Cboe 1-min Open-Close enhancements are live on quantedOptions.
1-Minute Data Enhancements:
- Dataset will reflect trade corrections (breaks/busts, cancellations)
- Cancelled/busted trades will be removed in subsequent 1-minute snapshots
- Removal of indicative/unsettled trades to avoid duplicate rows
Seen your work for over a decade now and many thanks to the teaching you have given others during that time.
What's interesting is that the gamma levels are often correlated with technicals and market profile. We have the data and seeing where the options are bought and sold (SPX) are often at gap fills, trend lines, POC, etc.
@OrderbookTech It's not for everyone and that is ok. We believe what we see. You likely have tried and not seen value but if you haven't and are ever interested please feel free to reach out.