# `ZenQuant.Options.GammaWalls`
[🔗](https://github.com/ZenHive/zen_quant/blob/v0.8.1/lib/zen_quant/options/gamma_walls.ex#L1)

Gamma exposure (GEX) wall computation from option chains.

Computes per-strike GEX values to identify support and resistance levels
created by dealer hedging activity. Positive GEX indicates support (dealers
buy dips), negative GEX indicates resistance (dealers sell rips).

## Side Convention

The `:side` option controls sign interpretation:
  * `:dealer` (default) — calls +1, puts -1 (standard market making assumption)
  * `:customer` — inverted signs

## Example

    GammaWalls.aggregate(chain, 68000.0, top_n: 5)
    # => [%{strike: 70000.0, gex: 1500.0, type: :support}, ...]

## API Functions
| Function | Arity | Description | Param Kinds |
| --- | --- | --- | --- |
| `aggregate` | 3 | Aggregate gamma exposure by strike from an enriched option chain. | `chain: exchange_data`, `spot: value` |

# `wall_entry`

```elixir
@type wall_entry() :: %{strike: float(), gex: float(), type: :support | :resistance}
```

A single gamma wall entry with strike, GEX value, and classification

# `aggregate`

```elixir
@spec aggregate(map(), number(), keyword()) :: [wall_entry()]
```

Aggregate gamma exposure by strike from an enriched option chain.

## Parameters

  * `chain` - Option chain map %\{symbol => option_map\} with greeks in :raw (exchange_data)
  * `spot` - Current spot price (value)

## Options

  * `side` - :dealer or :customer sign convention (default: `:dealer`)
  * `min_oi` - Minimum OI to include (default: `0`)
  * `top_n` - Return only top N walls by absolute GEX

## Returns

List of %\{strike, gex, type: :support | :resistance\} sorted by abs GEX desc (`list`)

### Example

```elixir
[%{type: :support, strike: 84000.0, gex: 1250.0}]
```

```elixir
# descripex:contract
%{
  opts: %{
    side: %{
      default: :dealer,
      type: :atom,
      description: ":dealer or :customer sign convention"
    },
    min_oi: %{default: 0, type: :number, description: "Minimum OI to include"},
    top_n: %{
      default: nil,
      type: :integer,
      description: "Return only top N walls by absolute GEX"
    }
  },
  params: %{
    spot: %{description: "Current spot price", kind: :value},
    chain: %{
      description: "Option chain map %{symbol => option_map} with greeks in :raw",
      source: "Options.Deribit.chain(exchange_mod, enrich: :greeks)",
      kind: :exchange_data
    }
  },
  returns: %{
    type: :list,
    description: "List of %{strike, gex, type: :support | :resistance} sorted by abs GEX desc"
  },
  returns_example: [%{type: :support, strike: 84000.0, gex: 1250.0}]
}
```

---

*Consult [api-reference.md](api-reference.md) for complete listing*