# GET /api/mcp/data/greeks-exposure/{ticker} > Beyond gamma, where are SPY dealers exposed on delta, vanna and charm? 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. - **Family:** Gamma exposure (https://apexvol.com/developers/gamma-exposure-api) - **Plan:** Premium and above. Every call needs `Authorization: Bearer avmcp_`; tokens are issued to paid and trial accounts under Account, then API Access. - **Units:** Per Greek; read units.. Gamma is dollars per 1% move, delta is delta shares, charm is delta shares per day. - **Basis:** Dealer convention as /gex. Aggregated over the listed expirations. - **MCP tools:** `get_ticker_analytics` - **Background:** https://apexvol.com/learn/gamma-exposure-explained ## Parameters | 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. | ## Request ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/greeks-exposure/SPY" ``` ## Response (captured 2026-09-08) Real response, lists cut to the rows nearest the money. The envelope is `{"success": true, "data": ...}`. ```json { "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" } } } ``` ## Fields - `exposures..total, call_total, put_total, unit`: Aggregate exposure per Greek. - `exposures..profile[]`: Per-strike exposure. - `greek_levels..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. ## Errors - `401`: no or revoked token - `429`: Retry-After seconds - `403`: Premium plan required - `424`: data feed unavailable, retry - Full list: https://apexvol.com/developers/errors ## Ask it in an MCP client - Where is dealer vanna exposure largest on SPY? - Show delta and gamma exposure by strike for QQQ. - What is the charm pressure level on SPY today? Conventions for units, bases and timestamps: https://apexvol.com/developers/conventions