Earnings Dealer Positioning API - Event-Scoped GEX & Walls - FlashAlpha Lab API
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Lab API Earnings Dealer Positioning

Earnings Dealer Positioning API

Dealer exposure analysis scoped to the earnings event: gamma flip / call & put walls on the event-week expiries, net GEX bucketed by pre-event / event-week / post-event, charm acceleration into the event, and the top strikes by absolute net GEX.

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);

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_expiryClosest options expiry on or after the earnings date; null if none found.
levels.gamma_flipStrike where net GEX flips sign (event-week scope); nullable.
levels.call_wall / put_wallLargest positive-GEX strike above / largest below spot; nullable.
levels.highest_oi_strikeStrike 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_accelerationRatio of event-expiry CHEX to full-chain CHEX - how concentrated charm flow is into the event; null when not computable.
regimepositive_gamma when spot ≥ a certified gamma flip, negative_gamma when below, unknown when the flip is absent, unverified, or spot sits on it.

Errors

Status Description
403Caller is below the Alpha tier.
404no_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

Related reading

Complementary endpoints

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