- API
- GEX API
GEX API
Dealer positioning,
by strike.
Net gamma exposure across the book, the strikes that pin it, the level where dealers flip from dampening moves to chasing them, and the same picture for zero-DTE. Returned as arrays, ready to chart.
A real response
This is what
comes back.
Captured from the live endpoint on 2026-09-08, lists cut to a few rows so it fits on a page. The shape is exactly what your code receives. Run it on your own ticker from the endpoint page.
{
"by_expiration": [
{
"call_gex": 1132995456.8335,
"expiration": "2026-09-08",
"flip_level": null,
"max_gamma_strike": 770,
"min_gamma_strike": 771,
"put_gex": -1178772712.3059,
"stock_price": 770.25,
"total_gex": -45777255.4724
},
{
"call_gex": 631787389.7441,
"expiration": "2026-09-09",
"flip_level": null,
"max_gamma_strike": 766,
"min_gamma_strike": 769,
"put_gex": -735739062.8266,
"stock_price": 770.25,
"total_gex": -103951673.0825
},
{
"call_gex": 488040962.8352,
"expiration": "2026-09-10",
"flip_level": 777.7584,
"max_gamma_strike": 775,
"min_gamma_strike": 770,
"put_gex": -396093609.9746,
"stock_price": 770.25,
"total_gex": 91947352.8606
}
],
"call_gex": 12388200841.1688,
"expirations_horizon_days": 90,
"expirations_included": 16,
"expirations_selected": [
"2026-09-08",
"2026-09-09",
"2026-09-10"
],
"expirations_through": "2026-11-20",
"expirations_total": 32,
"flip_degenerate": false,
"flip_level": null,
"gamma_flip": null,
"gex_by_strike": [
{
"gex": -133889311.3072,
"oi": 27515,
"strike": 769
},
{
"gex": -52445836.8019,
"oi": 121480,
"strike": 770
},
{
"gex": -73315508.5296,
"oi": 23312,
"strike": 771
}
],
"gex_profile": [
{
"call_gex": 237808150.3447494,
"net_gex": -133889311.30720633,
"put_gex": -371697461.6519557,
"strike": 769
},
{
"call_gex": 980618910.3369881,
"net_gex": -52445836.80189216,
"put_gex": -1033064747.1388803,
"strike": 770
},
{
"call_gex": 253439508.7709778,
"net_gex": -73315508.52959651,
"put_gex": -326755017.3005743,
"strike": 771
}
],
"gex_ratio": 0.7932,
"implications": {
"directional_bias": "Balanced (call/put GEX 0.79)",
"net_to_gross": -0.1153,
"pin_at_spot": false,
"positioning": "largest strike $760.00 (-1.3%); call wall $775.00 (+0.6%); put wall $760.00 (-1.3%)",
"regime_code": "negative",
"support_resistance": "--",
"volatility_regime": "Negative GEX (dealers amplify moves)"
},
"key_levels": {
"call_wall": 775.0,
"call_wall_unconstrained": false,
"call_wall_value": 969364047.7614,
"flip_degenerate": false,
"flip_level": null,
"key_strike": 760.0,
"key_strike_net": 1376738203.7852,
"max_pain": null,
"put_wall": 760.0,
"put_wall_unconstrained": false,
"put_wall_value": 1809628588.0631,
"spot": 770.25
},
"max_gex_strike": 760,
"put_gex": -15618693641.3721,
"stock_price": 770.25,
"ticker": "SPY",
"total_gex": -3230492800.2033,
"total_gex_billions": -3.2305,
"window": {
"detail": "compact",
"lists": {
"gex_by_strike": {
"rows_returned": 17,
"rows_total": 329,
"truncated": true
},
"gex_profile": {
"rows_returned": 17,
"rows_total": 329,
"truncated": true
}
},
"strikes_around": 8
}
}Every response is wrapped as {"success": true, "data": {...}}. Errors use the same envelope with an error string and a status code that means what it says.
Call it three ways. Same token, same JSON.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/gex/SPY?detail=compact&strikes_around=8"import requests
headers = {"Authorization": "Bearer avmcp_YOUR_TOKEN"}
params = {"detail": "compact", "strikes_around": "8"}
r = requests.get("https://apexvol.com/api/mcp/data/gex/SPY", headers=headers, params=params)
r.raise_for_status()
data = r.json()["data"]
print(data["total_gex_billions"])Where is the gamma flip on SPY right now?
The assistant calls get_gex and answers from the JSON above.More prompts for this family in the prompt library. Set the server up in Claude Desktop, Claude Code, Cursor, ChatGPT, VS Code, Windsurf or Gemini CLI.
The family
7 endpoints,
one prefix.
All under https://apexvol.com/api/mcp/data. Each card opens a page with the parameters and their bounds, every response field, a real captured response and a console that runs it on your ticker.
GET /cross-index-gex
Which index has the most negative dealer gamma today?
Gamma exposure compared across SPY, QQQ, IWM and DIA.
Premium
GET /gex/{ticker}
Where is SPY's gamma flip today and which strikes hold the most dealer gamma?
Dealer gamma exposure by strike, the flip level, the walls and a regime read.
Premium
GET /greeks-exposure/{ticker}
Beyond gamma, where are SPY dealers exposed on delta, vanna and charm?
Dealer exposure for every Greek by strike, with a unit for each.
Premium
GET /max-pain/{ticker}
What strike is max pain for SPY this expiration, and does it matter?
The max-pain strike, its distance from spot and how strong the magnet is.
Basic
GET /volume-profile/{ticker}
Which SPY strikes are trading the most volume and holding the most open interest?
Call and put volume and open interest by strike, with the ratios.
Basic
GET /zero-dte/{ticker}
What is priced into SPY's same-day expiration, and where are the walls?
0DTE analytics: expected move, gamma regime, walls, theta burn and a mispricing read.
Pro
GET /batch/gex
Where are the gamma flip, call wall and put wall for several indexes at once?
Dealer gamma exposure levels for up to 25 symbols in a single request.
Premium
Field by field
What each
number means.
total_gex, total_gex_billions- Net dealer gamma exposure across the included expirations, in dollars per one percent move.
call_gex, put_gex, gex_ratio- The two sides and their ratio. Calls carry positive gamma under the dealer-long-calls convention, puts negative.
flip_level, gamma_flip- The spot level where net gamma changes sign. Null when the book has no crossing inside the strike window, and flip_degenerate says why.
key_levels, max_gex_strike- The strikes with the largest absolute exposure, the ones that tend to act as magnets or walls.
gex_by_strike[]- Strike, net GEX and open interest for each strike in the window.
by_expiration[]- Call, put and total GEX per expiration with that expiration's own flip level.
expirations_horizon_days, expirations_included- How much of the book was counted: a 90-day horizon, capped at 16 expirations, stated on every response.
implications- A short plain-English read of the regime, the same text the terminal shows.
The same data, in plain English
5 MCP tools
wrap this family.
Connect the ApexVol MCP server and an assistant can call these by name. One URL, a sign-in, no token to paste.
- get_gex
- get_cross_index_gex
- get_zero_dte
- get_max_pain
- get_volume_profile
Set it up in:
What people build
Three things
this is for.
Recipes that use this family:
Access
- Auth
- Bearer token, prefix
avmcp_, created under Account, then API Access. Shown once, hashed at rest, rotates in one click. - Limits
- 60 requests a minute and 1,000 an hour per token, plus a monthly allowance by plan. Every response carries the remaining counts in headers.
- Plans
- Included with every paid or trial plan from $55 a month. Each endpoint follows the tier of its web feature; the cards above show which.
- Spec
- OpenAPI 3.1 at /docs/api/openapi.json, this family as one Markdown file, the whole reference at /llms-full.txt. Shared conventions, the error model and the changelog.
Questions
Asked before
the first call.
How is gamma exposure calculated?
Per strike: open interest times gamma times the contract multiplier times spot, summed for calls and puts under the standard assumption that dealers are long calls and short puts. The result is dollars of dealer hedging per one percent move. Every response states the expiration horizon used so the number is reproducible.
Which expirations are included?
By default every expiration inside a 90-day horizon, capped at 16, which the response reports as expirations_included and expirations_through. Pass expiration=YYYY-MM-DD to isolate one, or use /zero-dte for today's expiry.
What is the difference between compact and full detail?
Compact, the default for MCP clients, windows gex_by_strike around the current price so the payload fits in an assistant's context. Full, the default for REST callers, returns the entire strike range. Either can be chosen with detail=.
Does it work for SPX and NDX?
Yes. Index options are covered alongside equities and ETFs, and the flip and key levels are computed the same way. The stock_price on index responses is the forward for the expiration, which the docs explain.
Included with
every paid plan.
From $55 a month, tier-matched: your token queries the data your plan includes and Pro unlocks the full surface.
Real market data, not a sandbox. See it live on AAPL.