gammanexus/docs/orats-field-map.md

ORATS Field Map

This is the short in-repo version of the full ORATS mapping spec. The goal is to wire ORATS rows into the existing GammaDesk response models without changing the frontend.

Main endpoints

GammaDesk need	ORATS endpoint family	Key fields
Symbol list	/tickers	ticker, min, max
Expiration list	/live/expirations	expiration, strikes
Option chain and Greeks	/live/strikes, /live/strikes/monthly	ticker, tradeDate, expirDate, dte, strike, stockPrice, spotPrice, gamma, callOpenInterest, putOpenInterest, callVolume, putVolume, smvVol, updatedAt
Volatility surface	/live/monies/implied	ticker, tradeDate, expirDate, stockPrice, vol25, vol50, vol75, atmiv, slope, deriv, calVol, unadjVol, earnEffect, updatedAt
Summary IV and term structure	/live/summaries	ticker, tradeDate, stockPrice, iv10d, iv20d, iv30d, iv60d, iv90d, iv6m, iv1y, impliedMove, skewing, rSlp30, rDrv30, contango, confidence, updatedAt
IV rank	IV Rank endpoint or historical-derived fallback	ticker, tradeDate, iv, ivRank1m, ivPct1m, ivRank1y, ivPct1y, updatedAt

Field mapping

MarketSummary

GammaDesk field	Preferred ORATS source
ticker	ticker
spot	spotPrice, fallback stockPrice
netGex	derived from strike rows
gammaRegime	derived from netGex and HVL relation
hvl	derived zero-gamma / cumulative net-GEX crossing
callWall	strike with largest positive call-side GEX
putWall	strike with largest absolute negative put-side GEX
ivRank	ivRank1y
ivx	iv30d, fallback iv, fallback nearest atmiv
expectedMove	impliedMove, fallback spot * atmiv * sqrt(dte / 365)
skew	skewing, fallback vol25 - vol75
asOf	latest updatedAt or quoteDate

GexProfile

GammaDesk field	Preferred ORATS source
bars[].strike	strike
bars[].callGex	gamma, callOpenInterest, normalized spot
bars[].putGex	gamma, putOpenInterest, normalized spot
bars[].netGex	callGex + putGex
hvl	derived from grouped net GEX
callWall	max grouped call GEX
putWall	min grouped put GEX

ExpirationRow

GammaDesk field	Preferred ORATS source
expirDate	expirDate
dte	dte
netGex	sum by expiration
callWall	max call GEX by expiration
putWall	min put GEX by expiration
ivx	atmiv, fallback vol50
skew	vol25 - vol75
expectedMove	stockPrice * atmiv * sqrt(max(dte, 1) / 365)

Default clean-room GEX convention

const contractMultiplier = 100;
const moveScalar = 0.01;

const callGex = +gamma * callOpenInterest * contractMultiplier * spot ** 2 * moveScalar;
const putGex = -gamma * putOpenInterest * contractMultiplier * spot ** 2 * moveScalar;
const netGex = callGex + putGex;

Keep this sign convention configurable internally.