state
gex profile
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.
GET/{ticker}/state/{category}State Tier
chart
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/gex_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). |
category | string | GEX aggregation category: full, gex_full, zero, gex_zero, one, or gex_one. |
Response
| Field | Type | Description |
|---|---|---|
timestamp | integer | The Unix timestamp of when the data was generated. |
ticker | string | The ticker symbol for the requested asset. |
min_dte | integer | The days-to-expiration (DTE) for the nearest expiry. |
sec_min_dte | integer | The days-to-expiration (DTE) for the next expiry. |
spot | number | The spot price of the underlying asset at the time of calculation. null when spot data is not available to the caller. |
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 | Six [strike, gex] pairs. Entry 0 is the current pair. Entries 1 to 5 are the strikes with the largest GEX imbalance change over the 1, 5, 10, 15 and 30 minute lookbacks. The /maxchange route returns the same six pairs as current, one, five, ten, fifteen and thirty. The array is empty when the producer omits the field. |
{
"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": 6
},
"min_dte": {
"type": "integer"
},
"sec_min_dte": {
"type": "integer"
},
"spot": {
"type": ["number", "null"],
"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",
"maxItems": 6,
"items": {
"type": "array",
"minItems": 2,
"maxItems": 2,
"items": {
"type": "number"
}
}
}
},
"additionalProperties": false
}type: object
properties:
timestamp:
type: integer
format: int64
ticker:
type: string
minLength: 2
maxLength: 6
min_dte:
type: integer
sec_min_dte:
type: integer
spot:
type: [number, 'null']
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
maxItems: 6
items:
type: array
minItems: 2
maxItems: 2
items:
type: number
additionalProperties: falseErrors
Most error responses have the body {"error": "<message>"}. A 401 response has no body. A 403 response from the API key product check also has no body.
| Status | Body | When |
|---|---|---|
400 | {"error": "User-Agent not found."} | The request has no User-Agent header. |
400 | {"error": "Authorization header not found."} | The request has no Authorization header. |
400 | {"error": "Invalid ticker format."} or {"error": "Unknown ticker symbol: <ticker>"} | The ticker is not a known symbol. |
400 | {"error": "Invalid category package combination."} | The category is not a state category. |
401 | (no body) | The API key is not valid. |
403 | {"error": "User is not subscribed."} | The account has no subscription. |
403 | {"error": "User does not have permission to access this endpoint."} | The account does not have REST API access. |
403 | {"error": "Classic package does not have access."} | The account has a Classic subscription. This route needs State or higher. |
403 | {"error": "Commercial child access is suspended."} | The commercial seat that owns the API key is suspended. |
429 | {"error": "Rate limit exceeded."} | The account has used its quota for this endpoint. See rate limits. |
500 | {"error": "Failed to get redis chart data: null or zero length"} | The server has no live data for the ticker and category. |
500 | {"error": "Failed to get chart data."} | The server could not decode the data. Retry the request. |