# GEX Levels

`GET` `https://api.unusualwhales.com/api/stock/{ticker}/gex-levels`

The key gamma-exposure (GEX) price levels for a ticker on a given market date, derived from
per-strike net gamma exposure evaluated relative to spot:

- `call_wall` — strike above spot with the largest positive net gamma (resistance)
- `put_wall` — strike below spot with the largest positive net gamma (support)
- `gamma_magnet` — strike with the largest-magnitude net gamma (the strongest pin)
- `gamma_flip` — interpolated price where net dealer gamma crosses zero (between the two
  strikes).

The levels are built from **directionalized volume** by default — the exposure dealers took on from
the day's ask/bid sided flow, updated through the session. Pass `source` to derive them from another
basis instead:

- `vol` — directionalized volume (default)
- `oi` — open interest

`nearby_flips` lists every zero-gamma crossing near spot, ordered by distance from it and capped at
five, with `gamma_flip` as its first entry. On chains with many strikes the crossings often cluster
within a dollar or two, which means no single level is decisive — the list makes that visible.

The response echoes the `source` used, along with `date`, the market date the levels describe, and
`time`, when the exposure snapshot behind them was calculated.

Any level may be `null` when there is no data for the date (or, for `gamma_flip`, when net gamma
does not change sign across the strike range).


## Authentication

```
Authorization: Bearer YOUR_API_KEY
```

## Path Parameters

| Name | Type | Required | Description |
|------|------|----------|-------------|
| `ticker` | SingleTicker | Yes | A single ticker |

## Query Parameters

| Name | Type | Required | Description |
|------|------|----------|-------------|
| `date` | Optional Market Date | No | A trading date in the format of YYYY-MM-DD.
This is optional and by default the last trading date.
 |
| `source` | GEX Source | No | Which exposure basis to derive the levels from. `vol` is directionalized volume — the exposure dealers took on from the day's ask/bid sided flow. `oi` is open interest. |


## Response (200)

| Field | Type | Description |
|-------|------|-------------|
| `call_wall` | Call Wall | Strike above spot with the largest positive net gamma exposure (resistance). |
| `date` | Market General Trading day | A trading date in ISO format.
 |
| `gamma_flip` | Gamma Flip | Price where net dealer gamma crosses zero, nearest to spot — the zero-gamma level. |
| `gamma_magnet` | Gamma Magnet | Strike with the largest-magnitude net gamma (the strongest pin). |
| `nearby_flips` | Nearby Gamma Flips | Every zero-gamma crossing near spot, ordered by distance from it and capped at five. |
| `put_wall` | Put Wall | Strike below spot with the largest positive net gamma exposure (support). |
| `source` | GEX Source | Which exposure basis to derive the levels from. `vol` is directionalized volume — the exposure dealers took on from the day's ask/bid sided flow. `oi` is open interest. |
| `time` | Gex Calculation Time | The UTC timestamp of the calculation |


## Example

### curl

```bash
curl -X GET "https://api.unusualwhales.com/api/stock/{ticker}/gex-levels" \
  -H "Authorization: Bearer YOUR_API_KEY" \
  -H "Accept: application/json"
```

### Python

```python
import http.client

conn = http.client.HTTPSConnection("api.unusualwhales.com")
headers = {"Authorization": "Bearer YOUR_API_KEY", "Accept": "application/json"}
conn.request("GET", "/api/stock/{ticker}/gex-levels", headers=headers)
response = conn.getresponse()
print(response.read().decode("utf-8"))
```

## Response Example

```json
{
  "data": {
    "call_wall": "600",
    "date": "2026-08-20",
    "gamma_flip": "560",
    "gamma_magnet": "575",
    "nearby_flips": [
      "560",
      "561.5",
      "572"
    ],
    "put_wall": "550",
    "source": "vol",
    "time": "2026-08-20T13:35:11.482Z"
  }
}
```