GEX

2D strike × expiry GEX matrix

Rows are strikes, columns are expiries (sorted ascending DTE).

Filters apply BEFORE downsampling so the cap parameters operate on the already-narrowed grid:

  • dte_min / dte_max — drop expiries outside the DTE window.
  • moneyness_min / moneyness_max — drop strikes outside the moneyness window (e.g. 0.8..1.2 keeps ATM ±20%).
  • max_strikes — cap on strikes returned (kept closest to spot).
  • max_expiries — cap on expiries (kept nearest by DTE).
get/gex/strike-expiry-heatmap

Request

  • Base URL: https://docs.backquant.com/v2
  • URL: https://docs.backquant.com/v2/gex/strike-expiry-heatmap
  • Auth: API key in header X-API-Key

Query parameters

symbol'BTCUSDT' | 'ETHUSDT' | 'SOLUSDT' | 'HYPEUSDT'

Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.

exchangesstring nullable

Comma-separated venue filter

dte_mininteger nullable

DTE lower bound

dte_maxinteger nullable

DTE upper bound

moneyness_minnumber nullable

Strike/spot lower bound

moneyness_maxnumber nullable

Strike/spot upper bound

max_strikesinteger

Cap on number of strikes returned

max_expiriesinteger

Cap on number of expiries returned

Headers

X-API-Keystring nullable

Response

Successful Response

unknown required

Changes

No recorded changes to this operation across all 1 revision of this API.