GEX

Get Gamma Surface

Net dealer gamma across price and time to settlement (see module docstring).

get/api/gex/gamma-surface

Request

  • Base URL: https://api.zerogex.io (the document declares no server; this is the origin it was published from)
  • URL: https://api.zerogex.io/api/gex/gamma-surface
  • Auth: HTTP bearer

Query parameters

symbolstring

Underlying symbol

expirationsstring

'all' for every live expiration, or a comma-separated list of YYYY-MM-DD expiration dates to price only that set.

span_pctnumber nullable

Half-width of the price grid as a fraction of spot. Omit to frame the selected contracts' strikes.

price_pointsinteger
time_stepsinteger

Response

Successful Response

symbolstring required
spotnumber required
timestampstring date-time required
expirationsstring[] required
settling_expirationstring date required
settles_atstring date-time required
gridnumber[] required
times_daysnumber[] required
contract_countinteger required

Changes

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