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ALPHA TIER HISTORICAL

Historical DEX Data API

Query delta exposure by strike at any minute since April 2018. Same response shape as the live /v1/exposure/dex endpoint - add at= to replay dealer delta-hedging pressure from any historical moment.

Coverage
2017-01-03 → 2026-07-17
Granularity
1 minute
Tier
Alpha+
Format
JSON (REST)

Endpoint

GET /v1/exposure/dex/{symbol}?at=...
Host: historical.flashalpha.com Auth: X-Api-Key Tier: Alpha
NameInRequiredDefaultDescription
symbolpathyes-Underlying symbol
atqueryyes-As-of timestamp (yyyy-MM-ddTHH:mm:ss ET)
expirationquerynoallFilter to a single expiry (yyyy-MM-dd)
 
curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://historical.flashalpha.com/v1/exposure/dex/SPY?at=2020-03-16T15:30:00"

Response

{
  "symbol": "SPY",
  "underlying_price": 246.01,
  "as_of": "2020-03-16T15:30:00",
  "as_of_requested": "2020-03-16T15:30:00",
  "payload": {
    "net_dex": -169419489077,
    "strikes": [
      { "strike": 240, "call_dex": 612481.33, "put_dex": -290214.50, "net_dex": 322266.83 }
    ]
  }
}

What This Unlocks

  • Replay dealer delta positioning - read net_dex at any minute to measure actual hedging flow at the open/close of historical moves.
  • Backtest delta-flow strategies with point-in-time net_dex - no lookahead bias.
  • Decompose hedging pressure into delta (DEX) vs gamma (GEX) vs vanna (VEX) vs charm (CHEX) - needed for clean sensitivity analysis.
  • Locate the delta-heavy strikes - scan per-strike call_dex / put_dex to find where dealer delta concentrates ahead of large moves.
  • Build dealer-flow features for ML - join minute-level net_dex against underlying_price for forward-return models without leakage.

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