G|Flows, or Greek Flows, provides 15-minute updates for the SPX, NDX, and RUT indexes every Monday-Friday from 9:00am-4:30pm ET.
- Delta, gamma, vanna, and charm exposure for stocks/indexes
- Implied volatility (IV) average
- All expirations
- Current month
- Current monthly OPEX
- 0DTE, if available, otherwise the closest expiration
- Need a refresh? View the meaning behind each greek and how their flows can be interpreted
This application is compatible with Python versions >=3.9
For an isolated package installation, create and activate a virtual environment:
# Create venv
$ python -m venv venvActivation:
-
Linux/Mac:
$ source venv/bin/activate -
Windows:
# Command Prompt $ venv\Scripts\activate.bat # PowerShell $ venv\Scripts\Activate.ps1
$ pip install -r requirements.txtCreate a .env file in the project's working directory to configure the app, otherwise the app will use default values:
# For downloading options data. If not set, the app defaults to a CBOE API — see ticker_dwn for info
API_URL=YOURAPIURL
# Auto-respond to prompt 'Download recent data? (y/n)'. If not set, user input is requested
AUTO_RESPONSE=y
# Default. Choose tickers from https://finance.yahoo.com/lookup (excluding futures)
TICKERS=^SPX,^NDX,^RUTapp.py:
G|Flows uses a scheduler to periodically redownload options data. To disable it, comment out this code
"""
# schedule when to redownload data
sched = BackgroundScheduler(daemon=True)
sched.add_job(
sensor,
combining.OrTrigger(
[
cron.CronTrigger.from_crontab(
"0,15,30,45 9-15 * * 0-4", timezone=timezone("America/New_York")
),
cron.CronTrigger.from_crontab(
"0,15,30 16 * * 0-4", timezone=timezone("America/New_York")
),
]
),
)
sched.add_job(
check_for_retry,
combining.OrTrigger(
[
cron.CronTrigger(
day_of_week="0-4",
hour="9-15",
second="*/5",
timezone=timezone("America/New_York"),
),
cron.CronTrigger(
day_of_week="0-4",
hour="16",
minute="0-30",
second="*/5",
timezone=timezone("America/New_York"),
),
] # during the specified times, check every 5 seconds for a retry condition
),
)
sched.start()
"""To analyze CSV data, change the is_json value to False within the analyze_data function
def analyze_data(ticker, expir):
# Analyze stored data of specified ticker and expiry
# defaults: json format, timezone 'America/New_York'
result = get_options_data(
ticker,
expir,
is_json=True, # False for CSV
tz="America/New_York",
)
...For manual updates, CSV-formatted options data can be downloaded here then placed in the data/csv directory
Upon completion, run the Dash app (available at http://localhost:8050):
$ python app.py