Gamma Exposure GEX Profile for GBPUSD

Short description: Reads a Barchart CME British Pound ( B6 ) options CSV, solves Black-76 implied volatility per strike, and draws a right-anchored dealer GEX profile on GBPUSD with live-calculated Call Wall, Put Wall, and Zero-Gamma flip lines.

Full description: Converts a daily CME British Pound options CSV from Barchart ( B6 futures root) into an on-chart Gamma Exposure profile for GBPUSD. It renders a right-anchored bar panel showing net dealer gamma per strike alongside three key levels—Call Wall, Put Wall, and Zero-Gamma flip level—found via a multi-spot GEX sweep.

Which CSV to use: Spot GBPUSD lacks a listed options market. Use listed options on CME British Pound futures ( B6 root on barchart.com, e.g., active contract B6U26 ) as the proxy. Export the options chain using All Strikes and Stacked layout.

How it works: Place the downloaded CSV into MQL5\Files , enter the filename and expiry date in the inputs, and click Reload. A background timer periodically re-solves IV and GEX against live GBPUSD spot prices without re-reading the file.

The easiest way to open the MQL5\Files folder in MetaTrader 5 without searching through hidden system files:

🚀 The 3-Step Shortcut

  1. Open MetaTrader 5.

  2. Click File in the top-left menu bar.

  3. Click Open Data Folder.

📂 What Happens Next

A standard Windows File Explorer folder will pop open on your screen:

  1. Double-click the MQL5 folder.

  2. Double-click the Files folder inside it.

This is where you drop your downloaded Barchart .csv file.

Performance: Heavy processing (parsing, Black-76 IV, and Zero-Gamma calculations) runs only on initial load or manual reloads. Scrolling and zooming reposition cached visuals instantly without lag.

Requirements: You must manually download and refresh the CSV file from Barchart. This indicator operates offline and does not fetch web data automatically.

For informational and educational purposes only — not financial advice.


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