GammaRips Options Intelligence

The GammaRips candidate pool for a scan date. One tool, four `view`s: * view="enriched" (DEFAULT) — the AI-enriched pool: news, technicals, catalyst, the recommended contract (an OTM call chosen on contract liquidity), and the 60-day momentum feature `mom_60`. Funnel for scan_date >= 2026-08-24 (liquid-universe era): the 100 most liquid optionable names, BULLISH only, one call each, roughly 40-50 rows. Liquidity decides membership, not unusual activity; the $500K UOA floor is retired and `overnight_score>=1` is a cosmetic floor. Earlier scan dates come from the prior UOA-gated funnel (UOA>$500K, top-50 BULLISH); the two eras are not one population. This is the daily candidate set your agent reasons over to its OWN contract (see get_playbook("run-your-own-tournament")). Served from a leakage-safe view (forward-outcome columns physically stripped); `summary=True` gives ~21 decision columns, `fields=[...]` a strict projection, `summary=False` full rows, `offset` pages. * view="raw" — the wide overnight scan BEFORE the pool cut (the ranked liquid universe for scan_date >= 2026-08-24; the market-wide unusual-activity scan for earlier dates). Honors `direction`, `min_score`, `ticker`, `limit`. * view="features" — point-in-time FEATURE VECTORS from the leakage-safe allowlist view `enriched_features_v1` (identity + features + cohort metadata only; no outcome/label/telemetry column can appear). The quantitative substrate for joining against query_outcomes. Lags the live pool by ~1-2 trading days. * view="preview" — a minimal public teaser (ticker, direction, score, headline, directional UOA) for the most recent scan; no contract specifics or thesis. TIER: view="preview" is FREE (no key). The enriched / raw / features views are the paid product — they require an active

Deep dive on a single ticker/contract. Two `view`s: * view="detail" (DEFAULT) — the full enriched signal for one ticker: thesis, catalyst, the recommended contract, and point-in-time features (leakage-safe view). `full=true` includes the long narrative (news_summary, flow_intent_reasoning). If the ticker isn't in the pool for the date, the error lists the dates on which it does appear. * view="earnings" — the doctrine earnings-window check (RM-003): the next scheduled earnings date and whether it lands ON OR BEFORE the contract expiration (`earnings_in_window`). The engine applies this rail only at its own pick time, NOT in the pool, so pool rows CAN carry earnings-window names — check every candidate yourself. Pass the pool's `recommended_contract` and both ticker and expiration are derived. FAIL-CLOSED: unknown date -> earnings_in_window=null, treat as in-window. Args: ticker: underlying symbol (required for detail; optional for earnings if `contract` is given). view: "detail" (default) | "earnings". scan_date: detail only — YYYY-MM-DD (default: latest for the ticker). full: detail only — include the long narrative fields. expiration: earnings only — option expiration YYYY-MM-DD to test. contract: earnings only — OCC ticker supplying ticker+expiration.

FRESH (entry-day) liquidity — the read the pool's session-frozen `recommended_oi`/`recommended_volume` cannot give you (the overnight sweep only becomes OI the next morning). Two modes, chosen by whether you pass a single `contract`: * `contract` given — ONE contract's snapshot: open interest, session volume, last trade, day range, underlying price, greeks. Cache-first (the engine re-reads the pool every ~10 min in market hours); pass live=true to force a fresh upstream fetch or read a contract NOT in today's pool. * `contract` omitted — the WHOLE current pool (or your `contracts` shortlist, max 60) in ONE call — the batch companion for the ~10:00 ET decision window. Most-recent read per contract with explicit `as_of`. Deliberately serves NO bid/ask/mid/spread (not available on the current data plan — absent, not NULL). Judge fill risk from open_interest (updates once each morning), day_volume (live session), last_trade recency, and the day range. Args: contract: OCC ticker for the single-contract mode (verbatim from the pool's `recommended_contract`). Omit for the whole-pool batch. scan_date: pool date YYYY-MM-DD (batch mode; default: latest pool). contracts: optional shortlist filter for the batch mode (max 60). live: single-contract mode — force a fresh upstream fetch.

The realized-outcome history behind the pool: use it to set a target and a stop from what past pool contracts actually did. One tool, nine `view`s. A pool-wide result under one fixed exit describes that one rule, not a forecast for the plan you build. * view="labels" (DEFAULT) — row-level realized bracket LABELS joined to point-in-time features. horizon "same_day" (live V7.1 GIGO +40/-30) or "3d" (legacy +80/-60) — never pooled. NULL-label and illiquid rows excluded (counts in meta). `aggregate_only=True` returns summary stats instead of rows. Filters: scan_date_from/to, ticker, delta_min/max, min_overnight_score, exit_reason. * view="summary" — grouped aggregates over the labeled pool. `group_by` one of none|delta_bucket|overnight_score|premium_score|exit_reason| day_of_week|moneyness_bucket. * view="surface" — the OPPORTUNITY SURFACE: per-contract realized MFE/MAE excursions with NO exit applied (profit potential, exit free). Uses scan_date OR a `days` lookback, `ticker`, `delta_min/max`, `include_open`. `aggregate_only=True` returns MFE/MAE quantiles over the FULL filtered set — use it for exit design. The row mode is capped at 200 and truncates oldest-first WITHIN a scan_date, so its oldest date is a highest-MFE-only slice; it reports `truncated`, `matched_rows`, and `partial_scan_date` so you can see that happen. * view="harvest" — the touch-probability curve: P(premium touched +X%) with CIs, day-of-peak buckets, stop-touch rates. `targets`, `stops`, date range, delta band. * view="exit_rule" — RESEARCH-ONLY "bring your exit, we score it": rule="bracket" (target_pct/stop_pct) or rule="trailing" (trail_pct, activation_pct) scored against the surface / minute tape. * view="signal_performance" — UNDERLYING-STOCK direction outcomes for the broad pool (NOT option PnL).

Raw option price data for YOUR OWN entry/exit rule. This server does NOT simulate or validate exits — it returns bars (the RM-002/RM-004 boundary). Two `granularity` modes: * granularity="minute" (DEFAULT) — the intraday minute path for one session (`date` required). Optionally pass a bracket (target_pct/ stop_pct, PERCENT of the 10:00 ET anchor) and the response also reports the exact FIRST-CROSSING sequence measured from the tape. Pool excursion windows are served from the engine's minute-path table; anything else falls back to an upstream minute fetch. * granularity="day" — the DAILY mark series (OHLCV) over a date range, to mark a live paper position day by day or replay a closed one. Uses `from_date`/`to_date` (span capped at 120 days); `date` is ignored. Option tape is THIN — minutes/days with no prints have no bar; treat touch times as evidence, not tick-perfect truth. Paper-trade research data; not investment advice. Args: contract: OCC option ticker (e.g. "O:UNIT260717C00030000"). date: minute mode — ET session date YYYY-MM-DD (required). granularity: "minute" (default) | "day". target_pct: minute mode — optional +X% level for first-crossing. stop_pct: minute mode — optional -Y% level for first-crossing. from_date: day mode — start YYYY-MM-DD (default: 30d before to_date). to_date: day mode — end YYYY-MM-DD inclusive (default: today ET).

Point-in-time market-regime context for a scan date: VIX close, VIX3M, SPY trend state, and the 5-day VIX delta — all as-of <= scan_date (the selection point, leakage-safe), plus the engine's regime safety rail evaluated on those values. The rail: the engine fail-closes (no trade) when spot VIX > VIX3M (backwardation — the market pricing imminent volatility is an adverse regime for short-dated directional longs). Served from the labeled substrate, which lags the live pool by ~1-2 trading days. Values are constant per scan_date. Args: scan_date: YYYY-MM-DD. Defaults to the latest scan date carrying regime features. Returns: {scan_date, vix_at_scan, vix3m_at_enrich, spy_trend_at_scan, vix_5d_delta_at_scan, regime_rail_pass, rail_definition}

Market-calendar reference. Three `view`s: * view="status" (DEFAULT) — is the US equity market open today, plus the next open/close, holiday, and early-close flags (NYSE calendar, deterministic — no "is the market open?" hallucination). * view="scan_dates" — which recent scan dates have GammaRips data, with per-date signal counts (the raw scan's data-availability calendar). * view="freshness" — is the pool you are about to trade the right pool? Returns schema "pool-freshness/1": expected_scan_date (the last NYSE session before today), each pipeline stage (scan, enrichment, liquidity) with its latest date, row count for the expected date, and ok (true / false = overdue / null = could not check); the enrichment stage also gives expected_rows (the rows the enrichment filter must produce, so rows < expected_rows is a partial pool); the scan_date get_pool(view="enriched") serves by default (pool_scan_date) and its row count (pool_rows), `fresh`, and machine `reasons` (scan-stale, enrichment-stale, liquidity-stale, pool-stale, pool-empty, unknown-<stage|pool>). Fail-closed: an unknown is never fresh. A stage not yet due reports ok=true, due=false; before the 06:00 ET enrichment, fresh is false with reason pool-stale because the next pool does not exist yet. No row floor is applied; apply your own to pool_rows. Cached up to 60 s. Args: view: "status" (default) | "scan_dates" | "freshness".

Methodology + reference, versioned server-side (re-fetch rather than caching long-term). Arg-driven: * `field` given — the plain-English DEFINITION + role of a signal field (deterministic lookup, no LLM). e.g. field="mom_60". The response's `available_fields` lists every documented field. * `name` given — a methodology playbook (markdown) by name, OR two special reference pages: - name="schema" (or "data-contract") -> the machine-readable substrate DATA CONTRACT: every outcome/label column with its leakage classification (feature|label|opportunity| regime_telemetry|identity) and as-of boundary. Only `feature` columns are safe as selection inputs. - any other name -> the playbook markdown (start-here, daily-workflow, run-your-own-tournament, exit-lab, leakage-and-data-contract, changelog). * neither — the CATALOG of published playbooks (name/title/summary), plus a pointer to the field dict (`field=`) and schema page. Args: name: playbook name, or "schema"/"data-contract" for the data contract. field: a signal field name to explain (overrides `name`).

The daily intelligence report. Two `view`s: * view="report" (DEFAULT) — the full report (title, markdown content, scan_date) for `date`, or the most recent report if `date` is omitted. * view="list" — recent reports, most recent first (scan_date, title, created_at), titles deduped. Use `limit`. Args: date: report date YYYY-MM-DD (report view; default: most recent). view: "report" (default) | "list". limit: list view — how many reports (default 10, clamped 1-30).