Api V2 Signals Advanced Vol-Expansion Get

Volatility expansion forecast — expansion readiness + directional bias.

Answers two questions at once: Will vol expand? (GEX-driven) and If it does, which way? (momentum-driven).

Logic highlights (src/signals/advanced/vol_expansion.py):

• expansion = gex_readiness × 100 (0–100); short-gamma regimes raise readiness.
• direction_score = tanh(momentum_z / 1.0) × 100 based on a 5-bar z-score.
• score = (expansion × direction_score) / 100 — sign matches direction, magnitude gated by expansion readiness.

Params: symbol (default SPY). Returns 404 when no data exists.

Returns:

{
  "underlying": "SPY", "timestamp": "...",
  "clamped_score": 0.42, "weighted_score": 0.084, "weight": 0.20,
  "direction": "bullish",
  "score": 42.0,
  "expansion": 78.4,
  "direction_score": 53.5,
  "magnitude": 41.9,
  "expected_5min_move_bps": 14.2,
  "context_values": { "...full engine context..." },
  "score_history": [{"score": 42.0, "timestamp": "..."}, "...up to 90"]
}

• score — [-100, +100]; product of expansion × direction, scaled.
• expansion — [0, 100]; GEX-driven vol-expansion readiness.
• direction_score — [-100, +100]; momentum-driven directional bias.
• magnitude — [0, 100]; absolute size of the combined signal.
• expected_5min_move_bps — forecasted 5-minute move in basis points.
• direction — "bullish" | "bearish" | "neutral".
• score_history — up to 90 recent {score, timestamp} points, newest→oldest.

Trader interpretation:

• expansion > 60 + |direction_score| > 50 → high-conviction expansion; long gamma or directional debit spread in the direction sign.
• expansion < 30 → wait; dealers long gamma, likely pinning.
• Direction-score sign-flip while expansion stays high → whipsaw warning.

Page design. Two half-circle gauges (expansion + direction_score), a "expected 5-min move" number (bps), and a sparkline of score_history. Color the card green/red by direction when |score| ≥ 25.