Greek Exposure By Strike

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

Request

Security: Bearer Auth Authorization: Bearer <token>

Path Parameters

ticker SingleTicker required

A single ticker

Example: AAPL

Query Parameters

date Optional Market Date optional

A trading date in the format of YYYY-MM-DD. This is optional and by default the last trading date.

Example: 2024-01-18

Responses

200 422 500

Response Body 200 OK

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).

Example: 102382359.5786

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).

Example: 227549667.4651

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).

Example: 9356683.4241

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).

Example: 152099632406.9564

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).

Example: -943028472.4815

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).

Example: -191893077.7193

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).

Example: -12337386.0524

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: 488921784213.1121

strike Strike

The strike price of an option contract.

Example: 150.0

Try It GET

API Token

Path Parameters

ticker required

Query Parameters

date Optional Market Date

Request Sample

curl -X GET "https://api.unusualwhales.com/api/stock/{ticker}/greek-exposure/strike" \
  -H "Authorization: Bearer YOUR_API_KEY" \
  -H "Accept: application/json"

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/strike", headers=headers)
response = conn.getresponse()
print(response.read().decode("utf-8"))

Response Example 200

{
  "data": [
    {
      "call_charm": "102382359.5786",
      "call_delta": "227549667.4651",
      "call_gex": "9356683.4241",
      "call_vanna": "152099632406.9564",
      "put_charm": "-943028472.4815",
      "put_delta": "-191893077.7193",
      "put_gex": "-12337386.0524",
      "put_vanna": "488921784213.1121",
      "strike": "150"
    },
    {
      "call_charm": "81465130.0002",
      "call_delta": "210202465.3421",
      "call_gex": "8456599.8505",
      "call_vanna": "161231587973.6811",
      "put_charm": "-1054548432.6111",
      "put_delta": "-210881557.3003",
      "put_gex": "-12703877.0243",
      "put_vanna": "488921784213.1121",
      "strike": "152.5"
    }
  ]
}