Zero-DTE Flow Snapshot API

Endpoint

curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://lab.flashalpha.com/v1/flow/zero-dte/snapshot/SPY"

import requests

resp = requests.get(
    "https://lab.flashalpha.com/v1/flow/zero-dte/snapshot/SPY",
    headers={"X-Api-Key": "YOUR_API_KEY"}
)
data = resp.json()
print(data["flow_direction"]["label"])

const resp = await fetch(
  "https://lab.flashalpha.com/v1/flow/zero-dte/snapshot/SPY",
  { headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
const data = await resp.json();
console.log(data.flow_direction.label);

Response

The response is the same JSON shape as /v1/exposure/zero-dte/{symbol} (regime, exposures, expected_move, pin_risk, hedging, decay, vol_context, flow, levels, liquidity, strikes) PLUS an extra flow_direction block. The flow_direction block is shown below.

{
  "symbol": "SPY",
  "underlying_price": 522.34,
  "as_of": "2026-05-27T15:30:12Z",
  "market_open": true,
  // ...all ZeroDteResponse fields...
  "flow_direction": {
    "label": "amplifying",           // no_flow | neutral | amplifying | dampening | regime_flip
    "settled_net_gex": -1.2e9,
    "live_net_gex": -1.45e9,
    "flow_gex_adjustment": -2.5e8,
    "flow_gex_pct_shift": 0.208,     // null when settled GEX is 0
    "contracts_with_flow": 412,
    "total_abs_delta_contracts": 18432,
    "description": "Flow has amplified dealer GEX by 20.8% since open. ..."
  }
}

Two degraded shapes also return 200 OK so clients can switch on the flags. When the symbol has no 0DTE expiry today: { "symbol": "TSLA", "no_zero_dte": true, "next_zero_dte_expiry": "2026-05-29", "message": "..." }. When the market is closed: { "symbol": "SPY", "session_closed": true, "last_session": "2026-05-23", "message": "..." }.

Key Response Fields

Scope: today's expiry vs the whole chain

The two parts of the response cover different contracts:

• body (exposures.net_gex, regime, levels, pin_risk, ...) covers today's expiry only - the 0DTE book.
• flow_direction covers every expiry of the requested symbol - the whole chain. For SPXW that is every SPXW expiry (dailies, weeklies, month-end); it does not include the AM-settled SPX monthlies.

So flow_direction.live_net_gex is usually much larger than body.exposures.net_gex, and the two can have opposite signs: dealers can be short gamma in today's book while the whole chain is net long, or the reverse. Use body.exposures.net_gex and body.regime.label for the 0DTE regime; use flow_direction to see how intraday flow has moved dealer gamma across the whole chain. flow_direction.label, flow_gex_adjustment and flow_gex_pct_shift are all computed on that same whole-chain base.

For a 0DTE-only flow view, use /v1/flow/gex/{symbol}?expiry=<today>; its live_net_gex matches body.exposures.net_gex.

Errors

About

The Zero-DTE Flow snapshot gives a live, intraday-aware view of today's 0DTE dealer-positioning landscape. It is computed on effective OI - settled open interest plus the simulator's intraday delta - so the response reflects how dealer GEX has shifted since open.

This differs from /v1/exposure/zero-dte/, which uses the morning OPRA broadcast and goes stale by 10:30 AM ET. The added flow_direction block summarizes whether intraday flow is amplifying, dampening, or flipping dealer gamma across the symbol's whole chain (all expiries, not only today's - see Scope).

Common Use Cases

• Read the live 0DTE regime from body.exposures.net_gex and body.regime.label (today's expiry, effective OI) without the 10:30 AM staleness of the settled exposure endpoint, switching strategy on its sign
• Check flow_direction.label to see whether intraday flow is amplifying, dampening, or producing a regime_flip of whole-chain dealer GEX, and gate trade-with versus fade decisions on it
• Quantify the flow contribution with flow_gex_adjustment and flow_gex_pct_shift to judge how far the morning settled view has drifted
• Lean on the embedded pin_risk block alongside the live regime to find the magnet strike price is most likely to settle into at the close
• Confirm the move budget with the expected_move block before sizing same-day directional or premium-selling structures
• Branch on the no_zero_dte and session_closed flags to handle off-session requests or symbols with no 0DTE expiry today

Related

Related reading

• Live 0DTE pin-risk API: the intraday flow-adjusted magnet - how flow-adjusted exposure sharpens the same-day pin read
• Pin-risk score 0-100: how to read the 0DTE pin magnet - interpreting the embedded pin_risk block

Complementary endpoints

• Zero-DTE Flow Series - the same snapshot sampled through the session as a time series
• Zero-DTE Hedge Flow - the dealer hedging pressure driving intraday 0DTE moves
• Zero-DTE Exposure - the settled-OI baseline this snapshot adjusts
• Flow Pin Risk - the standalone flow-adjusted pin magnet