Spot GEX exposures per 1min

GET https://api.unusualwhales.com/api/stock/{ticker}/spot-exposures

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

charm_per_one_percent_move_dir CEX Per One Percent Move Directionalized Volume

The charm 1% move based on directionalized volume

Example: -5559678859.12

charm_per_one_percent_move_oi CEX Per One Percent Move OI

The charm 1% move based on OI: This is calculated as charm * open interest * 365

Example: 5124108502049.17

charm_per_one_percent_move_vol CEX Per One Percent Move Volume

The charm 1% move based on volume: This is calculated as charm * volume * 365

Example: 320909908341.10

gamma_per_one_percent_move_dir GEX Per One Percent Move Directionalized Volume

The gamma 1% move based on directionalized volume

Example: -5559678859.12

gamma_per_one_percent_move_oi Gex Gamma Per One Percent Move OI

The gamma 1% move based on OI: This is calculated as gamma * open interest * price * price

Example: 65476967081.41

gamma_per_one_percent_move_vol Gex Gamma Per One Percent Move Volume

The gamma 1% move based on volume: This is calculated as gamma * volume * price * price

Example: 12921519098.30

price Gex Underlying Price

The underlying price used in calculations. NOTE: For any index ticker this will be the current ATM strike.

Example: 4650

time Gex Calculation Time

The UTC timestamp of the calculation

Example: 2023-12-13T05:00:41.481000Z

vanna_per_one_percent_move_dir VEX Per One Percent Move Directionalized Volume

The vanna 1% move based on directionalized volume

Example: -5559678859.12

vanna_per_one_percent_move_oi VEX Per One Percent Move OI

The vanna 1% move based on OI: This is calculated as vanna * open interest

Example: -54622844772.90

vanna_per_one_percent_move_vol VEX Per One Percent Move Volume

The vanna 1% move based on volume: This is calculated as vanna * volume

Example: -5559678859.12

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}/spot-exposures" \
  -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}/spot-exposures", headers=headers)
response = conn.getresponse()
print(response.read().decode("utf-8"))

Response Example 200

{
  "data": [
    {
      "charm_per_one_percent_move_dir": "654769081.21",
      "charm_per_one_percent_move_oi": "5124108502049.17",
      "charm_per_one_percent_move_vol": "320909908341.10",
      "gamma_per_one_percent_move_dir": "475681.21",
      "gamma_per_one_percent_move_oi": "65476967081.41",
      "gamma_per_one_percent_move_vol": "12921519098.30",
      "price": "4650",
      "time": "2023-12-13T05:00:41.481000Z",
      "vanna_per_one_percent_move_dir": "-342349081.21",
      "vanna_per_one_percent_move_oi": "-54622844772.90",
      "vanna_per_one_percent_move_vol": "-5559678859.12"
    },
    {
      "charm_per_one_percent_move_dir": "654769081.21",
      "charm_per_one_percent_move_oi": "4736293042981.03",
      "charm_per_one_percent_move_vol": "308180334258.50",
      "gamma_per_one_percent_move_dir": "475681.21",
      "gamma_per_one_percent_move_oi": "64220497598.15",
      "gamma_per_one_percent_move_vol": "11924696599.44",
      "price": "4650",
      "time": "2023-12-13T11:29:41.501000Z",
      "vanna_per_one_percent_move_dir": "-342349081.21",
      "vanna_per_one_percent_move_oi": "-52107741026.80",
      "vanna_per_one_percent_move_vol": "-5043673317.55"
    }
  ]
}