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.

• Parameter symbol (string, required): Underlying, e.g. SPY.
• Parameter greek (string): gamma, delta, vanna or charm.
• Parameter by (string): strike or expiry.
• Parameter expiry (string): One expiry, YYYY-MM-DD.
• Parameter dte (integer): Only expiries within this many days; 0 for same-day.
• Parameter at (string): A moment, RFC 3339: the run standing then.
• symbol (string): Underlying.
• time (string): When the run was written, UTC.
• date (string): The model's session.
• spot (number): The model's price.
• greek (string): As asked.
• unit (string): usd_per_1pct_move (gamma), shares (delta), usd_per_vol_point (vanna), shares_per_day (charm).
• model (string): Who the dealers are short and long.
• total (number): Net over the rows.
• levels (object): call_wall and put_wall (the strikes with the most call and put gamma in the view), flip (where net gamma changes sign), max_pain (the expiry asked, else the nearest).
• rows[] (array): strike (by strike) or expiry (by expiry), the other null, then:
• call (number): Calls' exposure (null for vanna and charm).
• put (number): Puts' exposure (null for vanna and charm).
• net (number): Both.
• 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.

Updated 2026-11-06 15:46 UTC