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Data Sources & Update Policy

Last updated: May 11, 2026

This page transparently describes the nature of the tables, levels, and summary information published on US Stock Sigma — how the data is sourced, cleaned, computed, and refreshed, and what conditions can cause delays, gaps, or errors.

1. Scope of Data

We publish:

  • Reference price (intraday or closing depending on context)
  • Expected Move ranges (±1σ) for Weekly and Daily horizons
  • Option Wall levels (CALL+, CALL, PUT, PUT+)
  • Gamma Flip, GEX (Gamma Exposure), and VOL strike
  • Expiration category markers (0DTE, Weekly, Monthly)
  • Visual highlighting for tickers near key levels

2. Data Sources

We source data from officially licensed, commercially reliable options market data providers. Specific provider names are subject to licensing and contractual restrictions and may not be disclosed publicly. Source quality and coverage may evolve over time as we refine the product.

3. Processing Pipeline

Data flows through a four-stage pipeline:

  1. Collect — raw options chain data from provider APIs
  2. Clean — filter invalid quotes, stale data, and anomalies
  3. Compute — calculate Expected Move, walls, gamma metrics
  4. Publish — push to the TradingView indicator and Site tables

4. Update Schedule

  • Weekly Expected Move — Computed from the closing IV on Friday afternoon (US Eastern Time). Published for the upcoming week. Refreshes once per week unless a re-issue is required.
  • Daily Wall Levels — Computed using Thursday closing data and published Thursday post-close, covering Friday and the following session.
  • 0DTE / Same-day data — Where applicable, computed and published intraday at periodic intervals.
  • Re-issues — In the event of source corrections or material errors, we may republish updated values with a clear correction notice.

5. Delay & Error Conditions

Common conditions that may cause delays or anomalies:

  • Extreme market volatility events
  • Low options liquidity (wide bid-ask spreads, sparse strikes)
  • Data provider outages, latency, or rate limits
  • Symbol-level events (splits, mergers, ticker changes, halts)
  • Technical issues in our processing infrastructure

6. Quality Control

We apply several layers of validation:

  • Range plausibility checks (rejects implausible ±1σ values)
  • Sample verification against published expectations
  • User-reported issue investigation and remediation

7. Correction Policy

When errors are identified — whether by us, a data partner, or a user — we recompute and republish corrected values as soon as practicable. For historical data, we may retroactively amend prior records. Material corrections are noted on the affected page or in a release log.

8. Limitations

All published data is for educational and informational purposes only and does not constitute investment advice. See our Disclaimer and Risk Disclosure for more.

9. Contact

Found a data issue or have a question? usstocksigma@gmail.com