Data sources
Cboe delayed quotes — working now (free)
Live SPX/SPXW, SPY, QQQ chains with OI, gamma, IV (~15 min delayed). Powers GEX/VEX/DEX/charm, node roles, velocity (from our snapshots), structure, ideas.
Massive / Polygon Options Starter — not connected
Connect POLYGON_API_KEY in
.env.local to switch the live chain to Massive and enable npm run massive:backfill (2-year 0DTE GEX reconstruction → GEX model + setup backtests).Snapshot history (velocity, GEX model, setup backtests)
none yet
Direction model — walk-forward evaluation on real data
Loading… (or run npm run model)