Gamma exposure API: dealer gamma by strike, walls and flip for 2,500 tickers

By Faizan Ahmad. Updated 2026-11-05.

The Tradytics gamma exposure API serves dealer gamma by strike, with the call wall, put wall and gamma flip, from a dealer model that computes gamma, delta, vanna and charm by strike and by expiry for about 2,500 stocks and ETFs every five minutes, with 18 months of daily history.

Dealer positions come from 66 sessions of trades tagged bought or sold, not only from open interest. Index gamma covers SPX, SPY and QQQ, and 0DTE gamma for SPY, SPX and QQQ is recomputed every 30 seconds from the live tape. It comes with Pro at $69 a month, 300 calls a minute and 50,000 a day.

What the gamma exposure API returns

Base URL https://tradytics.com/api/public/v1. Every request sends Authorization: Bearer YOUR_KEY. Keys are made on the API keys page.

A real response

SPY's dealer gamma at 2:11 PM New York on November 5, 2026, trimmed to four strikes: SPY at 735.40, net dealer gamma -$316.6 million, call wall 770, put wall 740, gamma flip 767.80.

GET /symbols/SPY/options/gamma

{
  "data": {
    "s": "SPY", "day": "2026-11-05", "spot": 735.4, "total": -316633895.45,
    "strikes": [[728.0, 431319220], [730.0, 745563374], [740.0, -459022201], [750.0, -588663271]],
    "levels": [
      {"title": "Call wall", "price": 770.0},
      {"title": "Put wall", "price": 740.0},
      {"title": "Gamma flip", "price": 767.8}
    ]
  },
  "as_of": "2026-11-05T19:11:01Z"
}

SPX the same minute, trimmed to three strikes:

GET /market/options/gamma?symbol=SPX

{
  "data": {
    "s": "SPX", "day": "2026-11-05", "spot": 7368.01, "total": -4354114654.21,
    "strikes": [[7360.0, 1977599578], [7380.0, -622191529], [7425.0, 602697464]],
    "levels": [{"title": "Call wall", "price": 7700.0}, {"title": "Put wall", "price": 7000.0}]
  },
  "as_of": "2026-11-05T19:11:18Z"
}

Vanna, the same day, over every SPY expiry, trimmed to four strikes:

GET /symbols/SPY/options/exposure?greek=vanna

{
  "data": {
    "spot": 733.62, "day": "2026-11-05", "expiry": "",
    "expiries": ["2026-11-05", "2026-11-06", "2026-11-09"],
    "strikes": [[600.0, -0.177094], [605.0, -0.205246], [610.0, -0.117021], [665.0, 0.036655]]
  }
}

And 0DTE gamma for SPX at 2:31 PM, the largest strike 7,360, right at spot:

GET /market/options/zero-dte/gamma?symbol=SPX

{
  "data": {
    "s": "SPX", "day": "2026-11-05", "spot": 7360.99,
    "strikes": [[7350, -163490024], [7355, 135576155], [7360, 764861136], [7365, -420409803], [7380, -606536662]]
  }
}

The fields

Why the dealer model is different

Gamma built from open interest alone has to guess who holds each contract. Tradytics infers dealer positions from 66 sessions of options trades tagged bought or sold against the quote, so a strike where customers sold calls counts the other way. The model covers all four exposures, gamma, delta, vanna and charm, by strike and by expiry, recomputed every five minutes for about 2,500 tickers, and tracks how each changed over a session, a week and two weeks across 18 months of daily history. Tradytics has published dealer gamma and vanna since August 2022. The method is in how Tradytics models dealer positioning; the levels are explained in call wall and put wall and what the gamma flip is.

How it joins the other datasets

Every dataset on the key uses the same symbols and New York sessions:

• Options flow: which orders hit the strikes near the call wall or put wall today.
• Dark pool levels: where off-exchange dollars concentrated against the gamma profile.
• The options market: 0DTE flow, put/call and the volatility term structure beside index gamma.
• Bars: how price moved around the flip.

From Claude, ChatGPT or Cursor

The Tradytics MCP server at https://tradytics.com/mcp gives agents a symbol's options, dealer gamma included, as a tool. Ask "Where are SPY's gamma walls and the flip?" and the assistant reads the levels itself. It uses your Pro limits. More in the Tradytics API and MCP server.

Limits and plan

How it compares

Checked on each platform's own site, November 5, 2026.

Common questions

Is there a GEX API?

Yes. The Tradytics gamma exposure API returns dealer gamma by strike, net gamma, the call wall, put wall and gamma flip for about 2,500 stocks and ETFs and for SPX, recomputed every five minutes, in Pro for $69 a month.

Does Tradytics have an SPX gamma exposure API?

Yes. GET /market/options/gamma returns SPX dealer gamma by strike with the walls by default, and SPY or QQQ with symbol. GET /market/options/zero-dte/gamma returns 0DTE gamma for SPX, SPY or QQQ, recomputed every 30 seconds.

Is there a vanna and charm exposure API?

Yes. GET /symbols/{symbol}/options/exposure returns gamma, delta, vanna or charm by strike, over every expiry or one, for about 2,500 tickers recomputed every five minutes, and /exposure/history gives 18 months of daily delta and gamma.

How is Tradytics gamma exposure calculated?

From dealer positions inferred from 66 sessions of trades tagged bought or sold, not only from open interest, then summed by strike and expiry. How GEX is calculated covers the math.

Can I ask Claude or ChatGPT for gamma levels?

Yes. Connect the Tradytics MCP server and ask for any ticker's walls and flip; the agent pulls the dealer gamma itself on your Pro plan.