GEX

GEX by strike

Gamma exposure aggregated by strike. ?expiry=all (default) covers every expiry, ?expiry=0dte filters to today's expiry only, and an explicit expiry token (e.g. 28MAR25) returns just that expiration.

Strike-axis filters (intersected when more than one is set):

  • strike_min / strike_max — absolute bounds.
  • moneyness_min / moneyness_max — strike/spot ratio bounds, e.g. 0.9..1.1 keeps the ATM ±10% slab.
  • spot_window_pct — symmetric window in percent (e.g. 5 for ±5% of spot). Combined by intersection with the others.

When any strike filter narrows the set, ranked_top_10 is rebuilt from the surviving strikes — the cached pre-filter ranking is not reused.

get/gex/strike-profile

Request

  • Base URL: https://docs.backquant.com/v2
  • URL: https://docs.backquant.com/v2/gex/strike-profile
  • 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

expirystring

Which expiry to include: all for every expiry, 0dte for today's expiry only, or a specific date (YYYY-MM-DD) or Deribit token (28MAR25).

strike_minnumber nullable

Absolute lower strike bound

strike_maxnumber nullable

Absolute upper strike bound

moneyness_minnumber nullable

Strike/spot lower bound (e.g. 0.9)

moneyness_maxnumber nullable

Strike/spot upper bound (e.g. 1.1)

spot_window_pctnumber nullable

Symmetric strike window in % around spot (e.g. 5 for ±5%)

Headers

X-API-Keystring nullable

Response

Successful Response

successtrue

Changes

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