gex profile

Based on classified orderflow, this endpoint nets out imbalanced calls against imbalanced puts to locate areas of significant imbalanced exposure. It helps iden

GET/{TICKER}/state/{AGGREGATION_PERIOD}State Tier

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Powers the gex profile chart.

Based on classified orderflow, this endpoint nets out imbalanced calls against imbalanced puts to locate areas of significant imbalanced exposure. It helps identify high/low gamma nodes and call/put gamma regimes.

Subscription

Requires a State subscription or higher.

Request

Example: /SPX/state/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 largest positive GEX imbalance (call GEX).
`major_pos_oi`	`number`	Not applicable for State model, which is based on volume.
`major_neg_vol`	`number`	The strike with the largest negative GEX imbalance (put GEX).
`major_neg_oi`	`number`	Not applicable for State model, which is based on volume.
`strikes`	`array`	An array of strike data. Each inner array contains [strike, gex by volume, gex by open interest, priors]. "GEX by Volume" here refers to the GEX imbalance.
`sum_gex_vol`	`number`	The total GEX imbalance (net GEX) based on volume.
`sum_gex_oi`	`number`	Not applicable for State model.
`delta_risk_reversal`	`number`	Vestigial metric, discontinued.
`max_priors`	`array`	An array showing the strikes with the largest GEX imbalance change over various time intervals.

{
  "timestamp": 1753283591,
  "ticker": "SPX",
  "min_dte": 0,
  "sec_min_dte": 1,
  "spot": 6326.45,
  "zero_gamma": 0,
  "major_pos_vol": 6345,
  "major_pos_oi": 0,
  "major_neg_vol": 6280.08,
  "major_neg_oi": 0,
  "strikes": [
    [
      6110,
      -0.09,
      0,
      [
        -0.09,
        -0.09,
        -0.17,
        -0.17,
        -0.22
      ]
    ],
    [
      6115,
      -0.01,
      0,
      [
        -0.01,
        -0.01,
        -0.01,
        -0.01,
        0
      ]
    ],
    "...",
    [
      6540,
      0,
      0,
      [
        0,
        0,
        0,
        0,
        0
      ]
    ]
  ],
  "sum_gex_vol": -597.68386,
  "sum_gex_oi": 0,
  "delta_risk_reversal": 0,
  "max_priors": [
    [
      6340,
      -29.431
    ],
    [
      6335,
      97.079
    ],
    [
      6330,
      -257.694
    ],
    [
      6325,
      381.286
    ],
    [
      6340,
      -811.011
    ],
    [
      6340,
      -355.997
    ]
  ]
}

{
  "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

gex profile

Request

Headers

Path parameters

Response

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