GEX by strike and expiration
Use signed call and put Gamma Exposure across the full chain without rebuilding strike aggregates in every client.
OptionData
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Market structure API
Market Structure API for GEX and Dealer Positioning
Analyze the full option chain through one symbol-level snapshot: Gamma Exposure by strike and expiration, Gamma Flip, call and put walls, Max Pain, IV Rank, IV Percentile, skew, term structure, session flow, and underlying metadata.
gamma exposure apigex apidealer positioning apigamma flipoptions market structure
Positioning levels and volatility context
Read Gamma Flip, GEX and OI walls, Max Pain, IV Rank, IV Percentile, skew, butterfly, and term slope together.
Self-contained symbol snapshots
Each response includes prices, volume, market cap, underlying classification, session flow, freshness timestamps, and structure.
Best for
- GEX maps and dealer-positioning dashboards
- Flyagonal, iron-condor, and butterfly research
- 0DTE and weekly structure monitoring
- Volatility-regime and level screens
Common API questions
How is Market Structure different from Option Chain?
Option Chain returns contract-level quotes and Greeks with filters. Market Structure returns a precomputed, full-chain symbol snapshot for positioning, volatility, and level analysis.
Does dealer positioning represent reported dealer inventory?
No. The endpoint applies a documented dealer-short-put signing convention to open-interest Gamma Exposure. It is a structural model, not a report of any dealer’s actual book.
Can I request historical market-structure snapshots?
Yes. Add date=YYYY-MM-DD when that retained snapshot is available, or omit date to request the active snapshot.
Can I derive net GEX and put/call OI from the response?
Yes. Net GEX is call_gex plus signed put_gex, and put/call OI is put_oi divided by call_oi. The API keeps these inexpensive derived fields out of storage.