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Edge GEX Lab 1.2.0: Vol drift and DEX, prior close before 09:45 - #24

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@simonro simonro commented Oct 30, 2026

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Edge GEX Lab 1.2.0.

  • Vol drift and DEX on the Live Map. Vol drift: at-the-money implied volatility of one expiry (at least 3 full trading days out, never 0DTE) against the session's first reading, flat inside max(0.5 vol points, 5% of the reference IV). DEX: call delta exposure minus put delta exposure from the previous session's open interest. Both are context only, labeled Untested, and change nothing in the GEX math, levels or guidance.
  • SPX and NDX before about 09:45 ET. Cboe's delayed file still carries the prior session's index close until its first live value. The map now labels spot "prior close" with Cboe's own time, the gamma sign and distances say they are measured at that close, guidance shows no setups, and the Futures view waits for live data before estimating a basis. Walls and the gamma flip still show.
  • Futures view after hours. SPY and QQQ convert with the 16:00 close instead of an after hours trade.
  • APP_VERSION 1.2.0, README sections for both features.

Public tests: 337 passed. Web build green. Not financial advice.

🤖 Generated with Claude Code

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simonro merged commit a806ccc into main Oct 30, 2026
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simonro deleted the release/v1.2.0 branch October 30, 2026 13:17
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