options profile greeks

Displays the results of our orderflow classification engine, showing the net imbalance of transactions for a specified Greek. This allows for detailed analysis

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

chart

Powers the options profile, dex ladder, convexity ladder, and -vanna/charm ladder charts.

Displays the results of our orderflow classification engine, showing the net imbalance of transactions for a specified Greek. This allows for detailed analysis of customer long vs. short positioning and its associated risks.

Subscription

Requires a State subscription or higher.

Request

Example: /SPX/state/delta

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	Options
`TICKER`	`string`	Desired ticker symbol (e.g., SPX).
`SPECIFIED_GREEK`	`string`	The Greek to analyze. Options include delta (DEX), gamma (Convexity), vanna, and charm. Subscriptions vary.	`delta_zero` (State), `gamma_zero` (State), `delta_one` (State), `gamma_one` (State), `charm_zero` (State), `vanna_zero` (State), `charm_one` (State), `vanna_one` (State)

Response

Field	Type	Description
`timestamp`	`number`	The Unix timestamp of when the data was generated.
`ticker`	`string`	The ticker symbol for the requested asset.
`spot`	`number`	The spot price of the underlying 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.
`major_positive`	`number`	Strike with the largest positive exposure for the specified Greek.
`major_negative`	`number`	Strike with the largest negative exposure for the specified Greek.
`major_long_gamma`	`number`	Strike with the largest long customer gamma exposure.
`major_short_gamma`	`number`	Strike with the largest short customer gamma exposure.
`mini_contracts`	`array`	Array of strike data elements: `[strike, call_ivol, put_ivol, specified_greek, priors, put_cvolume, put_cvolume_priors]`. Priors represent historical lookback values for the requested Greek.

{
  "timestamp": 1753283592,
  "ticker": "SPX",
  "spot": 6326.27,
  "min_dte": 0,
  "sec_min_dte": 1,
  "major_positive": 6345,
  "major_negative": 6280.08,
  "major_long_gamma": 6329.46,
  "major_short_gamma": 6335.55,
  "mini_contracts": [
    [
      6510,
      0.426,
      0,
      0,
      [
        0,
        0,
        0
      ],
      null,
      null
    ],
    [
      6310,
      0.126,
      0.137,
      52.36,
      [
        51.41,
        57.72,
        30.76
      ],
      null,
      null
    ],
    "...",
    [
      6340,
      0.105,
      0.113,
      -255.01,
      [
        -271.73,
        -389.27,
        -315.41
      ],
      null,
      null
    ]
  ]
}

{
  "type": "object",
  "properties": {
    "timestamp": {
      "type": "integer",
      "format": "int64"
    },
    "ticker": {
      "type": "string",
      "minLength": 2,
      "maxLength": 5
    },
    "spot": {
      "type": "number",
      "format": "double"
    },
    "min_dte": {
      "type": "integer"
    },
    "sec_min_dte": {
      "type": "integer"
    },
    "major_positive": {
      "type": "number"
    },
    "major_negative": {
      "type": "number"
    },
    "major_long_gamma": {
      "type": "number"
    },
    "major_short_gamma": {
      "type": "number"
    },
    "mini_contracts": {
      "type": "array",
      "items": {
        "type": "array"
      }
    }
  },
  "additionalProperties": false
}

type: object
properties:
  timestamp:
    type: integer
    format: int64
  ticker:
    type: string
    minLength: 2
    maxLength: 5
  spot:
    type: number
    format: double
  min_dte:
    type: integer
  sec_min_dte:
    type: integer
  major_positive:
    type: number
  major_negative:
    type: number
  major_long_gamma:
    type: number
  major_short_gamma:
    type: number
  mini_contracts:
    type: array
    items:
      type: array
additionalProperties: false

options profile greeks

Request

Headers

Path parameters

Response

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