David Duncan's Personal Blog

Every morning, a short Python script prices each game-plan stock’s weekly and monthly expected move from its options, then draws those edges on my DAS Trader charts as named, color-coded, global lines — without touching a chart by hand. Here’s the straddle math, the CMD API scripting, the palette, and the gotchas.

My morning game plan opens with a gamma-exposure snapshot — the one read that tells you whether the day will mean-revert and pin or trend and extend. Then it started printing UNAVAILABLE. GEX lives and dies on open interest, so here’s why a paid options API wasn’t the fix, and how CBOE’s free public feed brought it back — with the insight that makes the “free and delayed” version actually correct.