Index dealer gamma

Dealer gamma exposure by strike near spot, with the call wall, put wall and gamma flip.

• Parameter symbol (string): SPX, SPY or QQQ.
• s (string): Symbol.
• day (string): Positioning date.
• spot (number): Price.
• total (number): Net gamma over all strikes and expiries (positive: dealers long gamma, calmer moves).
• strikes (array): [strike, gamma] within 5% of spot.
• levels (array): title (Call wall, Put wall, Gamma flip) and price.
• GET /market/options/gamma: Index dealer gamma. Dealer gamma exposure by strike near spot, with the call wall, put wall and gamma flip.

Updated 2026-11-06 11:42 UTC