> ## Documentation Index
> Fetch the complete documentation index at: https://api.unusualwhales.com/docs/llms.txt
> Use this file to discover all available pages before exploring further.

> ## Agent Instructions
> API requests use the base URL https://api.unusualwhales.com and require a bearer token in the `Authorization` header (`Authorization: Bearer <API_KEY>`). Create and manage API tokens at https://unusualwhales.com/dashboard/api.
> For live market data inside an AI tool, use the Unusual Whales MCP server at https://unusualwhales.com/public-api/mcp.
> Instructions for agents using Unusual Whales tools: https://unusualwhales.com/skill.md

# Gex

> Ticker-level greek exposures, expressed as the $ value of hedging required when the underlying moves one percent.

Message
fields**14**
topic[live-gex](/docs/kafka/topics/live-gex.md)

**Proto definition**

```protobuf schema.proto theme={null}
message Gex {
  string ticker = 1;
  int64 timestamp = 2;
  double gamma_per_one_percent_move_oi = 3;
  double delta_per_one_percent_move_oi = 4;
  double charm_per_one_percent_move_oi = 5;
  double vanna_per_one_percent_move_oi = 6;
  string price = 7;
  double gamma_per_one_percent_move_vol = 8;
  double delta_per_one_percent_move_vol = 9;
  double charm_per_one_percent_move_vol = 10;
  double vanna_per_one_percent_move_vol = 11;
  double gamma_per_one_percent_move_dir = 12;
  double charm_per_one_percent_move_dir = 13;
  double vanna_per_one_percent_move_dir = 14;
}
```

## Fields

The number on the right of each row is the protobuf field number.

ticker
string
1

The underlying ticker.

timestamp
int64
2

Unix timestamp of the latest update of day.

gamma\_per\_one\_percent\_move\_oi
double
3

The sum of every call and put contract of (open interest \* gamma \* price \* price), with put gamma negated.

delta\_per\_one\_percent\_move\_oi
double
4

The sum of every call and put contract of (open interest \* delta \* price \* price).

charm\_per\_one\_percent\_move\_oi
double
5

The sum of every call and put contract of (open interest \* charm \* price \* 365), with put charm negated.

vanna\_per\_one\_percent\_move\_oi
double
6

The sum of every call and put contract of (open interest \* vanna \* price \* iv), with put vanna negated.

price
string
7

The price of the underlying

gamma\_per\_one\_percent\_move\_vol
double
8

The sum of every call and put contract of (volume \* gamma \* price \* price), with put gamma negated.

delta\_per\_one\_percent\_move\_vol
double
9

The sum of every call and put contract of (volume \* delta \* price \* price).

charm\_per\_one\_percent\_move\_vol
double
10

The sum of every call and put contract of (volume \* charm \* price \* 365), with put charm negated.

vanna\_per\_one\_percent\_move\_vol
double
11

The sum of every call and put contract of (volume \* vanna \* price \* iv), with put vanna negated.

gamma\_per\_one\_percent\_move\_dir
double
12

The directional sum of every call and put contract of (volume \* gamma \* price \* price), with volume traded closer to the ask negated. Put gamma is not negated.

charm\_per\_one\_percent\_move\_dir
double
13

The directional sum of every call and put contract of (volume \* charm \* price \* 365), with volume traded closer to the ask negated. Put charm is not negated.

vanna\_per\_one\_percent\_move\_dir
double
14

The directional sum of every call and put contract of (volume \* vanna \* price \* iv), with volume traded closer to the ask negated. Put vanna is not negated.