see the exact option legs and sizes.
Side Type Strike Qty Entry Price Local Symbol
No setup selected yet.

Hourly 10-Point P/L Matrix

The best setup's hourly matrix will appear here.
Price
No matrix yet.