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ALPHA TIER HISTORICAL

Historical 0DTE Data API

Minute-by-minute replay of zero-DTE analytics since 2018: pin risk, expected move, gamma acceleration, charm regime, ±0.5% / ±1% hedging tables, decay. Same shape as live /v1/exposure/zero-dte. time_to_close_hours is computed from at against 16:00 ET on the same day, so theta and greek-acceleration values are minute-accurate.

Coverage
2018-04-16 → 2026-04-02
Granularity
1 minute
Tier
Alpha+
Format
JSON (REST)

Endpoint

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

Response (truncated)

{
  "symbol": "SPY",
  "underlying_price": 679.46,
  "as_of": "2026-03-05T15:30:00",
  "expiration": "2026-03-05",
  "regime": { "label": "unknown", "gamma_flip": null, "spot_to_flip_pct": null },
  "exposures": { "net_gex": 0, "pct_of_total_gex": 0, "total_chain_net_gex": -10941036971.26 },
  "expected_move": { "straddle_price": 1.57, "implied_1sd_dollars": 3.7, "remaining_1sd_dollars": 1.03, "upper_bound": 680.49, "lower_bound": 678.43 },
  "pin_risk": { "magnet_strike": 500, "max_pain": 685, "pin_score": 32, "oi_concentration_top3_pct": 14.6 },
  "decay": { "theta_per_hour_remaining": 0, "gamma_acceleration": 25.47, "charm_regime": "neutral" },
  "flow": { "call_oi": 161462, "put_oi": 252805, "pc_ratio_oi": 1.566 },
  "levels": { "highest_oi_strike": 685, "call_wall": 500, "put_wall": 500 }
}

Field gap: intraday 0DTE greeks (delta/gamma/theta/iv) often arrive as 0/null for very-near-expiry contracts because BSM at minute resolution isn't yet plumbed for 0DTE. Chain is still listed for OI/strike-distribution analysis. Pre-2022 daily-expiry rollout, the response collapses to no_zero_dte: true on days with no front-day expiry.

What This Unlocks

  • Backtest 0DTE strategies — pin risk, expected-move calibration, hedging tables at the exact minute you'd have decided to enter.
  • Study pinning across years of weekly + daily expiries.
  • Build 0DTE risk dashboards using historical decay/charm context.