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Gamma Exposure (GEX) Levels

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Gamma Exposure (GEX) Levels

Gamma Exposure (GEX) Levels

Get gamma exposure (GEX) levels for any ticker — total GEX, gamma flip, call & put walls, and the full per-strike profile. Multi-ticker, export-ready.

Pricing

from $20.00 / 1,000 results

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0.0

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Developer

Dheeraj Palakurthi

Dheeraj Palakurthi

Maintained by Community

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2

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1

Monthly active users

10 days ago

Last modified

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Get gamma exposure levels for any ticker — total GEX, gamma flip, call/put walls, and the full per-strike profile — in one call.

This Actor returns dealer gamma-exposure (GEX) levels for the stocks and ETFs you care about. Feed it a list of tickers and get back a clean, structured record per symbol: the net GEX, the gamma-flip price, the call wall and put wall, and the complete GEX-by-strike profile — ready to drop into a dashboard, alert, or trading model.


Screenshots

Pass one or more tickers — no code required.

Input

See the dealer gamma-exposure profile with call and put walls.

GEX by strike

Get one clean, structured record per ticker — export anywhere.

Structured output


What you get

  • Total GEX and gamma regime (positive/negative net gamma)
  • Gamma flip price — the level where cumulative GEX crosses zero (from the API when available, otherwise estimated)
  • Call wall — strike with the largest positive GEX
  • Put wall — strike with the largest negative GEX
  • Key levels — the most significant GEX strikes by magnitude
  • Full per-strike profile (allLevels) — optional, for charting the whole curve
  • Spot price and a fetch timestamp

How to use it

  1. Enter one or more tickers (e.g. SPY, QQQ, MU).
  2. Optionally set an expiry (YYYY-MM-DD) to focus on a single expiration, or leave it blank to aggregate across all listed expirations.
  3. Run. Export as CSV, Excel, JSON, or via API.
{
"tickers": ["SPY", "QQQ", "MU"],
"expiry": null,
"includeAllLevels": true
}

Input

FieldTypeDefaultDescription
tickersstring[]Symbols to fetch GEX for (required).
expirystringnullSingle expiration YYYY-MM-DD, or blank for all.
includeAllLevelsbooleantrueInclude the full per-strike GEX profile.
concurrencyinteger5Tickers fetched in parallel (1–20).
apiBaseUrlstringFlowAlphaGEX API base URL.
apiPathstring/api/gexGEX endpoint path on the API host.

Output

One record per ticker:

{
"ticker": "SPY",
"expiry": null,
"asOf": "2026-08-24T15:32:10Z",
"marketSession": "regular",
"spotPrice": 763.47,
"totalGex": -2298352129.45,
"netGexDollars": -2298352129.45,
"gexPerOnePctMove": -22983521.29,
"gammaRegime": "negative",
"gammaFlipPrice": 761.2,
"gammaFlipSource": "api",
"distanceToFlipPct": -0.3,
"absGammaStrike": 765,
"putCallGammaRatio": 1.42,
"callWall": 768, "callWallGex": 118605732.99, "callWallDistancePct": 0.59,
"putWall": 763, "putWallGex": -1087062811.25, "putWallDistancePct": -0.06,
"levels": [ { "strike": 764, "gex": 511579028.15, "type": "positive" } ],
"allLevels": [ { "strike": 718, "gex": -29727.2, "type": "negative" }, "… full profile …" ],
"byExpiration": [ { "expiry": "2026-08-28", "totalGex": -523513045.14, "callWall": 768, "putWall": 763 } ],
"history": { "prevTotalGex": -1850000000, "changeVsPrevPct": 24.2, "percentile20d": 0.88 },
"fetchedAt": "2026-08-24T05:10:00.000Z"
}

gammaFlipSource is api when the endpoint supplies the flip, estimated when computed client-side, or unavailable. Enriched fields (netGexDollars, byExpiration, history, …) are populated when the API returns them and null otherwise. See API_SPEC.md for the full endpoint contract.

If a ticker can't be fetched, its record contains an error field instead.


How it works

The Actor queries a GEX API (FlowAlpha by default) for each ticker, then derives the call wall (largest positive-GEX strike), put wall (largest negative-GEX strike), and a gamma-flip estimate (cumulative-GEX zero-crossing, interpolated between strikes) when the API doesn't supply one directly.


Notes

  • Data source: GEX values come from the configured API (apiBaseUrl). The Actor computes only the derived summary fields (walls, flip estimate, regime).
  • Not investment advice. This Actor is a data utility. Gamma-exposure figures are estimates that depend on the underlying data and modeling assumptions; use them at your own risk.

Changelog

1.0.0

  • Initial release.
  • Multi-ticker GEX fetch with optional expiry filter.
  • Derived call wall, put wall, gamma regime, and gamma-flip estimate.
  • Dataset + output schemas with a table view.

About the maker

Built and maintained by Dheeraj Palakurthi — a developer building options-market and trading-data tools. This Actor is actively maintained and improved based on user feedback.

⭐ If it's useful, a rating helps other traders find it.