Dealer exposure

Dealer gamma, delta, vanna or charm by strike for about 2,500 stocks and ETFs, recomputed every five minutes, with each strike's change since the session before, a week and two weeks back.

• Parameter symbol (string, required): Ticker symbol, e.g. AAPL.
• Parameter greek (string): gamma, delta, vanna or charm.
• Parameter expiry (string): One expiry, YYYY-MM-DD. Default all.
• spot, day (mixed): Price and the model's session.
• expiry, expiries (mixed): As asked (empty for all), and every listed expiry.
• strikes (array): [strike, exposure]: gamma and vanna against their usual daily total, delta in shares, charm in shares a day.
• change (object): 1d, 1w, 2w: day and strikes [strike, change] in the same units.
• GET /symbols/{symbol}/options/exposure: Dealer exposure. Dealer gamma, delta, vanna or charm by strike for about 2,500 stocks and ETFs, recomputed every five minutes, with each strike's change since the session before, a week and two weeks back.

Updated 2026-11-06 11:42 UTC