Choose an options data tool
Check coverage, clocks and model assumptions before subscribing.
In this article 7 sections
Start with the question
Chain tools show contracts and quotes. Flow tools organize trades. GEX tools model exposure. Historical APIs supply data for research. Choose the output you need first.
| Tool category | Useful for | Ask before subscribing |
|---|---|---|
| Options chain / quotes | Inspecting strikes, expiries, bid/ask quotes and contract fields. | Which venues, timestamps, Greek inputs and adjusted contracts are included? |
| Options flow | Examining reported trades and trade classifications. | How is trade direction estimated, and can opening versus closing be identified? |
| GEX / positioning analytics | Reading modeled exposure concentrations and price references. | What are the sign assumptions, units, expiry windows and calculation times? |
| Historical options data | Building and replaying a research dataset. | Were each input and correction available at the simulated decision time? |
One session, two gamma horizons
Compare the two flips and untouched primary walls.
Choose a checkpoint for 1-minute detail. Later prices stay hidden.
A flip crossing alone is not an entry.
Historical review. Plans are hypothetical; fills, delivered signals and a trading edge are not proved.
- Context
- Preopen walls: call $710.00, put $700.00. Flips: ≤1 DTE $716.60; ≤7 DTE $718.05. ≤1 DTE is not 0DTE-only. The 15-minute-delayed model was stale; alerts were suppressed. Pause until model timing and a fresh broker quote are verified. No order was authorized.
- Wait for
- The 09:55–09:59 block closed $716.82 above the short-horizon flip, known at 10:00 ET. This is an observation, not an automatic entry.
- Execution
- No order is specified or executed. Define entry, invalidation and risk separately using fresh quotes and acceptable spreads. Shorts require borrow; size must fit buying power. No option or futures trade is inferred.
- Invalidation
- A completed close back below the same flip challenges the hold-above idea. Keep the horizon fixed.
- Management
- Follow completed closes. Wait for any separately required wall touch. If no condition qualifies, staying out is valid.
Above at 10:00 ET; back below at 10:01. The session had 18 strict adjacent-close crossings; neither primary wall was touched. The weekly $718.05 flip stayed above the session range. No entry, alert, fill, edge or P&L is established.
Source, timestamps & selection
- Candles
- Databento XNAS.ITCH · venue OHLCV, not consolidated SIP volume. These are venue bars, not a consolidated market tape.
- Model source
- Tradier sandbox · original archived native model. Source delay: 900 seconds.
- Model built
2026-09-11T07:03:58.932043+00:00- First recorded
2026-09-11T07:08:32.318429+00:00- Open interest timestamp
- Unknown. No point-in-time open-interest clock was supplied.
- Evidence limit
- A local producer cycle recorded this model before the cash open. The producer log is mutable and has no independently sealed receipt. The first and selected records report stale=true and alerts_suppressed=true; no enabled alert, trader broadcast or execution is proved. Exact OI availability is unknown. The chart uses a different price provider. Bar-end times are the earliest theoretical observation times after a minute closes, not proven client delivery times.
- Why this day
- Four editorial examples selected after reviewing all 12 SPY/QQQ/IWM sessions from September 8–11, 2026. Hindsight selection is explicit. Untouched levels, recrossings and the invalidation-first case remain visible; no hit rate or predictive performance is claimed.
The producer record is mutable. “First recorded” describes the recorded archive; it is not proof that a trader received the same levels at that instant.
Archive fingerprints
- resource-case-study-census.json
af9379d9eb6802044356957fd6cf9a96b203eb57bddafd844c2d56ebf679de85 - cycles.parquet
cb31c638974f19aea8cd9bc5b0bc0366f088e49ed69369d72f131823138b742f - contracts-QQQ.parquet
7d0c5c93cc5fd95b5e70865e74765fb3c33b8cbaee4d88be42da9f2ec7ba7c62 - QQQ-preview.json
c7650ac0a1d9b5d4fc8cb3e66df8d5c07b578067a54f9874b5b36d0a161a9471
Explore the concept with a simplified model
Verify the contracts
List your symbols and expiry needs. SPY, SPX and ES are different instruments. Check same-day contracts and partial-chain labels.
Contract identity includes underlying, expiry, strike, option type and adjustments. Adjusted deliverables may differ from 100 shares.
Five checks before subscribing
Inspect these fields in the product. Mark missing details as unknown.
- Units: dollars per 1% move, per $1.00 move, or another measure?
- Model: position signs, Greeks, volatility and expiry treatment?
- Clocks: separate price, open-interest and calculation times?
- Coverage: provider, delay, symbols, expiries and missing-input rules?
- Controls: change horizon; inspect strikes, curves and ambiguous results.
Flow is not inventory
A large trade does not identify net dealer positions. Trade direction, opening or closing activity and offsetting hedges need additional evidence.
Open interest, volume and contract adjustments are separate inputs. Check which the tool uses.
Sources: Cboe — Mandy Xu: Much Ado About 0DTEs: Evaluating the Market Impact of SPX 0DTE Options; Options Industry Council (OCC): Market Data.
Prism’s scope
Prism puts SPY, QQQ and IWM gamma context on a chart: walls, flips, expiry views and strike exposure with source clocks.
It is not a broker, a futures-options book or proof of dealer inventory. Confirm the displayed data mode, coverage and access before buying.
Compare the full cost
Compare annual and monthly totals for the same features and data access. Check renewal, cancellation and market-data fees.
Try the workspace first, then read the current pricing terms.
Sources and editorial notes
Read the primary references and editorial policy
Published by GEXfreak. Prism by GEXfreak is the product described in these guides. Definitions reference the primary sources below; examples and tool-selection checklists are GEXfreak’s own illustrations. This is product education, not independent investment research.
These sources explain options mechanics and data. They do not endorse Prism or validate the predictive value of its levels. Undated pages are marked below; the checked date is when the source was reviewed.
- Market Data — Options Industry Council (OCC). Publication date not stated. Checked .
- Frequently Asked Questions — Cboe DataShop. Publication date not stated. Checked .
- Much Ado About 0DTEs: Evaluating the Market Impact of SPX 0DTE Options — Cboe — Mandy Xu. Published 2023-09-08. Checked .
For the product’s calculation and data boundaries, read Prism’s methodology.
Test the workflow.
Inspect the workspace and methodology, then compare the plan.
Demo values are fictional. Create an account to save your layout; review current access conditions on the pricing page.