Gamma-hedging is an essential operation for option traders who have to decide when to make their portfolio delta-flat. But this decision depends on market conditions and the trader's own positions and exposures, which can make gamma-hedging a costly and time-consuming operation. Our solution, TEMPO, is a plug-and-play API that automatically detects and signals statistically optimal gamma-hedging moments to its users. It is also assists options market-makers and volatility traders in determining better bid-ask spreads.