Pre-launch · NQ & ES

The levels dealers are forced to defend.

HedgeMap puts live dealer gamma positioning on your NQ and ES charts — the flip, the walls, the magnet, the expected move. Not a snapshot pasted at 9:15 and left to rot: the whole book re-prices on every bar, at live price and a live clock.

0DTE split from the later book NQ · MNQ · ES · MES Nothing to install Every level scored against what price did
The problem

Pine Script cannot fetch options data. At all.

This is not an opinion about vendors, it is the platform's documented surface area. TradingView gives an indicator exactly three ways to get numbers, and none of them is the options chain.

INLET 01

Market data TradingView hosts

Price, volume, a handful of built-in series. No options chain, no open interest by strike, no implied vol surface.

INLET 02 — THE ONLY ONE

Values a human types in

An input box. Whatever a person pastes into the settings dialog. This is the entire mechanism behind every “live gamma” indicator on the platform.

INLET 03

Pine Seeds

Daily end-of-day only, and charts serve the previous day and earlier. Useless for a book that decays hour by hour.

So any indicator advertising live gamma exposure is doing one of two things: reading numbers a person typed in, or inventing a proxy from price and volume and calling it gamma.

HedgeMap is the first kind, done properly and automated end to end. The honest version of that sentence is the whole product, and the next section is exactly how it works.

How it works

Three steps, and the middle one is the trick.

STEP 01

Pull the whole book, not the retail half

QQQ and NDX are two option books on the same index, and a desk hedging either one trades NQ futures. So the positioning that actually moves NQ is the sum. NDX carries the institutional size and the bulk of index 0DTE; QQQ carries retail and covered-call flow. Reading QQQ alone — the usual retail approach, and what most tools ship — misses most of the book. ES gets the same treatment from SPX and SPY.

build_multi() → dollar gamma per book, then onto NDX's grid — ratio ~1.01, not ~41

STEP 02

Ship the inputs, let the chart do the math

Everyone else sends gamma computed once, at the fetcher's spot and the fetcher's clock. Fifteen minutes later price has moved, the 0DTE book has decayed, and the levels on your chart do not know. HedgeMap sends open interest and implied vol per strike and per expiry instead, then runs Black–Scholes on every single bar at the live underlying and the live time. The profile follows price. 0DTE strikes sharpen into the close. The gamma flip is re-solved on the chart, by bisection, rather than the cumulative-sum shortcut most tools use.

Only open interest is ever stale — and OI updates overnight for everyone, on every feed

STEP 03

Updates arrive in your legend

Fresh data is published straight into the invite-only script you already have on your chart. You get the update dot in the legend; one click and you are current. No terminal, no Python, no API keys, no credentials handed over, nothing running on your machine. The same publish carries both books, and the indicator picks the right one from your chart symbol — NQ, MNQ and QQQ get the Nasdaq book, ES, MES and SPX get the S&P book.

A book older than 90 minutes is skipped rather than drawn — you never get yesterday's levels beside today's

On the chart

Six things worth having, and why each one matters.

Gamma flip

The regime switch

Where net dealer gamma crosses zero. Above it, dealers hedge against the move and volatility compresses. Below it, they hedge with it and ranges expand. Solved by re-pricing every contract across candidate spots and bisecting the crossing.

Call wall

The ceiling while it holds

The largest positive gamma strike. Tends to cap rallies for as long as it holds — and a decisive break through it often accelerates rather than reverting.

Put wall

The floor, until it isn't

The largest negative gamma strike. Tends to support price, and losing it usually means a fast move rather than a drift.

HVL

The closing magnet

The largest absolute gamma strike on the board. Frequently the price the session gets dragged toward into the close.

Vanna & charm

The flow behind the grind

Dealer hedging flow per one-point drop in implied vol, and from delta decay over the next hour — signed as what dealers must do. This is the mechanism behind the mid-morning grind and the afternoon unwind that a gamma histogram alone never explains.

Expected move

The day's priced range

±1σ to the nearest expiry from its at-the-money implied vol, drawn on the chart and decaying with the clock. Alerts fire when price pushes outside it, and on flip crosses and wall breaks.

Proof

Scored against what price actually did.

Every session is logged to the strike: the headline numbers, every contract, its open interest, volume and implied vol. Which means the levels can be graded instead of asserted. The backtest takes each session's levels as of 09:35 ET, pulls the future's five-minute bars, and reports how often price reacted away from each level before going through — split by whether spot was above or below the flip.

A wall that holds under half the time is not a wall on your instrument — and you should be told that, not sold past it.

That is what the scoring is for. When a level underperforms on your instrument, the dealer-share inputs are how you calibrate it, and you re-score. The report also compares realised range against the expected move, so you can see whether the options market is systematically over- or under-pricing the day.

Figures above illustrate the report's shape. Your own numbers come from your own sessions.

Honest limits

What this cannot do.

Every tool in this category has these constraints. Most vendors do not print them on the sales page. Read them before you pay anyone, including us.

01

Open interest updates once a day, overnight

Intraday gamma shifts from same-day flow will not show until the next session. This is true of every GEX tool in existence, the expensive ones included. What genuinely moves during the day is spot against the levels — which is exactly what the live re-pricing is for.

02

The sign convention is an assumption

Like every GEX model, it assumes dealers are long calls and short puts. That is the standard convention, and it is an assumption rather than a measurement. Toggles are exposed so you can flip it and score both ways instead of taking it on faith.

03

The numbers are relative, not absolute

Values are billions of dollars of dealer gamma per 1% move. Compare today against the last twenty sessions, not against a number someone quoted you on X.

04

Levels are context, never a signal

These are places where hedging pressure concentrates. They tell you where the day is likely to compress or accelerate. They do not tell you what to do, and nothing here is a trade recommendation.

Early access

Get on the chart before everyone else.

The waitlist gets first access, founding pricing, and the build notes as it ships. NQ and ES at launch.

No spam. Launch notice and build notes only.