GEX exposures by strike & expiry
Returns the most recent GEX exposures across all strikes for the given ticker & expiration on a given date. Calculated either with open interest or with volume.
Data is available since 2025-01-16.
GEX exposures by strike documentation
For real time streaming of the same data, subscribe to the gex_strike_expiry:{TICKER} websocket channel, see https://api.unusualwhales.com/docs/websocket/gex.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Path Parameters
A single ticker
"AAPL"
Query Parameters
An array of 1 or more expiry dates.
A single expiry date in ISO date format.
A trading date in the format of YYYY-MM-DD. This is optional and by default the last trading date.
"2024-01-18T00:00:00.000Z"
How many items to return. Max: 500. Min: 1. Returns up to 500 when omitted.
1 <= x <= 50010
Page number (use with limit). Starts on page 0.
1
The minimum strike. Min: 0.
x >= 0120.5
The maximum strike. Min: 0.
x >= 01200
The minimum days to expiry. Min: 0.
x >= 01
The maximum days to expiry. Min: 0.
x >= 03
Response
The call charm exposure when Market Makers are selling contracts when a transactions is closer to the ask side.
"102382359.5786"
The call charm exposure when Market Makers are buying contracts when a transactions is closer to the bid side.
"102382359.5786"
The sum of the charm exposure values of all call transactions at a given strike.
"102382359.5786"
The sum of the charm exposure values of all call transactions at a given strike.
"102382359.5786"
The call delta exposure when Market Makers are selling contracts when a transactions is closer to the ask side.
"227549667.4651"
The call delta exposure when Market Makers are buying contracts when a transactions is closer to the bid side.
"227549667.4651"
The sum of the delta exposure values of all call transactions at a given strike.
"227549667.4651"
The sum of the delta exposure values of all call transactions at a given strike.
"227549667.4651"
The call gamma exposure when Market Makers are selling contracts when a transactions is closer to the ask side.
"-102382359.5786"
The call gamma exposure when Market Makers are buying contracts when a transactions is closer to the bid side.
"102382359.5786"
The sum of the gamma exposure values of all call transactions at a given strike.
"9356683.4241"
The sum of the gamma exposure values of all call transactions at a given strike.
"9356683.4241"
The call vanna exposure when Market Makers are selling contracts when a transactions is closer to the ask side.
"152099632406.9564"
The call vanna exposure when Market Makers are buying contracts when a transactions is closer to the bid side.
"102382359.5786"
The sum of the vanna exposure values of all call transactions at a given strike.
"152099632406.9564"
The sum of the vanna exposure values of all call transactions at a given strike.
"152099632406.9564"
The underlying price used in calculations. NOTE: For any index ticker this will be the current ATM strike.
"4650"
The put charm exposure when Market Makers are selling contracts when a transactions is closer to the ask side.
"102382359.5786"
The put charm exposure when Market Makers are buying contracts when a transactions is closer to the bid side.
"102382359.5786"
The sum of the charm exposure values of all put transactions at a given strike.
"102382359.5786"
The sum of the charm exposure values of all put transactions at a given strike.
"102382359.5786"
The put delta exposure when Market Makers are selling contracts when a transactions is closer to the ask side.
"-191893077.7193"
The put delta exposure when Market Makers are buying contracts when a transactions is closer to the bid side.
"-191893077.7193"
The sum of the delta exposure values of all put transactions at a given strike.
"-191893077.7193"
The sum of the delta exposure values of all put transactions at a given strike.
"-191893077.7193"
The put gamma exposure when Market Makers are selling contracts when a transactions is closer to the ask side.
"-102382359.5786"
The put gamma exposure when Market Makers are buying contracts when a transactions is closer to the bid side.
"102382359.5786"
The sum of the gamma exposure values of all put transactions at a given strike.
"9356683.4241"
The sum of the gamma exposure values of all put transactions at a given strike.
"9356683.4241"
The put vanna exposure when Market Makers are selling contracts when a transactions is closer to the ask side.
"102382359.5786"
The put charm exposure when Market Makers are buying contracts when a transactions is closer to the bid side.
"102382359.5786"
The sum of the vanna exposure values of all put transactions at a given strike.
"152099632406.9564"
The sum of the vanna exposure values of all put transactions at a given strike.
"152099632406.9564"
The strike price of an option contract.
"150.0"
The UTC timestamp of the calculation
"2023-12-13T05:00:41.481Z"
