Real-time gamma exposure · any ticker

The real-time gamma exposure API

Call walls, put walls, the gamma flip and net GEX per strike - computed live from the full options chain and served as JSON your code can act on.

Get your key Read the docs

Included with the Quant plan.

GET/api/v1/gex?symbol=SPY200 - 38ms

{
  "symbol": "SPY",
  "stockPrice": 622.41,
  "gammaZone": "negative",
  "gammaInflection": 620.5,
  "callWall": { "strike": 630, "gex": 320000000 },
  "putWall": { "strike": 615, "gex": -410000000 },
  "data": [
    { "strike": 615, "netGEX": -410000000 },
    { "strike": 620, "netGEX": -46000000 },
    { "strike": 630, "netGEX": 320000000 }
  ],
  "asOf": "2026-08-05T14:32:00Z"
}

SPY · net GEX by strikelive

632

630

Call wall

627

625

622

620

Gamma flip 620.5

617

615

Put wall

612

call gamma put gammaspot 622.41

Livefull-chain compute

5GEX endpoints

<60sdata freshness

AllUS optionable tickers

Dealer positioning, fully mapped

One GET for the headline levels, deeper endpoints when you need the whole surface - across strikes, expirations and time.

The whole surface

See where hedging concentrates

Break net GEX down by strike and expiration to separate 0DTE pinning from monthly opex magnets - and pull vanna and charm from the same engine.

/v1/gex/heatmapnet GEX per strike per expiration, one call
/v1/vannahow dealer hedging shifts with vol and time decay
expirations=narrow the compute to the expiries you trade

SPY · net GEX heatmap · strike × expirationlive

08/0808/1508/2209/19632630627625622620617615612

call gamma put gamma

Regime change, streamed

Alerts on the flip, not after it

A dedicated events endpoint surfaces gamma flips and wall migrations as they happen - so your bots react to regime change instead of discovering it in the P&L.

/v1/gex/eventsflip and wall-move events with timestamps
/v1/gex/historyreplay how the walls evolved, for backtests
formula=switch GEX formulas - the same knobs as the dashboard

/v1/gex/events · market-widelive

14:32:05FLIPSPY crossed 620.5 into negative gamma
13:58:41WALLNVDA call wall migrated 185 → 190
13:12:09WALLQQQ put wall reinforced at 545
12:47:33FLIPAMD crossed 162.5 into positive gamma
11:20:18WALLSPY call wall migrated 628 → 630

The GEX surface, endpoint by endpoint

Everything below is included with the Quant plan and documented with runnable examples.

GET/v1/gex

Live GEX profile: walls, flip, per-strike data

GET/v1/gex/history

Historical snapshots for backtesting

GET/v1/gex/heatmap

Net GEX by strike and expiration

GET/v1/gex/events

Gamma flip & wall-move event stream

GET/v1/vanna

Vanna & charm exposure profile

GET/v1/expirations

Available expirations per symbol

Full GEX API reference

From zero to gamma levels in three steps

Pick a plan

The Quant plan includes the full GEX REST API. GEX over MCP is included with every paid plan.

Generate your key

Mint a key in Dashboard → API and keep it secret.

Query any ticker

GET /v1/gex?symbol=SPY with your Bearer key returns live walls in milliseconds.

Tunable compute

Filter by expirations and delta range, or switch GEX formulas - the same knobs as the QuantWheel GEX dashboard, exposed as query params.

History included

Historical GEX snapshots ship with every plan - validate a strategy against how walls and flips actually moved before wiring it to live data.

No code? No problem

Ask your AI for the call wall instead

The same GEX engine ships as an MCP server - connect it to Claude or Cursor and ask for walls, flips and setups in plain English.

Explore the GEX MCP

Trade on TradingView?

GEX levels drawn straight on your charts

The QuantWheel desktop bridge overlays these exact levels on TradingView in real time - powered by the same API key.

See the TradingView bridge

Know where the walls are, before the market tests them

One key unlocks real-time gamma exposure for every US optionable ticker.

Get your key

Included with the Quant plan. GEX over MCP is included with every paid plan.