Exposure history

Daily dealer net delta and net gamma against the close, about 18 months, oldest first.

• Parameter symbol (string, required): Underlying, e.g. SPY.
• Parameter from (string): Start: YYYY-MM-DD or an RFC 3339 time.
• Parameter to (string): End: YYYY-MM-DD or an RFC 3339 time. Default now.
• date (string): Session.
• close (number): Close.
• net_delta (integer): Dealer delta, shares.
• net_gamma_usd (integer): Dealer gamma, dollars of delta per 1% move.
• 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 15:48 UTC