gex

Gex Greek Exposure

Second-order dealer greek exposure — gamma, charm AND vanna — decomposed by strike AND by expiry, split call/put (Pro+ only).

Each by_strike / by_expiry row carries call_gex/put_gex/net_gex (gamma $-exposure per 1% move), call_charm/put_charm/net_charm ($ per day of decay), call_vanna/put_vanna/net_vanna ($ per vol-point) and call_oi/put_oi. Pass include_strike_expiry=true for the full grid.

get/v1/gex/{session}/{ticker}/greek-exposure

Request

  • Base URL: https://api.optionwhales.io (the document declares no server; this is the origin it was published from)
  • URL: https://api.optionwhales.io/v1/gex/{session}/{ticker}/greek-exposure
  • Auth: none declared

Path parameters

sessionstring required
tickerstring required

Query parameters

dte_filterstring

all | 0dte | 0+1 | weekly | monthly (legacy integer days also accepted)

include_strike_expiryboolean

Also return the per-strike-per-expiry grid

Response

Successful Response

unknown required

Changes

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