> ## 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

# GexStrikeExpiry

> Greek exposures for a single strike and expiry.

Message
fields**33**
topic[live-gex](/docs/kafka/topics/live-gex.md)

**Proto definition**

```protobuf schema.proto theme={null}
message GexStrikeExpiry {
  string ticker = 1;
  int64 timestamp = 2;
  double call_delta_oi = 3;
  double put_delta_oi = 4;
  double call_gamma_oi = 5;
  double put_gamma_oi = 6;
  double call_charm_oi = 7;
  double put_charm_oi = 8;
  double call_vanna_oi = 9;
  double put_vanna_oi = 10;
  double call_delta_vol = 11;
  double put_delta_vol = 12;
  double call_gamma_vol = 13;
  double put_gamma_vol = 14;
  double call_charm_vol = 15;
  double put_charm_vol = 16;
  double call_vanna_vol = 17;
  double put_vanna_vol = 18;
  string strike = 19;
  string price = 20;
  double call_gamma_ask_vol = 21;
  double call_gamma_bid_vol = 22;
  double put_gamma_ask_vol = 23;
  double put_gamma_bid_vol = 24;
  double call_charm_ask_vol = 25;
  double call_charm_bid_vol = 26;
  double put_charm_ask_vol = 27;
  double put_charm_bid_vol = 28;
  double call_vanna_ask_vol = 29;
  double call_vanna_bid_vol = 30;
  double put_vanna_ask_vol = 31;
  double put_vanna_bid_vol = 32;
  string expiry = 33;
}
```

## 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.

call\_delta\_oi
double
3

The sum of the (open interest \* delta \* contract multiplier) of every call contract matching the strike and expiry fields.

put\_delta\_oi
double
4

The sum of the (open interest \* delta \* contract multiplier) of every put contract matching the strike and expiry fields.

call\_gamma\_oi
double
5

The sum of the (open interest \* gamma \* contract multiplier) of every call contract matching the strike and expiry fields.

put\_gamma\_oi
double
6

The sum of the (open interest \* gamma \* contract multiplier) of every put contract matching the strike and expiry fields.

call\_charm\_oi
double
7

The sum of the (open interest \* charm \* contract multiplier) of every call contract matching the strike and expiry fields.

put\_charm\_oi
double
8

The sum of the (open interest \* charm \* contract multiplier) of every put contract matching the strike and expiry fields.

call\_vanna\_oi
double
9

The sum of the (open interest \* vanna \* contract multiplier) of every call contract matching the strike and expiry fields.

put\_vanna\_oi
double
10

The sum of the (open interest \* vanna \* contract multiplier) of every put contract matching the strike and expiry fields.

call\_delta\_vol
double
11

The sum of the (volume \* delta \* contract multiplier) of every call contract matching the strike and expiry fields.

put\_delta\_vol
double
12

The sum of the (volume \* delta \* contract multiplier) of every put contract matching the strike and expiry fields.

call\_gamma\_vol
double
13

The sum of the (volume \* gamma \* contract multiplier) of every call contract matching the strike and expiry fields.

put\_gamma\_vol
double
14

The sum of the (volume \* gamma \* contract multiplier) of every put contract matching the strike and expiry fields.

call\_charm\_vol
double
15

The sum of the (volume \* charm \* contract multiplier) of every call contract matching the strike and expiry fields.

put\_charm\_vol
double
16

The sum of the (volume \* charm \* contract multiplier) of every put contract matching the strike and expiry fields.

call\_vanna\_vol
double
17

The sum of the (volume \* vanna \* contract multiplier) of every call contract matching the strike and expiry fields.

put\_vanna\_vol
double
18

The sum of the (volume \* vanna \* contract multiplier) of every put contract matching the strike and expiry fields.

strike
string
19

The strike price.

price
string
20

The price of the underlying.

call\_gamma\_ask\_vol
double
21

The sum of the (volume \* gamma \* contract multiplier) of every call contract matching the strike and expiry fields that traded closer to ask than bid.

call\_gamma\_bid\_vol
double
22

The sum of the (volume \* gamma \* contract multiplier) of every call contract matching the strike and expiry fields that traded closer to bid than ask.

put\_gamma\_ask\_vol
double
23

The sum of the (volume \* gamma \* contract multiplier) of every put contract matching the strike and expiry fields that traded closer to ask than bid.

put\_gamma\_bid\_vol
double
24

The sum of the (volume \* gamma \* contract multiplier) of every put contract matching the strike and expiry fields that traded closer to bid than ask.

call\_charm\_ask\_vol
double
25

The sum of the (volume \* charm \* contract multiplier) of every call contract matching the strike and expiry fields that traded closer to ask than bid.

call\_charm\_bid\_vol
double
26

The sum of the (volume \* charm \* contract multiplier) of every call contract matching the strike and expiry fields that traded closer to bid than ask.

put\_charm\_ask\_vol
double
27

The sum of the (volume \* charm \* contract multiplier) of every put contract matching the strike and expiry fields that traded closer to ask than bid.

put\_charm\_bid\_vol
double
28

The sum of the (volume \* charm \* contract multiplier) of every put contract matching the strike and expiry fields that traded closer to bid than ask.

call\_vanna\_ask\_vol
double
29

The sum of the (volume \* vanna \* contract multiplier) of every call contract matching the strike and expiry fields that traded closer to ask than bid.

call\_vanna\_bid\_vol
double
30

The sum of the (volume \* vanna \* contract multiplier) of every call contract matching the strike and expiry fields that traded closer to bid than ask.

put\_vanna\_ask\_vol
double
31

The sum of the (volume \* vanna \* contract multiplier) of every put contract matching the strike and expiry fields that traded closer to ask than bid.

put\_vanna\_bid\_vol
double
32

The sum of the (volume \* vanna \* contract multiplier) of every put contract matching the strike and expiry fields that traded closer to bid than ask.

expiry
string
33

The expiry date in YYYY-MM-DD format