KimSam NT8 GEX Calc

[Predict]

The calculation of levels looks like is wrong I compared with others.

Kimsam can you confirm that?

[Predict]

It appears that it is not possible to load options chain data daily via the Schwab API. Schwab doesn’t support that. Main question is which expires does it support?

[jetstrade]

58 minutes ago, Predict said:

It appears that it is not possible to load options chain data daily via the Schwab API. Schwab doesn’t support that. Main question is which expires does it support?

so for ES I call as I found that if I passed everything it worked out better. 
 

            resp = client.get_option_chain(

                $SPX,

                contract_type=client.Options.ContractType.ALL,  # both calls and puts

                strike_count=50,  #if I make it bigger, I get a 501 error

                include_underlying_quote=True,                   # returns underlyingPrice for spot

                strategy=client.Options.Strategy.SINGLE,        # single-leg only, no spreads

            )

 

 

[jetstrade]

Also, to add on to this, if you look at the description of the option being returned.  You can check and see if it SPXW or just SPX.  to get the weekly / daily options.

desc      = opt.get('description', '')

                                sym_field = opt.get('symbol', '')

                                is_weekly = 'SPXW' in desc or 'SPXW' in sym_field

[MaxNguni]

For anyone on interactive brokers, I ported @kimsams work to IB Gateway. Short of it is that it sucks. API rate limits, slow responses, symbol confusion. May well be user error but its probably easier to open a Scwab account and put a little bit of cash into it. 

[axsx]

On 4/29/2026 at 2:45 AM, MaxNguni said:

For anyone on interactive brokers, I ported @kimsams work to IB Gateway. Short of it is that it sucks. API rate limits, slow responses, symbol confusion. May well be user error but its probably easier to open a Scwab account and put a little bit of cash into it. 

do you want to post your changes here that work with IB gateway, we can see if that can be improved ?