Gamma-Vanna Options Screener & Bot

@Microlent

Hello, This sounds like an interesting project. Building a gamma/vanna exposure screener can be very powerful for spotting dealer positioning and potential volatility shifts. I can build a Python-based modular dashboard structured into clear layers: • Data Layer – Pull real-time and historical options data from sources like IBKR, Tradier, or CBOE • Calculation Layer – Compute gamma, vanna, and other greeks using reliable pricing models • Dashboard/UI Layer – Sort, rank, and flag contracts based on exposure metrics The system will be designed so we can later extend it easily with: • strike / expiration filters • IV skew analysis • dealer positioning indicators • backtesting modules I’m comfortable working collaboratively on an hourly basis, refining the screener together as we test different ideas. Happy to discuss data sources and architecture. Best regards, Jenifer

@tangramua

Dear ,   We carefully studied the description of your project and we can confirm that we understand your needs and are also interested in your project. Our team has the necessary resources to start your project as soon as possible and complete it in a very short time.   We are 25 years in this business and our technical specialists have strong experience in PHP, Python, Algorithm, Software Architecture, C++ Programming, Financial Analysis, Data Science, Data Visualization, Data Analysis, API Development and other technologies relevant to your project.   Please, review our profile https://www.freelancer.com/u/tangramua where you can find detailed information about our company, our portfolio, and the client's recent reviews.   Please contact us via Freelancer Chat to discuss your project in details.    Best regards, Sales department Tangram Canada Inc.     

@softsolution2000

With my expertise in PHP, Python, Algorithm, Software Architecture, and C++ Programming, I am confident in delivering the Gamma-Vanna Options Screener & Bot as per your requirements. The modular structure of the code will allow for easy scalability in the future. Budget adjustments can be made after discussing the full project scope. My priority is to work within your budget efficiently. Please review my 15-year-old profile for past work. Let's discuss the details and get started right away. I am eager to showcase my commitment to this project. Looking forward to hearing from you.

@extreamcode

Hi, I see you need a dynamic options screener that highlights gamma and vanna exposures to track dealer flows effectively. My approach focuses on a robust Python-based dashboard designed with modular layers for clean data ingestion, advanced Greek calculations, and intuitive sorting/filtering capabilities. With solid experience in Python, API integration, financial data analysis, and algorithm development, I’ll pull clean real-time and historical data from your preferred source, architect a scalable codebase, and deliver a user-friendly interface primed for future expansion like backtesting and automated trading. Collaboration on an hourly basis suits me well, and I’m open to exploring other languages if they enhance performance. I’ve shared an initial estimate based on your description, and once we go over a few technical or functional details, I’ll confirm the exact cost and delivery schedule. Which data feed provider do you prefer for the initial implementation, and do you have API access credentials ready? Best regards, Asad

@Feriver

Hello, I can develop a Python-based options screener that ranks option chains by gamma and vanna exposure. The dashboard will pull real-time and historical price, volatility, and volume data from your preferred feed (IBKR, Tradier, CBOE, etc.), calculate the greeks, and allow sorting, flagging, and filtering of contracts. The code will be modular, separating data retrieval, greek calculations, and the UI layer to enable future expansion, including strike, expiration, or IV skew filters. I can also assist with back-testing and a future auto-trading module if required. Questions: Do you have a preferred data feed for initial implementation, or should I recommend one with best reliability? Should the UI be web-based or a standalone desktop application for real-time interaction? Thanks, Asif

@hireageek

Hi there! I'm thrilled to see your project for a Gamma-Vanna Options Screener & Bot. As a top freelancer based in California with a track record of five-star reviews, I understand the critical need for a dynamic options screener that ranks chains accurately. I'll create a Python-based dashboard that pulls real-time data, calculates the greeks, and provides the UI for easy filtering. This modular approach will allow for future enhancements without any hassle. My experience in Python, API development, and data analysis equips me to deliver a clean and efficient solution tailored to your requirements. I also understand the importance of using reliable data feeds and am flexible enough to adapt to whatever works best for you. Let’s connect to discuss specifics and get started, I'm ready to dive in at your earliest convenience! What specific data sources are you considering for the real-time pricing and volatility data?

@mobimubasir

I fully understand the intricate world of derivatives and can utilize this understanding to create an options screener that enables you to quickly spot and capitalize on outsized dealer flows. My command over languages such as Django, Flask, Pandas and NumPy allows me to deliver clean, efficient and maintainable code that adheres to industry best practices. Let's connect and discuss how we can together revolutionize your options screening process through my expertise in data analysis and visualization along with your deep industry insights

@denisSolution

Hi client, I'm Denis Redzepovic, an experienced developer with expertise in Algorithm, Financial Analysis, Data Visualization, C++ Programming, API Development, Software Architecture, PHP, Data Analysis, Data Science and Python. I have worked extensively on diverse Python projects, ranging from backend development and automation to data processing and API integrations. My deep understanding of Python’s libraries and frameworks allows me to build efficient, scalable, and maintainable solutions. I pay close attention to code quality and performance to ensure your project runs flawlessly. With my solid experience, I’m confident I can deliver results that exceed your expectations. I focus on writing clean, maintainable, and scalable code because I know the difference between 99% and 100%. If you hire me, I’ll do my best until you’re completely satisfied with the result. Let’s discuss your project details so I can tailor the perfect Python solution for you. Thanks, Denis

@rbtech1984

Hello There!!! ★★★★ ( Gamma-Vanna Options Screener & Bot ) ★★★★ I understand you need a Python-based options screener that calculates gamma and vanna for option chains, ranks them, and allows easy sorting or flagging. The tool should pull real-time and historical pricing, volatility, and volume data from a reliable feed, and be modular for future expansion like back-testing or automated trading. Services mentioned here based on project details ⚜ Real-time and historical data pull from IBKR, Tradier, CBOE, or other feeds ⚜ Calculation of gamma and vanna greeks for options ⚜ Interactive dashboard to sort, filter, and flag contracts ⚜ Modular code structure for easy future enhancements ⚜ Support for additional filters like strike, expiration, IV skews ⚜ Optional back-testing and auto-trading modules for follow-up phases ⚜ Clean, documented Python code for maintainability and scalability With years of experience in Python, C++, and financial data analysis, I’ve built trading tools and dashboards that are fast, reliable, and user-friendly. I’ll ensure your screener is modular, accurate, and ready for future expansion. Warm Regards, Farhin B.

@Azursol

Dear , I am a seasoned Python developer with extensive experience in creating custom financial tools and algorithms. I understand the importance of efficiently identifying options with high gamma and vanna exposure for your trading strategy. My approach involves building a modular dashboard that seamlessly integrates real-time and historical data from a reliable source of your choice, enabling you to sort and analyze option chains effectively. By structuring the code in a modular format, I ensure flexibility for future enhancements such as additional filters or back-testing capabilities. I am committed to delivering a reliable solution that aligns with your requirements and am dedicated to clear communication throughout the project. I am excited about the opportunity to collaborate with you and discuss how we can bring your options screener to life. Looking forward to further discussing your project. Best regards,

@kishanbwts

Building a Python dashboard that pulls clean, real-time and historical data, calculates gamma and vanna, and lets you sort or flag option contracts is straightforward based on similar tools I’ve built for derivatives clients. Using IBKR or Tradier as the data source works well for timely price, IV, and volume series. I will separate the code into clear modules—data acquisition, greek calculations, and UI—so adding filters like strike, expiration, or IV skews later will be seamless. One question: do you want the dashboard to refresh data live during market hours, or is manual refresh okay initially? Also, for the UI, do you prefer a web-based interface or a desktop app? Choosing the right stack early will help scalability and ease of use. Once the core screener is solid, gearing up for backtesting and trade execution flows naturally. I’m ready to work closely with you, adapt as needed, and move at the right pace. Let’s get the first milestone running smoothly so you can start spotting those outsized dealer flows.

@trm66614

Hi there,Good morning I am Talha. I have read you project details i saw you need help with Data Visualization, Python, Data Science, PHP, Data Analysis, Software Architecture, API Development, C++ Programming, Financial Analysis and Algorithm I am pleased to present my proposal, highlighting our extensive experience and proven track record in delivering exceptional results. Our portfolio of success will showcase past projects that demonstrate our ability to meet and exceed client expectations. Glowing testimonials from satisfied clients will attest to our professionalism, dedication, and the quality of our work Please note that the initial bid is an estimate, and the final quote will be provided after a thorough discussion of the project requirements or upon reviewing any detailed documentation you can share. Could you please share any available detailed documentation? I'm also open to further discussions to explore specific aspects of the project. Thanks Regards. Talha Ramzan

@GameOfWords

Gamma-Vanna Options Screener & Bot I’m a full-stack software engineer with expertise in React, Node.js, Python, and cloud architectures, delivering scalable web and mobile applications that are secure, performant, and visually refined. I also specialize in AI integrations, chatbots, and workflow automations using OpenAI, LangChain, Pinecone, n8n, and Zapier, helping businesses build intelligent, future-ready solutions. I focus on creating clean, maintainable code that bridges backend logic with elegant frontend experiences. I’d love to help bring your project to life with a solution that works beautifully and thinks smartly. To review my samples and achievements, please visit:https://www.freelancer.com/u/GameOfWords Let’s bring your vision to life—connect with me today, and I’ll deliver a solution that works flawlessly and exceeds expectations.

@ixorawebmob

Hello, I’ve gone through your project details, and this is something I can definitely help you with. With over 10 years of experience in Python and data-driven applications, I am well-equipped to create a robust options screener that ranks option chains by their gamma and vanna exposure. I understand the importance of clean data in financial analysis and will ensure that we source from reliable feeds like IBKR or CBOE to provide accurate pricing, IV, and volume information. The dashboard will be modular, designed to allow easy extension in the future for additional filters like strike and expiration. I emphasize clean code architecture, ensuring scalability as we potentially move toward back-testing and an automated trading system. Here is my portfolio: https://www.freelancer.in/u/ixorawebmob I’m excited about your project and would love to know more to tailor the solution effectively. Could you clarify: 1. What specific features do you envision for sorting or flagging contracts? What specific features do you envision for sorting or flagging contracts? Let’s discuss over chat! Regards, Arpit Jaiswal

@quan9824

With a profound understanding of the financial markets and extensive experience in designing comprehensive web-based solutions, I am excited about the possibility of creating an advanced options screener precisely tailored to your needs. My expertise in Python, data analysis, and data visualization, with a special emphasis on algorithm development and financial data applications, makes me the ideal candidate for this project. Drawing on reliable data feeds from IBKR, Tradier or CBOE, I would design an efficient and modular dashboard that ingests real-time and historical pricing, volatility and volume data. Equipped with a thorough understanding of gamma and vanna greeks, the dashboard would dutifully rank option chains for you based on these metrics. This approach lends you maximum control while allowing us to seamlessly expand the capabilities of the system in the future by adding new filters or features without needing a fresh start. Moreover, I am delighted to offer additional services beyond the initial scope if all goes according to plan - like a back-tester to validate strategies or even an auto trading system that executes multiple trades at once using your preset parameters. My dedication to clean code practices will ensure that all components remain maintainable for future iterations. Be confident in my ability to convert your vision into an innovative tool that simplifies your trades and allows you to focus on market opportunities rather than option screenings

@HiraMahmood4072

Hello, I bring over 7 years of experience in Data Science, Data Visualization, Financial Analysis, Algorithm, and Python. Having carefully reviewed your project requirements, I propose to develop a Python-based dashboard that will pull real-time and historical pricing, volatility, and volume data to calculate gamma and vanna exposure for option chains. The dashboard will allow for easy sorting and flagging of contracts based on these metrics. I plan to source data from a reliable feed of your choice and structure the code in a modular form for easy scalability. The initial focus will be on delivering a functional options screener, with potential follow-ups including a back-tester and an auto trading system. I am ready to collaborate closely with you on an hourly basis to ensure the project meets your expectations. Let's discuss further details in chat to align on the specifics of the project implementation. You can visit my Profile: https://www.freelancer.com/u/HiraMahmood4072 Thank you.

@blackrockwise

Hello! I understand you're looking for an options screener that ranks option chains by gamma and vanna exposure with a modular Python dashboard integrating real-time and historical market data. I specialize in financial data analytics and have experience building similar tools with robust data pipelines and interactive UIs. Using reliable data feeds like IBKR or Tradier, I can ensure clean and accurate inputs for calculating Greeks. The modular design you described is ideal to enable future enhancements like strike filtering, backtesting, and automated trading integration. I am comfortable working hourly alongside clients to iterate quickly while bringing my domain expertise to guide development efficiently. I'm also open to exploring alternative languages or technologies if they better fit certain components. Let's collaborate closely to deliver a practical, extendable screener that meets your needs and prepares the foundation for your optional follow-ons. Looking forward to discussing your vision and starting soon!

@emilesd617

Hi, I am a quantitative Python developer with 8 years of rich experience with a background in data-driven trading tools. I am familiar with Python, API development, data analysis, data visualization, software architecture. For this project, the most important part is getting clean market data and producing correct gamma and vanna calculations with a clear, fast dashboard. I will structure the code into data feed, greeks engine, and UI layers so it stays easy to extend with filters like strike, expiry, and IV skew. Once the screener is stable, we can add the backtester and then an execution bot with preset strategy buttons. I'm an individual freelancer and can work on any time zone you want. Please contact me with the best time for you to have a quick chat. Looking forward to discussing more details. Thanks. Emile.

@mayankinnovative

Hi, As per my understanding: You want a Python-based options screener that analyzes option chains and ranks contracts by gamma and vanna exposure to identify potential dealer flow imbalances. The system should pull reliable real-time and historical data (price, IV, volume) from a provider like IBKR, Tradier, or CBOE, compute the greeks, and present them in a dashboard where contracts can be sorted or flagged. The architecture must be modular so future additions like strike/expiry filters, IV skew analytics, backtesting, and automated trading can be integrated without restructuring the codebase. Implementation approach: I will build the system in three layers: a data ingestion module to fetch and normalize market data from the selected API, a calculation engine to compute gamma and vanna using robust options models, and a dashboard UI (likely using Streamlit or Dash) for real-time screening and sorting. The codebase will be modular and Git-versioned to support iterative improvements. The dashboard will allow filtering, ranking, and flagging contracts quickly. Once stable, the architecture will support extensions such as a backtesting engine and an automated multi-trade execution module. A few quick questions: Which data provider/API do you currently have access to? Should the screener track a fixed watchlist or the entire options universe? How frequently should the dashboard refresh data (real-time vs interval)?