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Get NQ price\n const price = await getNQPrice();\n console.log(`Price: ${price.last}`);\n\n // 2. Get NDX options chain + compute GEX\n let gexData = null;\n if (POLYGON_KEY) {\n const chain = await fetchOptionsChain(price.last);\n gexData = computeGEXAnalysis(chain, price.last);\n console.log(\n `GEX computed. Call wall: ${gexData.callWall.strike} ($${\n (gexData.callWall.callGEX / 1e6).toFixed(0)\n }M)`,\n );\n } else {\n console.log(\"No Polygon key — skipping options chain.\");\n gexData = {\n error:\n \"No POLYGON_API_KEY set. Add it in Val.town Settings → Environment Variables.\",\n };\n }\n\n // 3. Build the payload Claude will read\n const payload = {\n meta: {\n updatedAt: timestamp,\n updatedUtc: new Date().toISOString(),\n hasOptions: !!POLYGON_KEY,\n priceSource: POLYGON_KEY\n ? \"Polygon (real-time)\"\n : \"Yahoo Finance (15-min delay)\",\n },\n price,\n gex: gexData,\n };\n\n // 4. Store to Val.town blob (persists between runs)\n await blob.setJSON(\"nq_live_data\", payload);\n console.log(\"Stored to blob. Done.\");\n } catch (err) {\n const errPayload = { error: String(err), updatedAt: timestamp };\n await blob.setJSON(\"nq_live_data\", errPayload);\n console.error(\"Error:\", err);\n }\n}\n\n// ── NQ PRICE ────────────────────────────────────────────────\n\nasync function getNQPrice() {\n // Try Polygon first (real-time, requires key)\n if (POLYGON_KEY) {\n try {\n const res = await fetch(\n `https://api.polygon.io/v2/snapshot/locale/us/markets/futures/tickers/${NQ_POLYGON}?apiKey=${POLYGON_KEY}`,\n );\n const json = await res.json();\n const t = json.tickers?.[0];\n if (t) {\n const day = t.day ?? {};\n const prev = t.prevDay ?? {};\n const last = t.lastTrade?.p ?? day.c ?? 0;\n const priorClose = prev.c ?? day.o ?? last;\n const gap = last - priorClose;\n return {\n last,\n priorClose,\n gap: +gap.toFixed(2),\n gapPct: priorClose ? +((gap / priorClose) * 100).toFixed(2) : 0,\n open: day.o ?? last,\n high: day.h ?? last,\n low: day.l ?? last,\n volume: day.v ?? 0,\n source: \"Polygon real-time\",\n };\n }\n } catch (_) { /* fall through */ }\n }\n\n // Fallback: Yahoo Finance (free, 15-min delay)\n const url =\n `https://query1.finance.yahoo.com/v8/finance/chart/${NQ_TICKER}?interval=5m&range=1d`;\n const res = await fetch(url, { headers: { \"User-Agent\": \"Mozilla/5.0\" } });\n const json = await res.json();\n const meta = json.chart?.result?.[0]?.meta ?? {};\n const quotes = json.chart?.result?.[0]?.indicators?.quote?.[0] ?? {};\n\n const last = meta.regularMarketPrice ?? meta.previousClose ?? 0;\n const priorClose = meta.chartPreviousClose ?? meta.previousClose ?? last;\n const gap = last - priorClose;\n const highs = (quotes.high ?? []).filter(Boolean);\n const lows = (quotes.low ?? []).filter(Boolean);\n\n return {\n last,\n priorClose,\n gap: +gap.toFixed(2),\n gapPct: priorClose ? +((gap / priorClose) * 100).toFixed(2) : 0,\n open: quotes.open?.[0] ?? last,\n high: highs.length ? Math.max(...highs) : last,\n low: lows.length ? Math.min(...lows) : last,\n volume: meta.regularMarketVolume ?? 0,\n source: \"Yahoo Finance (15-min delay)\",\n };\n}\n\n// ── OPTIONS CHAIN FETCH ──────────────────────────────────────\n\nasync function fetchOptionsChain(spot: number) {\n const today = new Date().toISOString().split(\"T\")[0];\n const expTo = new Date(Date.now() + 8 * 864e5).toISOString().split(\"T\")[0];\n const sMin = Math.floor(spot * 0.88 / 50) * 50;\n const sMax = Math.ceil(spot * 1.12 / 50) * 50;\n\n let results: any[] = [];\n let url: string | null =\n `https://api.polygon.io/v3/snapshot/options/${NDX_SYMBOL}` +\n `?expiration_date.gte=${today}` +\n `&expiration_date.lte=${expTo}` +\n `&strike_price.gte=${sMin}` +\n `&strike_price.lte=${sMax}` +\n `&limit=250` +\n `&apiKey=${POLYGON_KEY}`;\n\n let pages = 0;\n while (url && pages < 6) {\n const res = await fetch(url);\n const json = await res.json();\n if (!json.results) {\n throw new Error(\n \"Polygon chain error: \" + JSON.stringify(json).slice(0, 200),\n );\n }\n results = results.concat(json.results);\n url = json.next_url ? json.next_url + `&apiKey=${POLYGON_KEY}` : null;\n pages++;\n }\n\n return results;\n}\n\n// ── GEX COMPUTATION ─────────────────────────────────────────\n\nfunction computeGEXAnalysis(chain: any[], spot: number) {\n // ── Per-strike GEX map\n const byStrike: Record = {};\n\n for (const c of chain) {\n const d = c.details;\n const g = c.greeks;\n if (!d || !g || g.gamma == null) continue;\n\n const strike = d.strike_price;\n const type = d.contract_type; // \"call\" | \"put\"\n const oi = c.open_interest ?? 0;\n const gamma = Math.abs(g.gamma);\n const delta = g.delta ?? 0;\n const iv = g.implied_volatility ?? 0;\n\n // GEX: dollars of delta change per 1% spot move\n // = gamma × OI × multiplier × spot² × 0.01\n const rawGEX = gamma * oi * MULTIPLIER * spot * spot * 0.01;\n const gex = type === \"call\" ? rawGEX : -rawGEX;\n\n // DEX: total dollar delta exposure\n const rawDEX = Math.abs(delta) * oi * MULTIPLIER * spot;\n const dex = type === \"call\" ? rawDEX : -rawDEX;\n\n if (!byStrike[strike]) {\n byStrike[strike] = {\n strike,\n callGEX: 0,\n putGEX: 0,\n netGEX: 0,\n callDEX: 0,\n putDEX: 0,\n callOI: 0,\n putOI: 0,\n peakGamma: 0,\n atmIV: 0,\n expiry: d.expiration_date,\n };\n }\n\n const s = byStrike[strike];\n if (type === \"call\") {\n s.callGEX += gex;\n s.callDEX += rawDEX;\n s.callOI += oi;\n } else {\n s.putGEX += gex;\n s.putDEX -= rawDEX;\n s.putOI += oi;\n }\n s.netGEX = s.callGEX + s.putGEX;\n s.peakGamma = Math.max(s.peakGamma, gamma);\n if (Math.abs(strike - spot) < 75) s.atmIV = iv;\n }\n\n const strikes = Object.values(byStrike).sort((a, b) => a.strike - b.strike);\n\n // ── Key levels\n const callWall = maxByKey(strikes, \"callGEX\");\n const putWall = minByKey(strikes, \"putGEX\");\n const hvl = findHVL(strikes);\n const maxGamma = maxByKey(strikes, \"peakGamma\");\n const netGEX = strikes.reduce((s, r) => s + r.netGEX, 0);\n const atmIV = getATMIV(chain, spot);\n const nearExpiry = getNearestExpiry(chain);\n const dte = getDTE(nearExpiry);\n const em = computeEM(spot, atmIV, dte);\n const probDist = computeProbDist(spot, atmIV, dte, strikes);\n const bayesian = computeBayesian(probDist, callWall, putWall, spot);\n const dexFlags = strikes.filter((s) => s.callDEX > 150e6);\n const gapATR = estimateATR(strikes, spot);\n const gapVsATR = gapATR > 0\n ? Math.abs(spot - (em.center ?? spot)) / gapATR\n : 0;\n\n // ── Nearest 25 strikes for Claude's level map\n const nearStrikes = strikes\n .filter((s) => s.strike >= spot - 600 && s.strike <= spot + 400)\n .sort((a, b) => b.strike - a.strike)\n .map((s) => ({\n strike: s.strike,\n callGEX: +(s.callGEX / 1e6).toFixed(1),\n putGEX: +(s.putGEX / 1e6).toFixed(1),\n netGEX: +(s.netGEX / 1e6).toFixed(1),\n callDEX: +(s.callDEX / 1e6).toFixed(1),\n callOI: s.callOI,\n putOI: s.putOI,\n role: getRole(s, callWall, putWall, hvl, maxGamma, spot),\n }));\n\n return {\n callWall: fmt(callWall, \"callGEX\"),\n putWall: fmt(putWall, \"putGEX\"),\n hvl,\n maxGamma: {\n strike: maxGamma?.strike ?? 0,\n gamma: maxGamma?.peakGamma ?? 0,\n },\n netGEX: +(netGEX / 1e6).toFixed(0),\n regime: netGEX > 0\n ? \"POSITIVE — stabilizing / mean-reverting\"\n : \"NEGATIVE — amplifying / momentum\",\n atmIV: +((atmIV ?? 0) * 100).toFixed(1),\n dte: +dte.toFixed(2),\n nearExpiry,\n em,\n probDist,\n bayesian,\n dexFlags: dexFlags.map((s) => ({\n strike: s.strike,\n callDEX_M: +(s.callDEX / 1e6).toFixed(0),\n })),\n baltussen: netGEX < 0\n ? \"ACTIVE — Negative GEX. If trending 3+ hours, hold into final 30 min.\"\n : \"INACTIVE — Positive GEX. Fade setups. Exit by 3:30 PM.\",\n nearStrikes,\n };\n}\n\n// ── HELPERS ──────────────────────────────────────────────────\n\nfunction maxByKey(arr: any[], key: string) {\n return arr.reduce(\n (best, cur) => (cur[key] > (best?.[key] ?? -Infinity) ? cur : best),\n null,\n );\n}\nfunction minByKey(arr: any[], key: string) {\n return arr.reduce(\n (best, cur) => (cur[key] < (best?.[key] ?? Infinity) ? cur : best),\n null,\n );\n}\nfunction fmt(s: any, gexKey: string) {\n if (!s) return { strike: 0, gex_M: 0 };\n return {\n strike: s.strike,\n gex_M: +(s[gexKey] / 1e6).toFixed(1),\n expiry: s.expiry,\n };\n}\n\nfunction findHVL(strikes: any[]): number {\n let cum = 0;\n for (const s of strikes) {\n const prev = cum;\n cum += s.netGEX;\n if (prev < 0 && cum >= 0) return s.strike;\n }\n return strikes[0]?.strike ?? 0;\n}\n\nfunction getATMIV(chain: any[], spot: number): number {\n let best = Infinity, iv = 0;\n for (const c of chain) {\n const dist = Math.abs((c.details?.strike_price ?? 0) - spot);\n const civ = c.greeks?.implied_volatility ?? 0;\n if (dist < best && civ > 0) {\n best = dist;\n iv = civ;\n }\n }\n return iv;\n}\n\nfunction getNearestExpiry(chain: any[]): string {\n const dates = chain.map((c) => c.details?.expiration_date).filter(Boolean)\n .sort();\n return dates[0] ?? \"unknown\";\n}\n\nfunction getDTE(expiry: string): number {\n if (!expiry || expiry === \"unknown\") return 1;\n const diff = (new Date(expiry).getTime() - Date.now()) / 864e5;\n return Math.max(diff, 0.001);\n}\n\nfunction computeEM(spot: number, iv: number, dte: number) {\n if (!iv || dte <= 0) {\n return { amount: 0, pct: \"0%\", upper: spot, lower: spot, center: spot };\n }\n const amt = spot * iv * Math.sqrt(dte / 365);\n return {\n amount: +amt.toFixed(0),\n pct: (amt / spot * 100).toFixed(2) + \"%\",\n upper: Math.round(spot + amt),\n lower: Math.round(spot - amt),\n center: Math.round(spot),\n };\n}\n\nfunction normalCDF(x: number): number {\n const a = [0.254829592, -0.284496736, 1.421413741, -1.453152027, 1.061405429];\n const p = 0.3275911;\n const sign = x < 0 ? -1 : 1;\n x = Math.abs(x) / Math.sqrt(2);\n const t = 1 / (1 + p * x);\n const poly = ((((a[4] * t + a[3]) * t + a[2]) * t + a[1]) * t + a[0]) * t;\n return 0.5 * (1 + sign * (1 - poly * Math.exp(-x * x)));\n}\n\nfunction computeProbDist(\n spot: number,\n iv: number,\n dte: number,\n strikes: any[],\n) {\n if (!iv || dte <= 0) return {};\n const T = dte / 365;\n const sig = iv;\n const dist: Record = {};\n\n // Key strikes from the chain + EM levels\n const keyStrikes = new Set();\n for (const s of strikes) {\n if (s.strike >= spot - 600 && s.strike <= spot + 400) {\n keyStrikes.add(s.strike);\n }\n }\n\n for (const X of keyStrikes) {\n const d2 = (Math.log(spot / X) - 0.5 * sig * sig * T) /\n (sig * Math.sqrt(T));\n const pct = (normalCDF(d2) * 100).toFixed(1);\n dist[X] = pct + \"%\";\n }\n return dist;\n}\n\nfunction computeBayesian(\n probDist: Record,\n callWall: any,\n putWall: any,\n spot: number,\n) {\n // Pre-compute prior odds for standard setups\n const cwStrike = callWall?.strike ?? 0;\n const pwStrike = putWall?.strike ?? 0;\n\n const priors: Record = {};\n\n function addPrior(\n key: string,\n label: string,\n pStr: string | undefined,\n dir: \"short\" | \"long\",\n ) {\n if (!pStr) return;\n const p = parseFloat(pStr) / 100;\n const odds = p / (1 - p);\n const sizeHint = p > 0.80\n ? \"100% size\"\n : p > 0.70\n ? \"85% size\"\n : p > 0.60\n ? \"70% size\"\n : p > 0.55\n ? \"50% size\"\n : \"NO TRADE\";\n priors[key] = {\n label,\n p: +(p * 100).toFixed(1) + \"%\",\n priorOdds: +odds.toFixed(2),\n sizeHint,\n dir,\n };\n }\n\n // SHORT above call wall → P(close < call wall)\n const cwProb = probDist[cwStrike];\n if (cwProb) {\n const p = 100 - parseFloat(cwProb);\n addPrior(\n \"shortCallWall\",\n `SHORT above ${cwStrike} call wall`,\n p.toFixed(1) + \"%\",\n \"short\",\n );\n }\n\n // SHORT targeting put wall → P(close < putWall+50)\n if (pwStrike && probDist[pwStrike + 50]) {\n const p = 100 - parseFloat(probDist[pwStrike + 50]);\n addPrior(\n \"shortToPutWall\",\n `SHORT to ~${pwStrike} put wall`,\n p.toFixed(1) + \"%\",\n \"short\",\n );\n }\n\n // LONG from put wall → P(close > put wall)\n if (pwStrike && probDist[pwStrike]) {\n addPrior(\n \"longPutWall\",\n `LONG from ${pwStrike} put wall`,\n probDist[pwStrike],\n \"long\",\n );\n }\n\n // LONG if call wall holds as floor\n if (cwProb) {\n addPrior(\n \"longCallWallFloor\",\n `LONG if ${cwStrike} holds as floor`,\n cwProb,\n \"long\",\n );\n }\n\n return {\n priors,\n ibLikelihoodRatios: {\n bothBearish: {\n lr: 1.358,\n hitRate: \"67.9%\",\n desc: \"IB below mid + high first\",\n },\n belowMidOnly: { lr: 1.316, hitRate: \"65.8%\", desc: \"IB below mid only\" },\n bothBullish: {\n lr: 1.480,\n hitRate: \"74.0%\",\n desc: \"IB above mid + low first\",\n },\n aboveMidOnly: { lr: 1.402, hitRate: \"70.1%\", desc: \"IB above mid only\" },\n ibOpposes: {\n lr: 0.642,\n hitRate: \"—\",\n desc: \"IB opposes GEX direction — dilutes prior\",\n },\n },\n formula:\n \"Post Odds = Prior Odds × LR → Posterior = Post Odds / (1 + Post Odds)\",\n sizeTable: {\n \"above 85%\": \"100% size\",\n \"75-85%\": \"85% size\",\n \"65-75%\": \"70% size\",\n \"55-65%\": \"50% size\",\n \"below 55%\": \"NO TRADE\",\n },\n };\n}\n\nfunction estimateATR(_strikes: any[], spot: number): number {\n // Rough ATR estimate from expected move (used for gap classification)\n return spot * 0.008; // ~0.8% daily ATR as a baseline\n}\n\nfunction getRole(\n s: any,\n cw: any,\n pw: any,\n hvl: number,\n mg: any,\n spot: number,\n): string {\n const roles: string[] = [];\n if (s.strike === cw?.strike) roles.push(\"CALL WALL\");\n if (s.strike === pw?.strike) roles.push(\"PUT WALL\");\n if (s.strike === hvl) roles.push(\"HVL/GAMMA FLIP\");\n if (s.strike === mg?.strike) roles.push(\"MAX GAMMA\");\n if (s.callDEX > 150e6) roles.push(\"DEX OVEREXTENSION\");\n if (Math.abs(s.strike - 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Diff · v7