Exposure Sheet API

Endpoint

GET /v1/exposure/sheet/{symbol}

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

Parameters

Name	In	Required	Default	Description
`symbol`	path	yes	-	Underlying symbol
`expiration`	query	no	all	Single-expiry filter (`yyyy-MM-dd`). Triggers `is_opex` / `is_triple_witching` flags.
`min_oi`	query	no	`0`	Drops strikes whose `call_oi + put_oi < min_oi`.

curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://lab.flashalpha.com/v1/exposure/sheet/SPY?expiration=2026-06-18"

import requests

resp = requests.get(
    "https://lab.flashalpha.com/v1/exposure/sheet/SPY",
    headers={"X-Api-Key": "YOUR_API_KEY"},
    params={"expiration": "2026-06-18"}
)
data = resp.json()
print(f"Net GEX: {data['totals']['net_gex']:,}")

const resp = await fetch(
  "https://lab.flashalpha.com/v1/exposure/sheet/SPY?expiration=2026-06-18",
  { headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
const data = await resp.json();
console.log("Net GEX: " + data.totals.net_gex.toLocaleString());

API Key

Response

{
  "symbol": "SPY",
  "underlying_price": 597.50,
  "as_of": "2026-05-29T15:30:00Z",
  "expiration": "2026-06-18",
  "is_opex": true,
  "is_triple_witching": true,
  "totals": {
    "net_gex": 2850000000,
    "net_dex": -450000000,
    "net_vex": 1200000000,
    "net_chex": 850000000,
    "net_dag": 1425000000
  },
  "lis": { "strike": 595.0, "magnitude": 1.0 },
  "peaks": [
    { "strike": 600, "net_gex": 850000000, "strength": 1.00, "side": "call_wall" },
    { "strike": 590, "net_gex": -420000000, "strength": 0.49, "side": "put_wall" }
  ],
  "strikes": [
    {
      "strike": 595,
      "call_gex": 145000000, "put_gex": -89000000, "net_gex": 56000000,
      "call_dex": 9800000, "put_dex": -7200000, "net_dex": 2600000,
      "call_vex": 320000, "put_vex": -180000, "net_vex": 140000,
      "call_chex": 4500, "put_chex": -2200, "net_chex": 2300,
      "dag": 18900000,
      "call_oi": 15820, "put_oi": 12340
    }
  ]
}

Key Response Fields

Section / Field	Description
`is_opex`	True when `expiration` is the holiday-adjusted monthly OPEX (3rd Friday, shifted to Thursday when Friday is a US equity holiday, e.g. Juneteenth).
`is_triple_witching`	True when `is_opex` AND month is in {Mar, Jun, Sep, Dec}.
`totals.net_dag`	Sum over strikes of DAG = `\|delta\| × gamma × OI × 100 × spot² × 0.01`, sign-flipped for puts per dealer-short convention.
`lis`	Strike with the largest `\|d²(net_gex)/dK²\|` using a non-uniform-spaced central second difference. `null` when the chain has <3 strikes or every second-difference is zero. `magnitude` is currently always `1.0` (reserved for future relative-magnitude scoring; the strike itself is the load-bearing output today).
`peaks[]`	Local maxima of `\|net_gex\|` whose `strength ≥ 0.1` (fraction of max `\|net_gex\|` in the chain). `side`: `call_wall` when `net_gex ≥ 0`, otherwise `put_wall`.
`strikes[].dag`	Per-strike DAG aggregated across calls + puts at that strike.
`strikes[]` greek triples	`call_`, `put_`, and `net_*` for gex / dex / vex / chex use the same formulas as `/v1/exposure/{gex,dex,vex,chex}`.

Errors

Status	Description
`400`	Invalid `expiration` format (must be `yyyy-MM-dd`)
`403`	Requires Growth plan or higher
`404`	Symbol not found or no data

About

The exposure sheet collapses what would otherwise be four or five separate full-chain exposure calls into a single per-strike rowset, joining GEX, DEX, VEX, CHEX and delta-adjusted gamma (DAG) side by side. Each strike carries call, put and net values for every greek, so you can render a complete dealer-positioning table without stitching responses together.

Alongside the strike rows it returns chain totals, the Line-in-the-Sand inflection strike (the largest curvature point in net GEX), and every qualifying gamma peak rather than just the single dominant wall. When an expiration filter is supplied it also flags OPEX and triple-witching dates using the holiday-adjusted calendar. All aggregates are derived from settled OI; use /v1/flow/* for the simulator-aware live versions.

Common Use Cases

Render a unified positioning sheet - pull GEX, DEX, VEX, and CHEX per strike in one request instead of four separate calls, and key a dealer-positioning table off the combined rows
Anchor on the Line-in-the-Sand strike - the inflection strike (largest curvature in net GEX) marks where the volatility regime flips; fade above, respect momentum below
Plot every gamma peak - the full peak array surfaces all call and put walls as support/resistance, not just the single dominant wall
Cross-check greeks per strike - read GEX magnitude against same-strike DEX and CHEX to separate true pin risk from directional or decay-driven flow
Isolate event expiries - supply an expiration filter to surface the OPEX and triple-witching flags and size around concentrated event positioning
Use settled-OI aggregates as the baseline - the chain totals derive from settled OI; diff them against /v1/flow/* live versions to gauge intraday repositioning

Complementary endpoints

Gamma Exposure (GEX) - the standalone gamma sheet with walls and the gamma flip
Delta Exposure (DEX) - directional dealer positioning per strike
Vanna Exposure (VEX) - how dealer gamma shifts as implied vol moves
Charm Exposure (CHEX) - how positioning decays as expiry approaches