What is GEX data and how do I access it?

GEX (Gamma Exposure) measures the aggregate gamma held by options market makers across all strikes and expirations. It predicts volatility regimes: positive GEX environments tend to suppress moves while negative GEX amplifies them. Access GEX data via the FlashAlpha API at /v1/exposure/gex/{symbol}, which returns net GEX, gamma flip level, call/put walls, and regime classification.

REST API - 6,000+ Equities, ETFs & CME Index Futures

Options Analytics API

Pre-computed gamma exposure, 15 BSM Greeks, SVI volatility surfaces, 0DTE analytics, and max pain - all from a single REST endpoint.

Free tier. SDKs for Python, JS, C#, Go, Java. First call in 30 seconds.

Get Free API Key Interactive Playground

terminal

# Free tier: single-expiry GEX on any US equity
curl "https://lab.flashalpha.com/v1/exposure/gex/AAPL?expiration=2026-06-19" \
  -H "X-Api-Key: YOUR_KEY"

Response (illustrative) - 200 OK

{
  "symbol": "AAPL",
  "underlying_price": 228.50,
  "gamma_flip": 227.00,
  "net_gex": 1850000000,
  "net_gex_label": "positive",
  "call_wall": { "strike": 235, "gex": 920000000 },
  "put_wall": { "strike": 220, "gex": -610000000 },
  "strikes": [ /* per-strike breakdown */ ]
}

What Makes FlashAlpha Different

Pre-computed analytics, not raw data. One call, actionable results.

Pre-Computed Analytics

GEX, gamma flip, call/put walls, 15 Greeks, vol surfaces - all computed server-side. No local math required.

# One call = full analytics
"gamma_flip": 595.25,
"net_gex": 2.85e9,
"regime": "positive"

6,000+ Symbols

Every optionable US equity and ETF. SPY, AAPL, TSLA, QQQ, meme stocks, small caps - all covered with the same depth.

# Any symbol works
/v1/exposure/gex/SPY
/v1/exposure/gex/TSLA
/v1/exposure/gex/GME

SDKs for 5 Languages

Python, JavaScript, C#, Go, Java. pip install flashalpha or npm install flashalpha and start calling. Typed responses, auto-retry.

import flashalpha as fa
gex = fa.gex("SPY")
print(gex.gamma_flip)

MCP Server for AI Assistants

Connect Claude, Cursor, or Windsurf directly to FlashAlpha via MCP. 73 tools total: 56 live tools for exposure analytics, flow analytics, volatility, VRP, screening, pricing, structures, stock/option quotes, BSM Greeks, IV solver, and Kelly sizing, plus 17 historical-replay tools (Alpha tier) for point-in-time backtesting at any minute since 2018-04-16.

Server URL: https://lab.flashalpha.com/mcp

Setup Guide

Full Endpoint Catalog

73 MCP tools (56 live + 17 historical) across 50+ REST endpoints - exposure, pricing, volatility, flow, earnings, and market data.

Exposure Endpoints

GET /v1/exposure/gex/{symbol}

Gamma exposure - net GEX, gamma flip, call/put walls

Free

API Key

GET /v1/exposure/dex/{symbol}

Delta exposure - net DEX, directional bias

Basic

API Key

GET /v1/exposure/vex/{symbol}

Vanna exposure - vol sensitivity

Basic

API Key

GET /v1/exposure/chex/{symbol}

Charm exposure - time-decay positioning

Basic

API Key

GET /v1/exposure/levels/{symbol}

Key levels - gamma flip, walls, max pain

Free

API Key

GET /v1/exposure/summary/{symbol}

Full summary - all exposure metrics in one call

Growth

API Key

GET /v1/exposure/narrative/{symbol}

AI narrative - plain-English regime summary

Growth

API Key

0DTE & Max Pain Endpoints

GET /v1/exposure/zero-dte/{symbol}

Same-day expiry - 0DTE GEX, pin risk, gamma flip

Growth

API Key

GET /v1/maxpain/{symbol}

Max pain - pain curve, dealer alignment, pin probability

Basic

API Key

Volatility Endpoints

GET /v1/volatility/{symbol}

IV surface - term structure, skew, ATM vol

Growth

API Key

GET /v1/adv_volatility/{symbol}

SVI-calibrated surfaces - arbitrage-free vol

Alpha

API Key

GET /v1/vrp/{symbol}

Variance risk premium - IV vs RV spread

Alpha

API Key

Market Data Endpoints

GET /stockquote/{symbol}

Stock quote - price, volume, change

Free

API Key

GET /optionquote/{symbol}

Option quote - bid/ask, IV, Greeks per contract

Growth

API Key

GET /v1/symbols

Symbol list - all 6,000+ supported tickers

Free

API Key

Exposure Endpoints (extended)

GET /v1/exposure/sheet/{symbol}

Full per-strike sheet - GEX/DEX/VEX/CHEX in one payload

Growth

GET /v1/exposure/oi-diff/{symbol}

Day-over-day open-interest change by strike

Growth

GET /v1/exposure/term-structure/{symbol}

Exposure term structure across expirations

Growth

GET /v1/exposure/basket

Aggregated exposure across a basket of symbols

Growth

GET /v1/universe

Covered analytics universe of symbols

Free

Flow Analytics Endpoints

GET /v1/flow/summary/{symbol}

Flow regime - direction, intraday OI delta, live GEX

Growth

GET /v1/flow/levels/{symbol}

Live gamma flip, walls, max pain on effective OI

Growth

GET /v1/flow/pin-risk/{symbol}

0-100 weighted intraday pin-risk score

Growth

GET /v1/flow/gex/{symbol}

Live net GEX + per-strike profile on effective OI

Growth

GET /v1/flow/dex/{symbol}

Live net DEX + per-strike profile on effective OI

Growth

GET /v1/flow/dealer-risk/{symbol}

Settled vs live dealer GEX/DEX delta + label

Growth

GET /v1/flow/oi/{symbol}

OI simulator state: official / simulated / effective OI

Alpha

GET /v1/flow/live/{symbol}

Bundle: OI state + live levels + pin risk + live GEX

Alpha

GET /v1/flow/signals/{symbol}

Scored unusual-flow feed (block/sweep classification)

Alpha

GET /v1/flow/signals/{symbol}/summary

Bullish/bearish smart-money tilt roll-up

Alpha

Raw Flow Tape Endpoints

GET /v1/flow/options/{symbol}/recent

Recent option trades, newest first

Alpha

GET /v1/flow/options/{symbol}/summary

Buy / sell / mid / net option contract volume

Alpha

GET /v1/flow/options/{symbol}/blocks

Large option block trades

Alpha

GET /v1/flow/options/{symbol}/history

Minute option-flow buckets with VWAP, high/low

Alpha

GET /v1/flow/options/{symbol}/cumulative

Running cumulative net option flow

Alpha

GET /v1/flow/stocks/{symbol}/recent

Recent stock trades, newest first

Alpha

GET /v1/flow/stocks/{symbol}/summary

Buy / sell / mid / net share volume

Alpha

GET /v1/flow/stocks/{symbol}/blocks

Large stock block trades

Alpha

GET /v1/flow/stocks/{symbol}/history

Minute stock-flow buckets with VWAP, OHLC

Alpha

GET /v1/flow/stocks/{symbol}/cumulative

Running cumulative net stock flow

Alpha

GET /v1/flow/options/leaderboard

Top option buyers/sellers by net notional

Alpha

GET /v1/flow/options/outliers

Option outliers by net notional, imbalance, skew

Alpha

GET /v1/flow/stocks/leaderboard

Top stock buyers/sellers by net notional

Alpha

GET /v1/flow/stocks/outliers

Stock outliers by absolute net notional

Alpha

Volatility Endpoints (extended)

GET /v1/vrp/{symbol}/history

Daily VRP time series for charting and backtests

Alpha

GET /v1/volatility/realized/{symbol}

Realized-vol estimators across lookback windows

Alpha

GET /v1/volatility/forecast/{symbol}

Forward volatility forecast

Alpha

GET /v1/expected-move/{symbol}

Option-implied expected move over a horizon

Basic

GET /v1/volatility/skew-term/{symbol}

Skew term structure across expirations

Growth

GET /v1/volatility/spot-vol-correlation/{symbol}

Spot-vol correlation (skew-implied leverage effect)

Growth

GET /v1/liquidity/{symbol}

Options liquidity: spreads, depth, volume

Growth

GET /v1/surface/{symbol}/svi

SVI calibration parameters for the surface

Alpha

GET /v1/dispersion

Implied correlation / dispersion across constituents

Alpha

Earnings Endpoints

GET /v1/earnings/calendar

Upcoming earnings calendar across symbols

Growth

GET /v1/earnings/iv-crush/{symbol}

Post-earnings IV crush history and statistics

Growth

GET /v1/earnings/expected-move/{symbol}

Earnings-implied expected move into the print

Growth

GET /v1/earnings/history/{symbol}

Historical earnings moves for the symbol

Growth

GET /v1/earnings/vrp/{symbol}

Earnings VRP (IV vs realized around prints)

Alpha

GET /v1/earnings/dealer-positioning/{symbol}

Dealer positioning into the earnings event

Alpha

GET /v1/earnings/strategies/{symbol}

Suggested earnings option structures

Alpha

GET /v1/earnings/screener

Screen earnings names by IV / expected-move

Alpha

Screener Endpoints

POST /v1/screener

Cross-sectional scan of analytics across many symbols

Growth

GET /v1/screener/fields

Available screener fields and operators

Free

Strategy Signal Endpoints

GET /v1/strategies/dealer-regime/{symbol}

Dealer positioning regime signal

Growth

GET /v1/strategies/skew/{symbol}

Skew-based signal

Growth

GET /v1/strategies/tail-pricing/{symbol}

Tail-risk pricing signal

Growth

GET /v1/strategies/vol-carry/{symbol}

Volatility carry signal

Alpha

GET /v1/strategies/zero-dte/{symbol}

0DTE positioning signal

Growth

GET /v1/strategies/yield-enhancement/{symbol}

Premium-selling (yield-enhancement) signal

Growth

GET /v1/strategies/flow-anomaly/{symbol}

Unusual-flow anomaly signal

Growth

GET /v1/strategies/surface-anomaly/{symbol}

Vol-surface anomaly signal

Alpha

GET /v1/strategies/expiry-positioning/{symbol}

Expiry-positioning signal

Basic

GET /v1/strategies/term-structure/{symbol}

Term-structure positioning signal

Growth

Structures Endpoints

POST /v1/structures/pnl

Multi-leg structure P&L across spot/vol/time scenarios

Basic

POST /v1/structures/greeks

Aggregate Greeks for a multi-leg structure

Basic

Pricing & Sizing Endpoints

GET /v1/pricing/greeks

Full BSM Greeks (1st/2nd/3rd order) from inputs

Free

GET /v1/pricing/iv

Implied volatility solver

Free

GET /v1/pricing/kelly

Kelly criterion position sizing

Growth

Macro & Reference Endpoints

GET /v1/macro/vix-state

VIX regime state and macro volatility context

Growth

GET /v1/tickers

All available stock tickers

Free

GET /v1/options/{ticker}

Option chain metadata (expirations + strikes)

Free

GET /v1/stock/{symbol}/summary

Comprehensive stock summary (price, vol, exposure, macro)

Free

GET /v1/surface/{symbol}

IV surface grid (public, no key required)

Free

GET /v1/account

Account info, plan, remaining quota

Free

Code Examples

Works with any language. Pick yours.

gex_example.py

from flashalpha import FlashAlpha
fa = FlashAlpha("YOUR_API_KEY")

# Get gamma exposure for SPY
gex = fa.gex("SPY")
print(f"Net GEX: ${gex['net_gex']:,.0f}")
print(f"Gamma Flip: {gex['gamma_flip']}")
print(f"Regime:     {gex['net_gex_label']}")

# Get volatility surface
vol = fa.volatility("AAPL")
print(f"ATM IV: {vol['atm_iv']}%")

gex.mjs

import { FlashAlpha } from 'flashalpha';
const fa = new FlashAlpha('YOUR_API_KEY');

const gex = await fa.gex('SPY');
console.log(`Net GEX: $${gex.net_gex.toLocaleString()}`);
console.log(`Gamma Flip: ${gex.gamma_flip}`);
console.log(`Regime: ${gex.net_gex_label}`);

GexExample.cs

var fa = new FlashAlphaClient("YOUR_API_KEY");
var gex = await fa.GexAsync("SPY");

Console.WriteLine($"Net GEX: {gex.GetProperty("net_gex")}");
Console.WriteLine($"Gamma Flip: {gex.GetProperty("gamma_flip")}");
Console.WriteLine($"Regime: {gex.GetProperty("net_gex_label")}");

GexExample.java

FlashAlphaClient fa = new FlashAlphaClient("YOUR_API_KEY");
JsonObject gex = fa.gex("SPY");

System.out.println("Net GEX: " + gex.get("net_gex"));
System.out.println("Gamma Flip: " + gex.get("gamma_flip"));
System.out.println("Regime: " + gex.get("net_gex_label"));

main.go

fa := flashalpha.NewClient("YOUR_API_KEY")
gex, _ := fa.Gex(ctx, "SPY")

fmt.Printf("Net GEX: %v\n", gex["net_gex"])
fmt.Printf("Gamma Flip: %v\n", gex["gamma_flip"])
fmt.Printf("Regime: %v\n", gex["net_gex_label"])

terminal

# Single-expiry GEX (Free tier, any equity)
curl "https://lab.flashalpha.com/v1/exposure/gex/AAPL?expiration=2026-06-19" \
  -H "X-Api-Key: your_api_key"

# Delta exposure for TSLA
curl https://lab.flashalpha.com/v1/exposure/dex/TSLA \
  -H "X-Api-Key: your_api_key"

# Volatility surface for AAPL
curl https://lab.flashalpha.com/v1/volatility/AAPL \
  -H "X-Api-Key: your_api_key"

Official SDKs

Open-source client libraries for every major language. Typed responses, automatic retries, MIT license.

Python pip install flashalpha PyPI

JS/TS npm install flashalpha GitHub

C# dotnet add package FlashAlpha NuGet

Go go get github.com/FlashAlpha-lab/flashalpha-go GitHub

Java Maven / Gradle GitHub

Typed responses - autocomplete for every field
Automatic retries - handles rate limits and transient errors
Open source - MIT license, contributions welcome

sdk_demo.py

from flashalpha import FlashAlpha

fa = FlashAlpha("your_key")

# Exposure
gex  = fa.gex("SPY")
dex  = fa.dex("SPY")
vex  = fa.vex("SPY")

# Volatility
vol  = fa.volatility("AAPL")
surf = fa.advanced_volatility("AAPL")

# Convert to DataFrame
df = gex.strikes.to_df()
print(df.head())

How We Compare

FlashAlpha vs the alternatives - feature by feature.

Feature	FlashAlpha	Bloomberg	Unusual Whales	SpotGamma
REST API	Yes	BLPAPI only	Yes	No
Pre-computed GEX	Yes	No	No	Dashboard only
BSM Greeks (15)	3rd order	1st order	1st order	No
SVI Vol Surface	Yes	Yes	No	No
0DTE Analytics	Yes	Manual	Partial	Dashboard only
Official SDKs	5 languages	blpapi	No	No
Free Tier	Yes	No	No	No
Starting Price	$0/mo	$2,000/mo	$57/mo	$79/mo

Simple, Transparent Pricing

Start free. Upgrade when you need more.

Free

$0 /mo

5 requests/day
Single-expiry GEX (equities)
Key levels, Greeks/IV, stock quotes
No credit card

Get Started

Basic

$63 /mo

billed annually

100 requests/day
+ ETFs/indexes, DEX/VEX/CHEX, max pain
Email support

Popular

Growth

$239 /mo

billed annually

2,500 requests/day
+ Full-chain GEX, 0DTE, flow analytics
Volatility surface
Priority support

Alpha

$1,199 /mo

billed annually

Unlimited requests
SVI surfaces, VRP
All endpoints
Dedicated support

All plans include access to 6,000+ symbols. Full pricing details →

Get Started in Three Steps

Create Account

Get Your API Key

Copy your key from the profile page.

Make Your First Call

curl, official SDKs (Python, JS, C#, Go, Java), or any HTTP client.

Get Your Free API Key

Frequently Asked Questions

FlashAlpha provides the most comprehensive options analytics API available, with pre-computed gamma exposure (GEX), 15 BSM Greeks across first, second, and third order plus lambda and veta, SVI-calibrated volatility surfaces, 0DTE analytics, and VRP data for 6,000+ US equities & ETFs plus CME index futures (ES, NQ). Unlike raw data providers, FlashAlpha returns actionable analytics in a single API call.

Sign up for a free FlashAlpha account (no credit card required), get your API key, and call GET /v1/exposure/gex/{symbol}. The response includes net GEX, gamma flip level, call and put walls, regime classification, and per-strike gamma data. Or use the Python SDK: pip install flashalpha, then fa.gex("SPY").

Yes. FlashAlpha offers a permanent free tier with 5 API requests per day, no credit card required and no trial expiry. The free tier includes single-expiry GEX on equities, exposure key levels, the full BSM Greeks and IV calculator, and stock quotes across the 6,000+ supported symbols. DEX, VEX, CHEX and max pain begin at Basic; full-chain GEX, option chains and flow analytics are Growth. CME index futures (ES=F, NQ=F) are Growth too.

FlashAlpha's /v1/pricing/greeks endpoint returns all BSM Greeks through third order in a single call: delta, gamma, theta, vega, rho (first order), vanna, charm, vomma, dual_delta (second order), speed, zomma, color, ultima (third order), plus lambda and veta. Pass the option symbol and get 15 Greeks computed from live market data.

GEX (Gamma Exposure) measures the aggregate gamma held by options market makers across all strikes and expirations for a given underlying. It predicts volatility regimes: positive GEX environments tend to suppress price moves (dealers buy dips, sell rips), while negative GEX amplifies them (dealers sell dips, buy rips). Access GEX data via the FlashAlpha API at /v1/exposure/gex/{symbol}, which returns net GEX, gamma flip level, call/put walls, and regime classification. Available on the free tier.

FlashAlpha provides pre-computed options analytics (GEX, Greeks, vol surfaces, VRP) via a modern REST API starting at $0/month. Bloomberg Terminal costs $24,000+/year and requires proprietary desktop software. FlashAlpha is purpose-built for programmatic access - you get a Python SDK, typed responses, and automatic retries. Bloomberg is designed for manual terminal workflows. For teams that need API-first options analytics without a six-figure budget, FlashAlpha is the clear choice.

Welcome to FlashAlpha!

How did you hear about us?

Options Analytics API

What Makes FlashAlpha Different

Pre-Computed Analytics

6,000+ Symbols

SDKs for 5 Languages

MCP Server for AI Assistants

Full Endpoint Catalog

Exposure Endpoints

0DTE & Max Pain Endpoints

Volatility Endpoints

Market Data Endpoints

Exposure Endpoints (extended)

Flow Analytics Endpoints

Raw Flow Tape Endpoints

Volatility Endpoints (extended)

Earnings Endpoints

Screener Endpoints

Strategy Signal Endpoints

Structures Endpoints

Pricing & Sizing Endpoints

Macro & Reference Endpoints

Code Examples

Official SDKs

How We Compare

Simple, Transparent Pricing

Get Started in Three Steps

Create Account

Get Your API Key

Make Your First Call

Frequently Asked Questions