- 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 2026-09-07, lists cut to a few rows so it fits on a page. The shape is exactly what your code receives.
{
"by_expiration": [
{
"call_gex": 1132995457.3181,
"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": -45777254.9879
},
{
"call_gex": 631787551.9729,
"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": -103951510.8537
}
],
"call_gex": 12388452796.6628,
"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_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": -3230240844.7092,
"total_gex_billions": -3.2302,
"window": {
"detail": "full",
"lists": {},
"strikes_around": 0
}
}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"import requests
r = requests.get("https://apexvol.com/api/mcp/data/gex/SPY",
headers={"Authorization": "Bearer avmcp_YOUR_TOKEN"})
d = r.json()["data"]
print(d["total_gex_billions"], d["flip_level"], d["key_levels"])
Where is SPY's gamma flip today, and which strikes hold the most dealer gamma?
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.
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 family
7 endpoints,
one prefix.
All under https://apexvol.com/api/mcp/data. Parameters are bounded and the docs say the bounds; out-of-range values are clamped or rejected, never silently changed. The reference has every response field.
| Method | Path | Parameters | Returns |
|---|---|---|---|
GET | /gex/{ticker} | expiration, aggregate, detail compact or full | Net, call and put GEX, the flip level, key levels, GEX by strike and by expiration. |
GET | /cross-index-gex | tickers CSV, default SPY,QQQ,IWM,DIA | The same GEX summary for several index ETFs in one call. |
GET | /zero-dte/{ticker} | detail compact or full | Today's expiry only: gamma flip, max pain, by-strike gamma and theta decay. |
GET | /max-pain/{ticker} | expiration | The max-pain strike and the pain distribution across strikes. |
GET | /greeks-exposure/{ticker} | expiration, aggregate | Dealer delta, gamma, vega, theta, vanna and charm exposure together. |
GET | /volume-profile/{ticker} | expiration | Call and put volume by strike, to see where today's gamma is being built. |
GET | /charm/{ticker} | expiration | Delta decay by strike, the hedging flow that grows into expiration. |
The same data, in plain English
6 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
- get_charm_exposure
Set it up in:
What people build
Three things
this is for.
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, with a 10,000-request monthly budget per account. Every response carries the remaining counts in headers.
- Plans
- Included with every paid plan from $55 a month. Each endpoint follows the tier of its web feature; Pro unlocks the full surface.
- Spec
- OpenAPI 3.1 at /docs/api/openapi.json and the whole reference as one Markdown file at /docs/api/apexvol-api.md.
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.