add gex/dex
This commit is contained in:
MuslemRahimi
parent
522c300175
commit
238d53beba
@ -37,19 +37,17 @@
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if (title === "Gamma") {
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return {
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...item,
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net_gamma: (item?.call_gamma || 0) + (item?.put_gamma || 0),
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put_call_ratio:
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item?.call_gamma > 0
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? Math.abs((item?.put_gamma || 0) / item?.call_gamma)
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putCallRatio:
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item?.call_gex > 0
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? Math.abs((item?.put_gex || 0) / item?.call_gex)
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: null,
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};
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} else {
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return {
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...item,
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net_delta: (item?.call_delta || 0) + (item?.put_delta || 0),
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put_call_ratio:
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item?.call_delta > 0
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? Math.abs((item?.put_delta || 0) / item?.call_delta)
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putCallRatio:
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item?.call_dex > 0
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? Math.abs((item?.put_dex || 0) / item?.call_dex)
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: null,
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};
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}
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@ -98,7 +96,7 @@
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// Extract the dates and gamma values from the filtered data
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const dateList = filteredData?.map((item) => item.date);
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const dataList = filteredData?.map((item) =>
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title === "Gamma" ? item.net_gamma : item.net_delta,
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title === "Gamma" ? item.netGex : item.netDex,
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);
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const priceList = filteredData?.map((item) => item.price);
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@ -106,9 +104,11 @@
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}
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function plotData() {
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const data = rawData?.sort((a, b) => new Date(a?.date) - new Date(b?.date));
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const history = data?.getData?.sort(
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(a, b) => new Date(a?.date) - new Date(b?.date),
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);
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const { dateList, dataList, priceList } = filterDataByPeriod(
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data,
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history,
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timePeriod,
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);
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const options = {
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@ -267,34 +267,34 @@
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title === "Gamma"
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? [
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{ key: "date", label: "Date", align: "left" },
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{ key: "call_gamma", label: "Call GEX", align: "right" },
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{ key: "put_gamma", label: "Put GEX", align: "right" },
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{ key: "net_gamma", label: "Net GEX", align: "right" },
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{ key: "put_call_ratio", label: "P/C GEX", align: "right" },
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{ key: "call_gex", label: "Call GEX", align: "right" },
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{ key: "put_gex", label: "Put GEX", align: "right" },
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{ key: "netGex", label: "Net GEX", align: "right" },
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{ key: "putCallRatio", label: "P/C GEX", align: "right" },
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]
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: [
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{ key: "date", label: "Date", align: "left" },
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{ key: "call_delta", label: "Call Delta", align: "right" },
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{ key: "put_delta", label: "Put Delta", align: "right" },
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{ key: "net_delta", label: "Net Delta", align: "right" },
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{ key: "put_call_ratio", label: "P/C Delta", align: "right" },
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{ key: "call_dex", label: "Call Delta", align: "right" },
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{ key: "put_dex", label: "Put Delta", align: "right" },
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{ key: "netDex", label: "Net Delta", align: "right" },
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{ key: "putCallRatio", label: "P/C Delta", align: "right" },
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];
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$: sortOrders =
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title === "Gamma"
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? {
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date: { order: "none", type: "date" },
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call_gamma: { order: "none", type: "number" },
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put_gamma: { order: "none", type: "number" },
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net_gamma: { order: "none", type: "number" },
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put_call_ratio: { order: "none", type: "number" },
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call_gex: { order: "none", type: "number" },
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put_gex: { order: "none", type: "number" },
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netGex: { order: "none", type: "number" },
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putCallRatio: { order: "none", type: "number" },
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}
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: {
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date: { order: "none", type: "date" },
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call_delta: { order: "none", type: "number" },
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put_delta: { order: "none", type: "number" },
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net_delta: { order: "none", type: "number" },
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put_call_ratio: { order: "none", type: "number" },
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call_dex: { order: "none", type: "number" },
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put_dex: { order: "none", type: "number" },
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netDex: { order: "none", type: "number" },
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putCallRatio: { order: "none", type: "number" },
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};
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const sortData = (key) => {
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@ -425,7 +425,7 @@
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class="text-white text-sm sm:text-[1rem] text-end whitespace-nowrap"
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>
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{@html abbreviateNumberWithColor(
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title === "Gamma" ? item?.call_gamma : item?.call_delta,
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title === "Gamma" ? item?.call_gex : item?.call_dex,
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false,
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true,
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)}
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@ -434,7 +434,7 @@
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class="text-white text-sm sm:text-[1rem] text-end whitespace-nowrap"
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>
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{@html abbreviateNumberWithColor(
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title === "Gamma" ? item?.put_gamma : item?.put_delta,
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title === "Gamma" ? item?.put_gex : item?.put_dex,
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false,
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true,
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)}
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@ -444,7 +444,7 @@
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class="text-white text-sm sm:text-[1rem] text-end whitespace-nowrap"
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>
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{@html abbreviateNumberWithColor(
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title === "Gamma" ? item?.net_gamma : item?.net_delta,
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title === "Gamma" ? item?.netGex : item?.netDex,
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false,
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true,
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)}
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@ -453,13 +453,13 @@
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<td
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class="text-white text-sm sm:text-[1rem] text-end whitespace-nowrap"
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>
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{#if item?.put_call_ratio <= 1}
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{#if item?.putCallRatio <= 1}
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<span class="text-[#00FC50]"
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>{item?.put_call_ratio?.toFixed(2)}</span
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>{item?.putCallRatio?.toFixed(2)}</span
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>
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{:else}
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<span class="text-[#FF2F1F]"
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>{item?.put_call_ratio?.toFixed(2)}</span
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>{item?.putCallRatio?.toFixed(2)}</span
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>
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{/if}
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</td>
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@ -1,52 +1,15 @@
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<script lang="ts">
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import {
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stockTicker,
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numberOfUnreadNotification,
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displayCompanyName,
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} from "$lib/store";
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import Infobox from "$lib/components/Infobox.svelte";
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import GreekExposure from "$lib/components/Options/GreekExposure.svelte";
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import SEO from "$lib/components/SEO.svelte";
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export let data;
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</script>
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<svelte:head>
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<meta charset="utf-8" />
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<meta name="viewport" content="width=device-width" />
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<title>
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{$numberOfUnreadNotification > 0 ? `(${$numberOfUnreadNotification})` : ""}
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{$displayCompanyName} ({$stockTicker}) Delta Exposure · Stocknear
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</title>
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<meta
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name="description"
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content={`Explore historic volume & open interest of option chains & save individual contracts for later`}
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/>
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<!-- Other meta tags -->
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<meta
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property="og:title"
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content={`${$displayCompanyName} (${$stockTicker}) Delta Exposure · Stocknear`}
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/>
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<meta
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property="og:description"
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content={`Explore historic volume & open interest of option chains & save individual contracts for later`}
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/>
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<meta property="og:type" content="website" />
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<!-- Add more Open Graph meta tags as needed -->
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<!-- Twitter specific meta tags -->
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<meta name="twitter:card" content="summary_large_image" />
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<meta
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name="twitter:title"
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content={`${$displayCompanyName} (${$stockTicker}) Delta Exposure · Stocknear`}
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/>
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<meta
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name="twitter:description"
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content={`Explore historic volume & open interest of option chains & save individual contracts for later`}
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/>
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<!-- Add more Twitter meta tags as needed -->
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</svelte:head>
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<SEO
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title="Daily Delta Exposure"
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description="Analyze daily delta exposure with historic options volume and open interest data. Save individual contracts for future reference and optimize your trading strategy."
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/>
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<section
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class="w-full bg-default overflow-hidden text-white min-h-screen pb-40"
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>
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@ -1,51 +1,15 @@
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<script lang="ts">
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import {
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stockTicker,
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numberOfUnreadNotification,
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displayCompanyName,
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} from "$lib/store";
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import Infobox from "$lib/components/Infobox.svelte";
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import GreekExposure from "$lib/components/Options/GreekExposure.svelte";
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import SEO from "$lib/components/SEO.svelte";
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export let data;
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</script>
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<svelte:head>
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<meta charset="utf-8" />
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<meta name="viewport" content="width=device-width" />
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<title>
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{$numberOfUnreadNotification > 0 ? `(${$numberOfUnreadNotification})` : ""}
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{$displayCompanyName} ({$stockTicker}) Gamma Exposure · Stocknear
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</title>
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<meta
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name="description"
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content={`Explore historic volume & open interest of option chains & save individual contracts for later`}
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/>
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<!-- Other meta tags -->
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<meta
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property="og:title"
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content={`${$displayCompanyName} (${$stockTicker}) Gamma Exposure · Stocknear`}
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/>
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<meta
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property="og:description"
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content={`Explore historic volume & open interest of option chains & save individual contracts for later`}
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/>
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<meta property="og:type" content="website" />
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<!-- Add more Open Graph meta tags as needed -->
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<!-- Twitter specific meta tags -->
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<meta name="twitter:card" content="summary_large_image" />
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<meta
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name="twitter:title"
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content={`${$displayCompanyName} (${$stockTicker}) Gamma Exposure · Stocknear`}
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/>
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<meta
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name="twitter:description"
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content={`Explore historic volume & open interest of option chains & save individual contracts for later`}
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/>
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<!-- Add more Twitter meta tags as needed -->
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</svelte:head>
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<SEO
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title="Daily Gamma Exposure"
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description="Analyze daily gamma exposure with historic options volume and open interest data. Save individual contracts for future reference and optimize your trading strategy."
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/>
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<section
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class="w-full bg-default overflow-hidden text-white min-h-screen pb-40"
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@ -55,7 +19,7 @@
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class="w-full relative flex justify-center items-center overflow-hidden"
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>
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{#if data?.getData?.length > 0}
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<GreekExposure {data} title="Gamma" params="" />
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<GreekExposure {data} title="Gamma" />
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{:else}
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<div class="sm:pl-7 sm:pb-7 sm:pt-7 w-full m-auto mt-2 sm:mt-0">
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<div class="mt-2">
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