gex

Gex Intraday Exposures

Intraday spot-GEX — net dealer gamma/charm/vanna recomputed at each intraday spot (minute bars), with OI/IV held fixed from the twice-daily snapshot. Shows how dealer positioning evolves as price moves through the day (Pro+).

Returns a series of {t, spot, net_gex, net_charm, net_vanna, call_gex, put_gex} plus a summary (open/last/min/max net_gex, contracts_used).

get/v1/gex/{session}/{ticker}/intraday-exposures

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}/intraday-exposures
  • Auth: none declared

Path parameters

sessionstring required
tickerstring required

Query parameters

dte_filterstring

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

step_mininteger

Minutes between sampled spots

Response

Successful Response

unknown required

Changes

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