gex

Gex With Flow

GEX including option flow — the same computation the OptionWhales panel renders.

Prefer this over GET /v1/gex/{session}/{ticker} when you want the numbers our dashboard shows. The two endpoints agree on structural_gex to the dollar but not on net_gex or key_levels, because they differ on one thing — flow:

  • /v1/gex/{session}/{ticker} is structural only on a past session (flow_included: false, flow_gex: 0).
  • this route adds flow on every session: reconstructed from that session's archived large-order tape for a past date, and from the live streaming tape for the current one.

Because key_levels (call wall, put wall, gamma flip, at-spot regime) are derived from structural + flow, the flow difference moves the LEVELS too, not just the totals — on SPY 2026-09-01 the call wall is 800 without flow and 780 with it. If you alert on a level, read it from here.

The payload declares its own bases: summary.basis names the basis of every money column, summary.key_levels_structural carries the structural-only levels alongside the flow-inclusive summary.key_levels, and summary.gamma_basis names the gamma model. summary.flow_source reports where the flow came from (computed_from_streaming / computed_from_archive / historical_no_flow) and summary.flow_orders_count how many orders backed it.

Note the flow tape is filtered at ingest to trades of 100+ contracts, so flow_gex reflects large-order flow, not the session's full volume.

get/v1/gex/{session}/{ticker}/with-flow

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}/with-flow
  • Auth: none declared

Path parameters

sessionstring required
tickerstring required

Query parameters

dte_filterstring

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

Response

Successful Response

unknown required

Changes

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