- API
- Gamma exposure
- Greeks exposure
Gamma exposure API, 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. Returns dealer delta, gamma, vega, theta, vanna, charm and the higher-order exposures as totals and per-strike profiles, the key strike per Greek, and the key levels with distance from spot. The units block says what each number is.
The answer, in one call
Units first,
then the request.
Per Greek; read units.<greek>. Gamma is dollars per 1% move, delta is delta shares, charm is delta shares per day.
Dealer convention as /gex. Aggregated over the listed expirations.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/greeks-exposure/SPY"import requests
headers = {"Authorization": "Bearer avmcp_YOUR_TOKEN"}
r = requests.get("https://apexvol.com/api/mcp/data/greeks-exposure/SPY", headers=headers)
r.raise_for_status()
data = r.json()["data"]
print(data["units"])Where is dealer vanna exposure largest on SPY?
The assistant calls get_ticker_analytics and answers from the JSON below.{
"success": true,
"data": {
"expirations": [
"2026-09-08",
"2026-09-09",
"2026-09-10"
],
"expirations_horizon_days": 90,
"expirations_included": 16,
"expirations_through": "2026-11-20",
"expirations_total": 32,
"exposures": {
"delta": {
"call_total": 72779773.41,
"profile": [
{
"call": 662203.97,
"net": 1341242.2,
"put": 679038.22,
"strike": 769.0
},
{
"call": 2953824.91,
"net": 6035632.44,
"put": 3081807.53,
"strike": 770.0
},
{
"call": 526110.77,
"net": 1175225.88,
"put": 649115.11,
"strike": 771.0
}
],
"put_total": 55361041.47,
"total": 128140814.88,
"unit": "delta shares (dealer model: long calls, short puts)"
},
"gamma": {
"call_total": 12387934215.44,
"delta_adj_call_total": 5113957650.72,
"delta_adj_crosses_zero": true,
"delta_adj_flip_degenerate": false,
"delta_adj_flip_level": 772.75,
"delta_adj_profile": [
{
"call": 133476005.18,
"net": -25907371.89,
"put": -159383377.08,
"strike": 769.0
},
{
"call": 510209139.16,
"net": 16139188.46,
"put": -494069950.69,
"strike": 770.0
},
{
"call": 117857334.76,
"net": -59060034.5,
"put": -176917369.26,
"strike": 771.0
}
],
"delta_adj_put_total": -4521550270.61,
"delta_adj_total": 592407380.1,
"delta_adj_trough": 760.0,
"flip_degenerate": false,
"flip_level": null,
"gex_billions": -3.2308,
"gex_ratio": 0.79,
"implications": {
"directional_bias": "Balanced (call/put GEX 0.79)",
"net_to_gross": -0.1154,
"pin_at_spot": false,
"positioning": "largest strike $760.00 (-1.3%); call wall $775.00 (+0.6%); put wall $760.00 (-1.3%)",
"regime_code": "negative",
"support_resistance": "--",
"volatility_regime": "Negative GEX (dealers amplify moves)"
},
"max_strike": 760.0,
"profile": [
{
"call": 237808150.34,
"net": -133889311.31,
"put": -371697461.65,
"strike": 769.0
},
{
"call": 980618910.34,
"net": -52445836.8,
"put": -1033064747.14,
"strike": 770.0
},
{
"call": 253439508.77,
"net": -73315508.53,
"put": -326755017.3,
"strike": 771.0
}
],
"put_total": -15618693641.37,
"total": -3230759425.93,
"unit": "$ gamma per 1% move"
},
"vanna": {
"call_total": 80574246.67,
"profile": [
{
"call": -1333176.63,
"net": 652095.51,
"put": 1985272.13,
"strike": 769.0
},
{
"call": -2543829.43,
"net": -110258.35,
"put": 2433571.07,
"strike": 770.0
},
{
"call": 570174.28,
"net": -286879.42,
"put": -857053.69,
"strike": 771.0
}
],
"put_total": 286565015.57,
"total": 367139262.24,
"unit": "delta shares per vol point"
}
},
"key_levels": {
"call_wall": {
"distance_pct": 0.62,
"gex": 969364047.76,
"strike": 775.0
},
"charm_pressure": {
"distance_pct": -1.33,
"exposure": 233669.48,
"strike": 760.0
},
"key_gamma_strike": {
"distance_pct": -1.33,
"gex": 1376738203.79,
"strike": 760.0
},
"put_wall": {
"distance_pct": -1.33,
"gex": 1809628588.06,
"strike": 760.0
},
"vanna_resistance": {
"distance_pct": 4.12,
"exposure": -589551.4,
"strike": 802.0
},
"vanna_support": {
"distance_pct": -1.33,
"exposure": 20298821.47,
"strike": 760.0
}
},
"stock_price": 770.25,
"ticker": "SPY",
"units": {
"charm": "delta shares per day",
"color": "$ gamma per 1% move, per day",
"delta": "delta shares (dealer model: long calls, short puts)",
"gamma": "$ gamma per 1% move",
"speed": "$ gamma per 1% move, per 1% move",
"theta": "$ per day",
"ultima": "$ vega per vol point, per vol point squared",
"vanna": "delta shares per vol point",
"vega": "$ per vol point",
"vomma": "$ vega per vol point, per vol point",
"zomma": "$ gamma per 1% move, per vol point"
}
}
}Every response is wrapped as {"success": true, "data": {...}}. Lists in the sample are cut to a few rows so it fits on a page; the shape is exactly what your code receives.
Parameters
Bounded,
and the bounds are stated.
Out-of-range numbers are clamped to the documented range, never silently changed to something else. A missing required field returns 400 with the reason.
| Name | In | Default | Range | Meaning |
|---|---|---|---|---|
ticker required | path | any covered symbol | The underlying, upper case. Use /search to check coverage. | |
expiration | query | nearest | YYYY-MM-DD, a listed expiration | Which expiration to use. Defaults to the nearest one. |
aggregate | query | True | true or false | Sum across expirations or one only. |
Field by field
What each
number means.
exposures.<greek>.total, call_total, put_total, unit- Aggregate exposure per Greek.
exposures.<greek>.profile[]- Per-strike exposure.
greek_levels.<greek>.key_strike- The strike with the largest exposure.
key_levels.call_wall, put_wall, vanna_resistance, charm_pressure- Named levels with distance_pct from spot.
units- Unit string per Greek.
Access, limits, errors
Before the
first call.
- Plan
- Premium Premium and above. Tokens are issued to paid and trial accounts from $55 a month; each endpoint follows the tier of its web feature. An endpoint above your plan answers 402 and names the plan it needs.
- Auth
- Bearer token, prefix
avmcp_, created under Account, then API Access. Shown once, hashed at rest, rotates in one click. Always callhttps://apexvol.com, never www. - 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
X-RateLimit-*headers; a 429 carriesRetry-Afterin seconds. - Errors
401no or revoked token;429Retry-After seconds;403Premium plan required;424data feed unavailable, retry. The full list with payload shapes is on the errors page.- Since
- API 1.0. Units, bases and timestamps follow the conventions shared by every endpoint; changes are logged in the API changelog.
- Machine-readable
- This page as Markdown, the family as one file, the whole API as llms-full.txt or OpenAPI 3.1.
The same data, in plain English
Ask for it
in an MCP client.
Connect the ApexVol MCP server and the assistant calls get_ticker_analytics by name. One URL, a sign-in, no token to paste.
Where is dealer vanna exposure largest on SPY?
YouShow delta and gamma exposure by strike for QQQ.
YouWhat is the charm pressure level on SPY today?
More in the prompt library. Set the server up in Claude Desktop, Claude Code, Cursor, ChatGPT, VS Code, Windsurf or Gemini CLI.
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every paid plan.
From $55 a month, tier-matched: your token queries the data your plan includes and Pro unlocks the full surface.
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