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ALPHA TIER HISTORICAL

Historical Gamma Flip / Call Wall / Put Wall API

Replay the key options levels traders watched at any minute since April 2018: gamma flip, call wall, put wall, max-positive / max-negative gamma strikes, highest-OI strike, and zero-DTE magnet. Same shape as live /v1/exposure/levels.

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

Endpoint

GET/v1/exposure/levels/{symbol}?at=...
Host: historical.flashalpha.comAuth: X-Api-KeyTier: Alpha
curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://historical.flashalpha.com/v1/exposure/levels/SPY?at=2026-03-05T15:30:00"

Response

{
  "symbol": "SPY",
  "underlying_price": 679.46,
  "as_of": "2026-03-05T15:30:00",
  "levels": {
    "gamma_flip":         677.5,
    "max_positive_gamma": 700,
    "max_negative_gamma": 680,
    "call_wall":          685,
    "put_wall":           680,
    "highest_oi_strike":  630,
    "zero_dte_magnet":    500
  }
}

What This Unlocks

  • Validate level-based strategies against history - did price actually respect the call_wall on 2024-08-05? At what timestamp did the put_wall break on 2025-04-08?
  • Build level-evolution charts - overlay gamma_flip / walls on price for any historical window.
  • Train classifiers on regime + level features (gamma_flip, max_positive_gamma, max_negative_gamma) at minute granularity.
  • Measure flip-cross behavior - flag every minute spot crossed gamma_flip and join forward realized vol.
  • Track magnet pull - compare highest_oi_strike and zero_dte_magnet against the eventual close to score pin tendency.

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