Using gamma exposure for futures trading help

[rbeckmann05]

Hello, I would like to use gamma exposure in an automated strategy trading futures. Is there a way to get the greeks or just gamma data on either options on futures or options on the underlying index using ninjascript to incorporate into the strategy?

[NinjaTrader_Jesse]

Hello rbeckmann05,

Can you clarify is this the result of a calculation of some kind or is that a data that is offered by some provider? NinjaTrader by default does not have anything related to gamma, if that is a specific type of calculation you likely can create an indicator that does that calculation for you. In regard to the options part, options are not available in NinjaScript so that would not be possible for options specifically. You can access futures instruments and data from NinjaScript.

[rbeckmann05]

Ok, that's all I need to hear. I am looking for American options data regarding how they are calculated, eg. Theta, Gamma, Delta, etc. Are there plans on incorporating A) options with ninjascript and B) deeper options data analysis in general?

[NinjaTrader_Jesse]

Hello rbeckmann05,

There is a feature request to add options data to NinjaScript however I don't have any kind of information regarding if that will be implemented in a future release. I have added your vote to the request. The tracking ID for this is SFT-5227 which you can use to find this feature in the change log if it is added.