Dealer positioning

Dealer gamma, delta, vanna and charm by strike or expiry for about 2,500 stocks, ETFs and indices, every 5 minutes of the session, at any moment since 2026-11-06, and 18 months of daily totals.

• GET /options/exposure: Dealer exposure. The latest run of the dealer model (every 5 minutes of the session) or the one standing at at (since 2026-11-06), by strike or by expiry, with its walls, gamma flip and max pain.
• GET /options/exposure/history: Exposure history. Daily dealer net delta and net gamma against the close, about 18 months, oldest first.

Updated 2026-11-06 15:46 UTC