Exposure History API

What Is Exposure History?

The History endpoint returns daily snapshots of options exposure metrics over a configurable lookback window. Each snapshot includes the underlying price, all four net exposure values (GEX, DEX, VEX, CHEX), the gamma flip level, call and put walls, and the regime classification for that day. Use this data to detect regime transitions, track exposure trends, and build time-series models.

Common Use Cases

• Regime change detection — find the exact dates when gamma flipped from positive to negative or vice versa
• Trend analysis — chart GEX over 30 days to spot whether dealer positioning is tightening or loosening
• Backtesting — combine historical exposure data with price data to validate exposure-based trading strategies
• Level drift tracking — monitor how the call wall, put wall, and gamma flip levels shift over time
• Correlation studies — compare exposure trends with price, VIX, or volume for research and alpha generation

When to Use This Endpoint

Use the History endpoint for any analysis that requires a time dimension. For current-day exposure, use the individual GEX, DEX, VEX, CHEX endpoints or Summary. History is ideal for backtesting, trend charts, and regime change detection.

Endpoint

curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://lab.flashalpha.com/v1/exposure/history/SPY?days=7"

import requests

resp = requests.get(
    "https://lab.flashalpha.com/v1/exposure/history/SPY",
    headers={"X-Api-Key": "YOUR_API_KEY"},
    params={"days": 7}
)
data = resp.json()
for snap in data['snapshots']:
    print(f"{snap['date']}: GEX=${snap['net_gex']:,.0f} | {snap['regime']}")

const resp = await fetch(
  "https://lab.flashalpha.com/v1/exposure/history/SPY?days=7",
  { headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
const data = await resp.json();
data.snapshots.forEach(snap => {
  console.log(`${snap.date}: GEX=$${snap.net_gex.toLocaleString()} | ${snap.regime}`);
});

Response

{
  "symbol": "SPY",
  "days": 7,
  "count": 5,
  "snapshots": [
    {
      "date": "2026-02-28",
      "underlying_price": 597.505,
      "net_gex": 2850000000,
      "net_dex": -450000000,
      "net_vex": 1200000000,
      "net_chex": 850000000,
      "gamma_flip": 595.25,
      "call_wall": 600.0,
      "put_wall": 595.0,
      "regime": "positive_gamma"
    }
  ]
}

Key Response Fields