classic
gex chain
Provides a ladder-style histogram of GEX by Open Interest and Volume. Call GEX is netted against Put GEX for each strike. Includes historical "lookback" data
GET/{TICKER}/classic/{AGGREGATION_PERIOD}Classic Tier
chart
Powers the gexbot classic chart.
Provides a ladder-style histogram of GEX by Open Interest and Volume. Call GEX is netted against Put GEX for each strike. Includes historical "lookback" data points and major calculated levels.
Subscription
Requires a Classic subscription or higher.
Request
Example: /SPX/classic/zero
Headers
| Name | Type | Description |
|---|---|---|
Authorization | string | Required. Format: "Bearer <YOUR_API_KEY>" |
User-Agent | string | Required. Identify your client application. |
Accept | string | Required. Set to "application/json". |
Path parameters
| Name | Type | Description |
|---|---|---|
TICKER | string | Desired ticker symbol (e.g., SPX). |
AGGREGATION_PERIOD | string | Aggregation period: full, zero, or one. |
Response
| Field | Type | Description |
|---|---|---|
timestamp | number | The Unix timestamp of when the data was generated. |
ticker | string | The ticker symbol for the requested asset. |
min_dte | number | The days-to-expiration (DTE) for the nearest expiry. |
sec_min_dte | number | The days-to-expiration (DTE) for the next expiry. |
spot | number | The spot price of the underlying asset at the time of calculation. |
zero_gamma | number | The center of the options complex, according to a spline interpolation on gex by volume. |
major_pos_vol | number | The strike with the most positive gamma exposure, based on volume. |
major_pos_oi | number | The strike with the most positive gamma exposure, based on open interest. |
major_neg_vol | number | The strike with the most negative gamma exposure, based on volume. |
major_neg_oi | number | The strike with the most negative gamma exposure, based on open interest. |
strikes | array | An array of strike data. Each inner array contains [strike, gex by volume, gex by open interest, priors]. Priors are historical GEX values at set intervals. |
sum_gex_vol | number | The total gamma exposure based on volume across all strikes. |
sum_gex_oi | number | The total gamma exposure based on open interest across all strikes. |
delta_risk_reversal | number | Vestigial metric, discontinued. |
max_priors | array | An array showing the strikes with the largest GEX change over various time intervals (1, 5, 10, 15, 30 min). |
{
"timestamp": 1753283590,
"ticker": "SPX",
"min_dte": 0,
"sec_min_dte": 1,
"spot": 6326.5,
"zero_gamma": 6323.8,
"major_pos_vol": 6340,
"major_pos_oi": 6330,
"major_neg_vol": 6315,
"major_neg_oi": 6300,
"strikes": [
[
6110,
-0.17,
-10.65,
[
-0.17,
-0.17,
-0.21,
-0.21,
-0.24
]
],
[
6115,
-0.07,
-4.77,
[
-0.07,
-0.07,
-0.07,
-0.07,
-0.01
]
],
"...",
[
6540,
0,
0.06,
[
0,
0,
0,
0,
0
]
]
],
"sum_gex_vol": 36316.42772,
"sum_gex_oi": 15976.06365,
"delta_risk_reversal": -1.486,
"max_priors": [
[
6325,
-1418.293
],
[
6340,
-1677.922
],
[
6340,
-2669.46
],
[
6315,
-2816.621
],
[
6330,
3726.659
],
[
6340,
8129.162
]
]
}{
"type": "object",
"properties": {
"timestamp": {
"type": "integer",
"format": "int64"
},
"ticker": {
"type": "string",
"minLength": 2,
"maxLength": 5
},
"min_dte": {
"type": "integer"
},
"sec_min_dte": {
"type": "integer"
},
"spot": {
"type": "number",
"format": "double"
},
"zero_gamma": {
"type": "number"
},
"major_pos_vol": {
"type": "number"
},
"major_pos_oi": {
"type": "number"
},
"major_neg_vol": {
"type": "number"
},
"major_neg_oi": {
"type": "number"
},
"strikes": {
"type": "array",
"items": {
"type": "array"
}
},
"sum_gex_vol": {
"type": "number"
},
"sum_gex_oi": {
"type": "number"
},
"delta_risk_reversal": {
"type": "number"
},
"max_priors": {
"type": "array",
"items": {
"type": "array"
}
}
},
"additionalProperties": false
}type: object
properties:
timestamp:
type: integer
format: int64
ticker:
type: string
minLength: 2
maxLength: 5
min_dte:
type: integer
sec_min_dte:
type: integer
spot:
type: number
format: double
zero_gamma:
type: number
major_pos_vol:
type: number
major_pos_oi:
type: number
major_neg_vol:
type: number
major_neg_oi:
type: number
strikes:
type: array
items:
type: array
sum_gex_vol:
type: number
sum_gex_oi:
type: number
delta_risk_reversal:
type: number
max_priors:
type: array
items:
type: array
additionalProperties: false