Spot big options bets as they happen.

teleon.dev/docs/options turns OPRA options data into sweeps with Greeks computed in Wasm in 0.1 ms, and sums gamma exposure (GEX) by strike for each underlying.

v32.0teleon.dev/docs/optionsOptions feedhttpsjson

Read the docs Copy the agent prompt

Gamma exposure by strike

Net dealer gamma, $M per 1% moveStrike

Net dealer gammaSpot at 104

Net dealer gamma turns positive just above spot, near the 105 strike. Each sweep prints with Greeks computed in about 0.1 ms.

What it does

Sweeps as they print

Large orders split across exchanges are grouped into single sweeps from the OPRA feed.

Greeks in 0.1 ms

Delta, gamma, theta and vega are computed in Wasm for each contract as it prints.

Gamma exposure

Dealer gamma is summed by strike, showing where hedging tends to calm or speed up a move.

The contract

A sweep names its contract, size, premium and Greeks. OPRA data comes with its own terms, so every record carries its license and read time.

StoreS105, added in v32.0

SourcesOPRA options sweeps

GreeksComputed in Wasm in 0.1 ms, with GEX

RecordsEach record carries its source, license and read time

Identifiers

options.sweep
options.gex_by_strike

Execution contracts

Request and responseCopy

GET /v1/options/sweeps?underlying=EXMPL&min_premium=1000000&limit=2
Host: api.teleon.dev

# Response
{
  "sweeps": [
    {"id": "sw_51207", "contract": "EXMPL 2026-11-20 105 C",
     "premium": 2140000, "size": 3100, "exchanges": 6,
     "greeks": {"delta": 0.41, "gamma": 0.032, "theta": -0.11, "vega": 0.19},
     "printed_at": "2026-10-23T14:31:07Z", "source": "OPRA",
     "license": "terms:opra", "read_at": "2026-10-23T14:31:07Z"},
    {"id": "sw_51219", "contract": "EXMPL 2026-12-18 95 P",
     "premium": 1380000, "size": 2400, "exchanges": 4,
     "printed_at": "2026-10-23T14:33:52Z", "source": "OPRA",
     "license": "terms:opra", "read_at": "2026-10-23T14:33:52Z"}
  ],
  "gex": {"underlying": "EXMPL", "net_per_1pct_move": 118000000},
  "next_cursor": "c_0e41"
}

Endpoints

Method	Path	Access	What it does
`GET`	`/v1/options/sweeps`	RING-3	List sweeps by underlying, premium or expiry
`GET`	`/v1/options/sweeps/{id}`	RING-3	Read one sweep with its legs and Greeks
`GET`	`/v1/options/changes?since={cursor}`	RING-3	Stream sweeps and GEX updates since a cursor
`POST`	`/v1/options/watches`	RING-2	Alert when sweeps or GEX for an underlying cross a level

Listed paths appear in the service’s published files today. This surface comes from the Teleon Omnibus Codex v1.0 to v50.0, Oct 25, 2026. In the one-host plan every path here is served under api.teleon.dev/v1/options.

How it connects

Reads from

Macro and tradeteleon.dev/docs/macro Entitiesteleon.dev/docs/entities Deterministic micro-agentsteleon.dev/docs/dma

Feeds into

Catalyst fusionteleon.dev/docs/catalysts Decision marketsteleon.dev/docs/futarchy

Queuesaq261-aq350

StoresS105 Options Sweeps, Greeks and Gamma Exposure

For agents

Give your agent the read-only guide first. It reports back before any write.

Agent prompt

Read https://teleon.dev/docs/options.md and show today's largest sweeps for one underlying with their Greeks. Read only.

Copy

llms.txt Agent card

Words on this page

Full glossary

OPRA: The Options Price Reporting Authority, which consolidates quotes and trades from the US options exchanges into one feed. Its data comes with its own terms.
Greeks: Measures of how an option's price responds to the underlying price (delta and gamma), time (theta), volatility (vega) and interest rates (rho).
Gamma exposure: GEX: an estimate of how much options dealers must buy or sell as the underlying moves, summed from open interest and each contract's gamma.
Record license: The terms that came with a record from its source, stored on the record itself so every reader sees them.