# Greek Exposure By Expiry

`GET` `https://api.unusualwhales.com/api/stock/{ticker}/greek-exposure/expiry`

The greek exposure of a ticker grouped by expiry dates across all contracts on a given market date.


## 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.
 |


## Response (200)

| Field | Type | Description |
|-------|------|-------------|
| `call_charm` | Gex Call Charm | The sum of the charm values of all call transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract). |
| `call_delta` | Gex Call Delta | The sum of the delta values of all call transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract). |
| `call_gex` | Gex Call Gamma | The sum of the gamma values of all call transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract). |
| `call_vanna` | Gex Call Vanna | The sum of the vanna values of all call transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract). |
| `expiry` | Expiry | The expiry date of an option contract in ISO format. |
| `put_charm` | Gex Put Charm | The sum of the charm values of all put transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract). |
| `put_delta` | Gex Put Delta | The sum of the delta values of all put transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract). |
| `put_gex` | Gex Put Gamma | The sum of the gamma values of all put transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract). |
| `put_vanna` | Gex Put Vanna | The sum of the vanna values of all put transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract). |


## Example

### curl

```bash
curl -X GET "https://api.unusualwhales.com/api/stock/{ticker}/greek-exposure/expiry" \
  -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}/greek-exposure/expiry", headers=headers)
response = conn.getresponse()
print(response.read().decode("utf-8"))
```

## Response Example

```json
{
  "data": [
    {
      "call_charm": "102382359.5786",
      "call_delta": "227549667.4651",
      "call_gex": "9356683.4241",
      "call_vanna": "152099632406.9564",
      "date": "2022-05-20",
      "dte": 5,
      "expiry": "2022-05-25",
      "put_charm": "-943028472.4815",
      "put_delta": "-191893077.7193",
      "put_gex": "-12337386.0524",
      "put_vanna": "488921784213.1121"
    },
    {
      "call_charm": "81465130.0002",
      "call_delta": "210202465.3421",
      "call_gex": "8456599.8505",
      "call_vanna": "161231587973.6811",
      "date": "2022-05-20",
      "dte": 5,
      "expiry": "2022-05-25",
      "put_charm": "-1054548432.6111",
      "put_delta": "-210881557.3003",
      "put_gex": "-12703877.0243",
      "put_vanna": "488921784213.1121"
    }
  ]
}
```