GEX

NOTE: This is the documentation for websocket channels gex, gex:<TICKER>, gex_strike, gex_strike:<TICKER>, gex_strike_expiry, and gex_strike_expiry:<TICKER>. Websocket access for personal use is only available through theAdvanced plan. You can find fully-functional examples that stream data from many channels here:

Connect to the websocket URI: wss://api.unusualwhales.com/socket?token=<YOUR_API_TOKEN> then join the channel you wish to stream, for example gex:SPY for live GEX updates for SPY, gex_strike:SPY for strike-level GEX data, or gex_strike_expiry:SPY for strike and expiry level GEX data. Omit the ticker suffix to receive the corresponding updates for every ticker. If you are connecting to multiple ticker specific GEX channels and just want updates for all tickers, connect only to the corresponding global channel: gex, gex_strike, or gex_strike_expiry. Payload format: Format for gex:<TICKER>:

[
  "gex:SPY",
  {
    "ticker": "SPY",
    "timestamp": 1726670396000,
    "gamma_per_one_percent_move_oi": "-262444980.31",
    "delta_per_one_percent_move_oi": "",
    "charm_per_one_percent_move_oi": "-1677926539943.05",
    "vanna_per_one_percent_move_oi": "2842602508.57",
    "price": "562.86",
    "gamma_per_one_percent_move_vol": "-934307209.58",
    "delta_per_one_percent_move_vol": "",
    "charm_per_one_percent_move_vol": "-556207588704.10",
    "vanna_per_one_percent_move_vol": "128814703.59",
    "gamma_per_one_percent_move_dir": "-9372185.61",
    "charm_per_one_percent_move_dir": "-2055997560.50",
    "vanna_per_one_percent_move_dir": "-6220855.09"
  }
]

Format for gex_strike:<TICKER>:

[
  "gex_strike:SPY",
  {
    "ticker": "SPY",
    "timestamp": 1726670426000,
    "call_delta_oi": "0.4521",
    "put_delta_oi": "-0.3812",
    "call_gamma_oi": "174792.59",
    "put_gamma_oi": "-1172037.66",
    "call_charm_oi": "85658181.72",
    "put_charm_oi": "-315259003.37",
    "call_vanna_oi": "-6103.51",
    "put_vanna_oi": "1337727.64",
    "call_delta_vol": "0.0413",
    "put_delta_vol": "-0.0288",
    "call_gamma_vol": "15596.81",
    "put_gamma_vol": "-236.69",
    "call_charm_vol": "-326871.58",
    "put_charm_vol": "-68457.78",
    "call_vanna_vol": "2063.13",
    "put_vanna_vol": "845.06",
    "strike": "290",
    "price": "562.96",
    "call_gamma_ask_vol": "-4064.62",
    "call_gamma_bid_vol": "11532.18",
    "put_gamma_ask_vol": "-140.95",
    "put_gamma_bid_vol": "95.73",
    "call_charm_ask_vol": "85184.72",
    "call_charm_bid_vol": "-241686.87",
    "put_charm_ask_vol": "-59412.37",
    "put_charm_bid_vol": "9045.42",
    "call_vanna_ask_vol": "-537.66",
    "call_vanna_bid_vol": "1525.46",
    "put_vanna_ask_vol": "523.79",
    "put_vanna_bid_vol": "-321.27"
  }
]

Format for gex_strike_expiry:<TICKER>:

[
  "gex_strike_expiry:SPY",
  {
    "ticker": "SPY",
    "expiry": "2025-01-24",
    "timestamp": 1726670426000,
    "call_delta_oi": "0.4521",
    "put_delta_oi": "-0.3812",
    "call_gamma_oi": "174792.59",
    "put_gamma_oi": "-1172037.66",
    "call_charm_oi": "85658181.72",
    "put_charm_oi": "-315259003.37",
    "call_vanna_oi": "-6103.51",
    "put_vanna_oi": "1337727.64",
    "call_delta_vol": "0.0413",
    "put_delta_vol": "-0.0288",
    "call_gamma_vol": "15596.81",
    "put_gamma_vol": "-236.69",
    "call_charm_vol": "-326871.58",
    "put_charm_vol": "-68457.78",
    "call_vanna_vol": "2063.13",
    "put_vanna_vol": "845.06",
    "strike": "290",
    "price": "562.96",
    "call_gamma_ask_vol": "-4064.62",
    "call_gamma_bid_vol": "11532.18",
    "put_gamma_ask_vol": "-140.95",
    "put_gamma_bid_vol": "95.73",
    "call_charm_ask_vol": "85184.72",
    "call_charm_bid_vol": "-241686.87",
    "put_charm_ask_vol": "-59412.37",
    "put_charm_bid_vol": "9045.42",
    "call_vanna_ask_vol": "-537.66",
    "call_vanna_bid_vol": "1525.46",
    "put_vanna_ask_vol": "523.79",
    "put_vanna_bid_vol": "-321.27"
  }
]

Field reference: `gex:<TICKER>` (ticker-aggregate)

Per-ticker totals of dealer Greek exposures, expressed as the dollar move per 1% move in the underlying.

Field	Type	Description
`ticker`	string
`timestamp`	int (ms)	Calculation time, unix epoch milliseconds.
`price`	decimal string	Underlying spot at `timestamp`.
`gamma_per_one_percent_move_oi`	decimal	Dollar gamma per 1% spot move, weighted by open interest.
`delta_per_one_percent_move_oi`	decimal	Dollar delta per 1% spot move, weighted by open interest.
`charm_per_one_percent_move_oi`	decimal	Dollar charm (delta decay) per 1% spot move, weighted by open interest.
`vanna_per_one_percent_move_oi`	decimal	Dollar vanna (delta sensitivity to vol) per 1% spot move, weighted by open interest.
`gamma_per_one_percent_move_vol`, `delta_per_one_percent_move_vol`, `charm_per_one_percent_move_vol`, `vanna_per_one_percent_move_vol`	decimal	Same metrics weighted by session volume rather than open interest.
`gamma_per_one_percent_move_dir`, `charm_per_one_percent_move_dir`, `vanna_per_one_percent_move_dir`	decimal	Directional (bid/ask classified) volume-weighted variants.

Field reference: `gex_strike:<TICKER>` and `gex_strike_expiry:<TICKER>`

Greek exposures broken out by strike (and additionally by expiry for the _expiry channel). All numeric Greek fields are decimal strings. Calls and puts are reported separately; sum them to get net exposure at the strike.

Field	Type	Description
`ticker`	string
`strike`	decimal string	Strike price.
`expiry`	date string `YYYY-MM-DD`	Only on `gex_strike_expiry`.
`timestamp`	int (ms)	Calculation time, unix epoch milliseconds.
`price`	decimal string	Underlying spot at `timestamp`.
`call_delta_oi` / `put_delta_oi`	decimal	Delta exposure from calls / puts at this strike, weighted by open interest.
`call_gamma_oi` / `put_gamma_oi`	decimal	Gamma exposure from calls / puts at this strike, weighted by open interest.
`call_charm_oi` / `put_charm_oi`	decimal	Charm exposure from calls / puts at this strike, weighted by open interest.
`call_vanna_oi` / `put_vanna_oi`	decimal	Vanna exposure from calls / puts at this strike, weighted by open interest.
`call_delta_vol`, `put_delta_vol`, `call_gamma_vol`, `put_gamma_vol`, `call_charm_vol`, `put_charm_vol`, `call_vanna_vol`, `put_vanna_vol`	decimal	Same metrics weighted by session volume rather than open interest.
`call_gamma_ask_vol` / `call_gamma_bid_vol` / `put_gamma_ask_vol` / `put_gamma_bid_vol`	decimal	Gamma exposure attributed to ask-side (assumed dealer-sold) and bid-side (assumed dealer-bought) flow at this strike.
`call_charm_ask_vol`, `call_charm_bid_vol`, `put_charm_ask_vol`, `put_charm_bid_vol`	decimal	Charm exposure split by side.
`call_vanna_ask_vol`, `call_vanna_bid_vol`, `put_vanna_ask_vol`, `put_vanna_bid_vol`	decimal	Vanna exposure split by side.

Overview

Channels

Field reference: `gex:<TICKER>` (ticker-aggregate)

Field reference: `gex_strike:<TICKER>` and `gex_strike_expiry:<TICKER>`

​Field reference: gex:<TICKER> (ticker-aggregate)

​Field reference: gex_strike:<TICKER> and gex_strike_expiry:<TICKER>

Field reference: `gex:<TICKER>` (ticker-aggregate)

Field reference: `gex_strike:<TICKER>` and `gex_strike_expiry:<TICKER>`