Earnings Dealer Positioning API

Endpoint

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

Auth required (X-Api-Key) Rate Limited: Yes Alpha plan+

Parameters

Name	In	Required	Default	Description
`symbol`	path	yes	-	Underlying symbol (case-insensitive).

curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://lab.flashalpha.com/v1/earnings/dealer-positioning/AAPL"

import requests

resp = requests.get(
    "https://lab.flashalpha.com/v1/earnings/dealer-positioning/AAPL",
    headers={"X-Api-Key": "YOUR_API_KEY"}
)
data = resp.json()
print(f"Regime: {data['regime']}, gamma flip: {data['levels']['gamma_flip']}")

const resp = await fetch(
  "https://lab.flashalpha.com/v1/earnings/dealer-positioning/AAPL",
  { headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
const data = await resp.json();
console.log("Regime: " + data.regime + ", gamma flip: " + data.levels.gamma_flip);

API Key

Response

{
  "symbol": "AAPL",
  "underlying_price": 212.34,
  "as_of": "2026-06-05T15:42:10Z",
  "earnings_date": "2026-06-09",
  "event_expiry": "2026-06-12",
  "levels": {
    "gamma_flip": 210.0,
    "call_wall": 220.0,
    "put_wall": 205.0,
    "highest_oi_strike": 215.0
  },
  "gex_by_dte_bucket": [
    { "bucket": "pre_event", "net_gex": 120000000, "contract_count": 48 },
    { "bucket": "event_week", "net_gex": -85000000, "contract_count": 36 },
    { "bucket": "post_event", "net_gex": 340000000, "contract_count": 90 }
  ],
  "top_strikes": [
    { "strike": 220.0, "net_gex": 65000000, "call_oi": 18500, "put_oi": 2100 }
  ],
  "charm_acceleration": 0.42,
  "regime": "negative_gamma"
}

Key Response Fields

Field	Description
`event_expiry`	Closest options expiry on or after the earnings date; null if none found.
`levels.gamma_flip`	Strike where net GEX flips sign (event-week scope); nullable.
`levels.call_wall` / `put_wall`	Largest positive-GEX strike above / largest below spot; nullable.
`levels.highest_oi_strike`	Strike with the most open interest (event-week scope); nullable.
`gex_by_dte_bucket[]`	Net GEX and contract count for the `pre_event`, `event_week`, and `post_event` expiry buckets (buckets with no contracts are omitted).
`top_strikes[]`	Up to 5 strikes ranked by absolute net GEX, with per-strike call/put OI.
`charm_acceleration`	Ratio of event-expiry CHEX to full-chain CHEX - how concentrated charm flow is into the event; null when not computable.
`regime`	`positive_gamma` when spot ≥ gamma flip, `negative_gamma` when below, `undetermined` when no flip found.

Errors

Status	Description
`403`	Caller is below the Alpha tier.
`404`	`no_data` - no upcoming earnings for the symbol; or `symbol_not_found` - no live market data.

About

This endpoint narrows dealer-exposure analysis to the upcoming earnings event. It resolves the event-week expiry, then reports the key positioning levels - gamma flip, call wall, put wall, and highest-OI strike - alongside the top strikes ranked by absolute net GEX.

Net GEX is bucketed into pre-event, event-week, and post-event expiries so you can see how dealer gamma shifts around the print, while charm_acceleration measures how concentrated charm flow is into the event and regime labels whether spot sits above or below the gamma flip.

Common Use Cases

Map dealer pin and pressure levels (call_wall, put_wall, gamma_flip) before the event to anchor strike selection
Judge whether dealers amplify or dampen the move from the regime label to bias long- vs. short-vol structures
Track gamma migration across the pre_event / event_week / post_event buckets to time entries around the print
Rank the most influential strikes using top_strikes net GEX and OI to place wings where hedging is concentrated
Set break-evens and pin targets off gamma_flip relative to spot for a post-event mean-reversion play
Cross-check whether the dealer regime favors the premium-selling or premium-buying side implied by VRP

Complementary endpoints

Earnings overview - the hub tying together every earnings endpoint
Earnings Strategies - folds this gamma regime into ranked structure scores
Earnings VRP - pairs dealer positioning with rich-vs-cheap premium
Earnings Expected Move - the implied move these dealer walls are hedging against