Gamma Foundry

Gamma Foundry is built around a short-lived decision window. Chain state, exposure posture, signal provenance, data freshness, and same-day spread candidates stay visible without turning model output into certainty. Gamma Foundry is a sibling to Spread Foundry, not a feature inside it.

Why it matters

Same-day options workflows compress signal quality, data freshness, risk posture, and execution timing into a narrow window. Gamma Foundry is designed to keep those inputs visible together so a trader can understand the current 0DTE context instead of treating any single score or chart as a complete answer.

Workflow

• Track chain state for the contracts and expirations relevant to the same-day session.
• Surface exposure posture so dealer-gamma, pinning, and concentration context can be evaluated alongside price action.
• Show provenance and freshness for every signal that enters the decision surface.
• Rank same-day candidates with risk notes, scenario context, and explicit assumptions.

Product boundary

Gamma Foundry is a decision-support cockpit, not a prediction engine and not a trade recommendation service. The docs emphasize methodology, data freshness, exposure interpretation, and risk-honest workflow design for SPY 0DTE use cases.

Powered by

• FerroFeed for normalized intraday chain and market-data inputs.
• FerroRisk for pricing, Greeks, volatility, and scenario measures.
• FerroWave for intraday signal and regime primitives.
• FerroSpread for candidate construction and same-day spread summaries.