> ## 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

# ScreenerGexState

> Greek exposure metrics from two source paths. Before a live GEX update, open-interest fields 1 through 4 use daily aggregates calculated as Greek times open interest times 100. A live update replaces those fields with the price-scaled formulas below. Do not compare values from the two paths as if they used the same formula or scale. Volume and directional fields are absent until a live GEX update.

Message
fields**14**
used by[StockScreenerState](https://api.unusualwhales.com/docs/kafka/types/StockScreenerState.md)

**Proto definition**

```protobuf schema.proto theme={null}
message ScreenerGexState {
  Decimal gamma_per_one_percent_move_oi = 1;
  Decimal delta_per_one_percent_move_oi = 2;
  Decimal charm_per_one_percent_move_oi = 3;
  Decimal vanna_per_one_percent_move_oi = 4;
  Decimal gamma_per_one_percent_move_vol = 5;
  Decimal delta_per_one_percent_move_vol = 6;
  Decimal charm_per_one_percent_move_vol = 7;
  Decimal vanna_per_one_percent_move_vol = 8;
  Decimal gamma_per_one_percent_move_dir = 9;
  Decimal charm_per_one_percent_move_dir = 10;
  Decimal vanna_per_one_percent_move_dir = 11;
  Decimal net_change = 12;
  Decimal perc_change = 13;
  Decimal ratio = 14;
}
```

## Fields

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

gamma\_per\_one\_percent\_move\_oi
[Decimal](https://api.unusualwhales.com/docs/kafka/types/Decimal.md)
1

Before a live update, net gamma times open interest times 100, with put gamma negated. After a live update, sum(signed gamma \* open interest) times the underlying price squared.

delta\_per\_one\_percent\_move\_oi
[Decimal](https://api.unusualwhales.com/docs/kafka/types/Decimal.md)
2

Before a live update, source delta times open interest times 100. After a live update, sum(source delta \* open interest) times the underlying price squared. Put delta retains its source sign.

charm\_per\_one\_percent\_move\_oi
[Decimal](https://api.unusualwhales.com/docs/kafka/types/Decimal.md)
3

Before a live update, source charm times open interest times 100. After a live update, sum(signed charm \* open interest) times the underlying price times 365. Put charm is negated in the live formula.

vanna\_per\_one\_percent\_move\_oi
[Decimal](https://api.unusualwhales.com/docs/kafka/types/Decimal.md)
4

Before a live update, source vanna times open interest times 100. After a live update, sum(signed vanna \* same-date 30-day IV \* open interest) times the underlying price. Put vanna is negated in the live formula. The live value is zero when same-date implied volatility is unavailable.

gamma\_per\_one\_percent\_move\_vol
[Decimal](https://api.unusualwhales.com/docs/kafka/types/Decimal.md)
5

Sum(signed gamma \* session option volume) times the underlying price squared. Put gamma is negated.

delta\_per\_one\_percent\_move\_vol
[Decimal](https://api.unusualwhales.com/docs/kafka/types/Decimal.md)
6

Sum(source delta \* session option volume) times the underlying price squared. Put delta retains its source sign.

charm\_per\_one\_percent\_move\_vol
[Decimal](https://api.unusualwhales.com/docs/kafka/types/Decimal.md)
7

Sum(signed charm \* session option volume) times the underlying price times 365. Put charm is negated.

vanna\_per\_one\_percent\_move\_vol
[Decimal](https://api.unusualwhales.com/docs/kafka/types/Decimal.md)
8

Sum(signed vanna \* same-date 30-day IV \* session option volume) times the underlying price. Put vanna is negated. The value is zero when same-date implied volatility is unavailable.

gamma\_per\_one\_percent\_move\_dir
[Decimal](https://api.unusualwhales.com/docs/kafka/types/Decimal.md)
9

Dealer-view gamma aggregate with ask-side volume negative and bid-side volume positive, multiplied by the underlying price squared. Mid-side volume is excluded.

charm\_per\_one\_percent\_move\_dir
[Decimal](https://api.unusualwhales.com/docs/kafka/types/Decimal.md)
10

Dealer-view charm aggregate with ask-side volume negative and bid-side volume positive, multiplied by the underlying price and 365. Mid-side volume is excluded.

vanna\_per\_one\_percent\_move\_dir
[Decimal](https://api.unusualwhales.com/docs/kafka/types/Decimal.md)
11

Dealer-view vanna aggregate with ask-side volume negative and bid-side volume positive, scaled by same-date 30-day IV and the underlying price. Mid-side volume is excluded. The value is zero when same-date implied volatility is unavailable.

net\_change
[Decimal](https://api.unusualwhales.com/docs/kafka/types/Decimal.md)
12

Difference between current and previous trading-date daily net gamma. Absent unless both values are available. Live GEX updates do not recalculate this field.

perc\_change
[Decimal](https://api.unusualwhales.com/docs/kafka/types/Decimal.md)
13

Fractional daily net gamma change, calculated as (current - previous) / previous. Absent when the previous value is zero or either value is unavailable. Live GEX updates do not recalculate this field.

ratio
[Decimal](https://api.unusualwhales.com/docs/kafka/types/Decimal.md)
14

Absolute current daily put gamma divided by current daily call gamma. Absent when either side is unavailable or call gamma is zero. Live GEX updates do not recalculate this field.