- API
- Gamma exposure
- 0DTE levels
Gamma exposure API, 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. For the same-day (or next) expiration returns the ATM IV and expected move, the gamma regime and key levels, per-strike gamma and quotes, the hourly theta decay, an IV-forecast and skew read, the expected-move hit rate and an edge score. Compact detail windows the strike lists.
The answer, in one call
Units first,
then the request.
Expected move in percent and dollars; IVs in percentage points; theta in dollars per day; net_gamma in dollars per 1% move.
Same dealer convention as /gex for gamma. em_hit_rate compares past same-day expected moves with realized.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/zero-dte/SPY?detail=compact&strikes_around=5"import requests
headers = {"Authorization": "Bearer avmcp_YOUR_TOKEN"}
params = {"detail": "compact", "strikes_around": "5"}
r = requests.get("https://apexvol.com/api/mcp/data/zero-dte/SPY", headers=headers, params=params)
r.raise_for_status()
data = r.json()["data"]
print(data["edge_score"])What is the expected move for SPY today and where are the 0DTE walls?
The assistant calls get_zero_dte and answers from the JSON below.{
"success": true,
"data": {
"by_strike": [
{
"call_delta": 0.604,
"call_gamma": 77.9032,
"call_iv": 5.8,
"call_mid": 2.59,
"call_oi": 1200,
"call_theta": -0.244,
"call_volume": 25628,
"moneyness": "ATM",
"net_gamma": 1.29,
"put_delta": -0.396,
"put_gamma": -77.9032,
"put_iv": 6.3,
"put_mid": 1.45,
"put_oi": 1172,
"put_theta": -0.244,
"put_volume": 57197,
"strike": 769.0
},
{
"call_delta": 0.525,
"call_gamma": 83.8045,
"call_iv": 5.7,
"call_mid": 1.98,
"call_oi": 6179,
"call_theta": -0.243,
"call_volume": 82391,
"moneyness": "ATM",
"net_gamma": 139.91,
"put_delta": -0.474,
"put_gamma": -83.8045,
"put_iv": 6.2,
"put_mid": 1.84,
"put_oi": 3365,
"put_theta": -0.243,
"put_volume": 82894,
"strike": 770.0
},
{
"call_delta": 0.44,
"call_gamma": 86.3498,
"call_iv": 5.6,
"call_mid": 1.46,
"call_oi": 1450,
"call_theta": -0.232,
"call_volume": 61672,
"moneyness": "ATM",
"net_gamma": -79.77,
"put_delta": -0.56,
"put_gamma": -86.3498,
"put_iv": 6.1,
"put_mid": 2.34,
"put_oi": 3007,
"put_theta": -0.232,
"put_volume": 43463,
"strike": 771.0
}
],
"data_status": "PRE-MARKET",
"edge_score": {
"components": {
"em_hit_rate": {
"score": 6,
"value": 68.3,
"weight": 0.2
},
"em_rv": {
"score": 4,
"value": 0.81,
"weight": 0.25
},
"gamma_regime": {
"score": 5,
"value": "negative",
"weight": 0.1
},
"iv_forecast": {
"score": 3,
"value": -3.3,
"weight": 0.15
},
"vrp": {
"score": 6,
"value": 3.5,
"weight": 0.3
}
},
"edge_label": "No Clear Edge",
"edge_type": "neutral",
"total": 5.0
},
"em_hit_rate": {
"assessment": "reliable",
"avg_actual_pct": 0.62,
"avg_em_pct": 0.81,
"current_em_pct": 0.5,
"em_vs_avg": "below",
"hit_rate": 68.3,
"hits": 69,
"total_days": 101
},
"error": null,
"expiration": "2026-09-08",
"gamma_regime": {
"regime": "negative",
"total_net_gex": -45.78
},
"is_next_expiry": false,
"iv_forecast": {
"assessment": "underpriced",
"atm_forecast": 9.2,
"atm_implied": 5.9,
"diff": -3.3,
"earn_effect": 0.0,
"signal": "IV 3.3pts below the feed's forecast: favor buying"
},
"key_levels": {
"abs_gamma": 770.0,
"call_wall": 775.0,
"em_lower": 766.43,
"em_upper": 774.07,
"gamma_flip": null,
"max_pain": 769.0,
"put_wall": 770.0
},
"metrics": {
"atm_iv": 6.0,
"call_oi": 66864,
"expected_move": 0.5,
"expected_move_dollars": 3.82,
"gamma_flip": null,
"max_pain": 769.0,
"net_gamma": -45.78,
"put_call_ratio": 1.42,
"put_oi": 95102,
"total_oi": 161966,
"total_theta": 1269368.0
},
"mispricing_chain": {
"assessment": "FAIR",
"assessment_band_dollars": 7.7,
"avg_spread": -1.9,
"base_hv": 8.1,
"hv_window": "20d",
"overpriced_count": 0,
"underpriced_count": 0
},
"skew_signal": {
"assessment": "heavy_put_skew",
"call_10d_iv": 5.3,
"call_10d_strike": 776.0,
"put_10d_iv": 8.1,
"put_10d_strike": 762.0,
"signal": "Downside fear elevated: puts expensive vs calls",
"skew_points": 2.8,
"skew_ratio": 1.53
},
"stock_price": 770.25,
"theta_burn": {
"by_category": {
"atm": {
"current": 0.49,
"decay": [
{
"hour": "09:30",
"remaining": 0.49
},
{
"hour": "10:00",
"remaining": 0.47
},
{
"hour": "10:30",
"remaining": 0.45
}
],
"strike": 770.0
},
"near_atm": {
"current": 0.42,
"decay": [
{
"hour": "09:30",
"remaining": 0.42
},
{
"hour": "10:00",
"remaining": 0.4
},
{
"hour": "10:30",
"remaining": 0.39
}
],
"strike": 766.0
},
"otm_calls": {
"current": 0.0,
"decay": [
{
"hour": "09:30",
"remaining": 0.0
},
{
"hour": "10:00",
"remaining": 0.0
},
{
"hour": "10:30",
"remaining": 0.0
}
],
"strike": 786.0
},
"otm_puts": {
"current": 0.04,
"decay": [
{
"hour": "09:30",
"remaining": 0.04
},
{
"hour": "10:00",
"remaining": 0.04
},
{
"hour": "10:30",
"remaining": 0.04
}
],
"strike": 754.0
}
},
"current_theta": 0.49
},
"ticker": "SPY",
"time_to_close": "Opens in 9h 5m",
"window": {
"detail": "compact",
"lists": {
"by_strike": {
"rows_returned": 11,
"rows_total": 165,
"truncated": true
},
"chain_table": {
"rows_returned": 11,
"rows_total": 61,
"truncated": true
}
},
"strikes_around": 5
}
}
}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. | |
detail | query | full for REST, compact for MCP clients | compact or full | Windowed lists or everything. |
strikes_around | query | 15 | 0 for all | Strikes per side under compact. |
Field by field
What each
number means.
metrics.expected_move, expected_move_dollars, atm_iv- The priced move.
key_levels.call_wall, put_wall, max_pain, em_upper, em_lower- Levels for the session.
gamma_regime.regime, total_net_gex- Positive or negative gamma.
by_strike[]- Per-strike Greeks, quotes and OI.
theta_burn.hourly_decay[]- How premium decays through the day.
edge_score, em_hit_rate, iv_forecast, skew_signal- The scored read.
Access, limits, errors
Before the
first call.
- Plan
- Pro Pro 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;403Pro 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_zero_dte by name. One URL, a sign-in, no token to paste.
What is the expected move for SPY today and where are the 0DTE walls?
YouIs SPY 0DTE gamma positive or negative right now?
YouHow often has SPY stayed inside its 0DTE expected move lately?
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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From $55 a month, tier-matched: your token queries the data your plan includes and Pro unlocks the full surface.
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