Options Exposure Analytics API: Calculate GEX, DEX, VEX, CHEX
Gamma (GEX), delta (DEX), vanna (VEX), and charm (CHEX) exposure by strike - plus summary, key levels, narrative analysis, and daily history.
Options Greeks Exposure Analytics Overview
FlashAlpha computes options exposure metrics from live options chain data. Each metric quantifies how dealer hedging activity at each strike affects the underlying price.
| Metric | Measures | Trading Signal |
|---|---|---|
| GEX (Gamma Exposure) | Sensitivity of dealer delta to spot moves | Positive = mean-reverting, Negative = trending |
| DEX (Delta Exposure) | Net directional exposure | Directional bias indicator |
| VEX (Vanna Exposure) | Delta sensitivity to IV changes | Vol compression/expansion impact |
| CHEX (Charm Exposure) | Delta sensitivity to time decay | End-of-day flow prediction |
Endpoints
Strike-Level Exposure
Per-strike breakdowns of each Greek exposure metric, showing exactly where dealer hedging pressure concentrates.
/v1/exposure/gex/{symbol}
Gamma exposure by strike. Identifies mean-reversion vs trending regimes based on dealer gamma positioning.
View docs →/v1/exposure/dex/{symbol}
Delta exposure by strike. Reveals net directional options flow and dealer hedging bias.
View docs →/v1/exposure/vex/{symbol}
Vanna exposure by strike. Measures how delta changes with implied volatility - key for vol crush/expansion events.
View docs →/v1/exposure/chex/{symbol}
Charm exposure by strike. Quantifies time-decay-driven delta hedging - useful for predicting end-of-day flows.
View docs →Aggregate Analytics
Higher-level views that combine multiple exposure metrics into actionable summaries, levels, and insights.
/v1/exposure/summary/{symbol}
Aggregate exposure snapshot with net GEX/DEX/VEX/CHEX, regime classification, and dealer hedging estimates.
View docs →/v1/exposure/levels/{symbol}
Key exposure-derived price levels: gamma flip, call wall, put wall, max gamma strikes, and 0DTE magnet.
View docs →/v1/exposure/narrative/{symbol}
AI-generated narrative analysis covering regime, key levels, flow dynamics, and market outlook.
View docs →/v1/maxpain/{symbol}
Max pain analysis with pain curve, OI breakdown, dealer alignment overlay, pin probability, and multi-expiry calendar.
View docs →/v1/exposure/history/{symbol}
Historical daily snapshots of all four exposure metrics, levels, and regime - up to 365 days of time series.
View docs →Ready to build?
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