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nexus-quant-terminal/backend
Claude 3a29553495 feat: Positioning Desk — Deribit dealer GEX, gamma flip, walls, vanna/charm, max pain
Live BTC/ETH positioning from Deribit open interest: Black-76 Greeks on each
expiry's forward, dealer gamma exposure per 1% move under switchable dealer
conventions, gamma profile and flip level, call/put walls, vanna and charm
exposure, per-expiry max pain, ATM IV and implied moves.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01FpiqUMAyo4RL5DdQHMWbwE
2026-10-19 05:10:57 +00:00
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