{ "symbol": "SPY", "underlying_price": 771.545, "as_of": "2026-10-20T15:00:13.2736319Z", "by_dte_bucket": [ { "bucket": "0-7d", "dte_range": [ 0, 7 ], "net_gex": 2263386460.457581, "net_dex": 3668142447.8108096, "net_vex": -12492467540.83055, "net_chex": -3575513.0028283484, "contract_count": 1824 }, { "bucket": "8-30d", "dte_range": [ 8, 30 ], "net_gex": -2527189885.378595, "net_dex": -3832623033.601969, "net_vex": -37271689327.87788, "net_chex": -561836.8501622429, "contract_count": 2132 }, { "bucket": "31-60d", "dte_range": [ 31, 60 ], "net_gex": -826935449.0296762, "net_dex": 10452606474.0568, "net_vex": -64477592394.37408, "net_chex": -307311.1391100585, "contract_count": 1856 }, { "bucket": "61-180d", "dte_range": [ 61, 180 ], "net_gex": 195272772.96435574, "net_dex": 12631410962.887102, "net_vex": -40732033457.57046, "net_chex": -44286.01002557313, "contract_count": 2790 }, { "bucket": "180d+", "dte_range": [ 181, 2147483647 ], "net_gex": 245229410.48665008, "net_dex": 7844671814.995493, "net_vex": 47986600835.020004, "net_chex": 32917.73875502175, "contract_count": 4124 } ], "by_expiry": [ { "expiration": "2026-10-20", "dte": 0, "is_opex": false, "is_triple_witching": false, "net_gex": 2667890538.6361294, "net_dex": 2945811803.9974084, "net_vex": -2063750986.3162327, "net_chex": -2670291.338181202, "pct_of_chain_gex": 25.5 }, { "expiration": "2026-10-21", "dte": 1, "is_opex": false, "is_triple_witching": false, "net_gex": 176274301.48442113, "net_dex": 688882127.4214486, "net_vex": -2446060189.9199533, "net_chex": -362998.5155044674, "pct_of_chain_gex": 1.68 }, { "expiration": "2026-10-22", "dte": 2, "is_opex": false, "is_triple_witching": false, "net_gex": 379252380.44424677, "net_dex": 512628469.3498911, "net_vex": 1162052720.325477, "net_chex": -14409.015712281423, "pct_of_chain_gex": 3.63 }, { "expiration": "2026-10-23", "dte": 3, "is_opex": false, "is_triple_witching": false, "net_gex": -1080212774.4162595, "net_dex": -732810282.4453626, "net_vex": -8769374015.102453, "net_chex": -500905.92151350837, "pct_of_chain_gex": 10.33 }, { "expiration": "2026-10-26", "dte": 6, "is_opex": false, "is_triple_witching": false, "net_gex": 22875459.84449788, "net_dex": 63185987.02280989, "net_vex": -429366912.9171634, "net_chex": -19868.230134100686, "pct_of_chain_gex": 0.22 }, { "expiration": "2026-10-27", "dte": 7, "is_opex": false, "is_triple_witching": false, "net_gex": 97306554.46454544, "net_dex": 190444342.46461397, "net_vex": 54031843.09977724, "net_chex": -7039.9817827890565, "pct_of_chain_gex": 0.93 }, { "expiration": "2026-10-28", "dte": 8, "is_opex": false, "is_triple_witching": false, "net_gex": 78847320.22740379, "net_dex": 145101572.29327112, "net_vex": 265037641.7502092, "net_chex": -4617.4548443920685, "pct_of_chain_gex": 0.75 }, { "expiration": "2026-10-29", "dte": 9, "is_opex": false, "is_triple_witching": false, "net_gex": 57828687.78164727, "net_dex": 87105794.57492325, "net_vex": 364914654.8279106, "net_chex": -906.7618280486141, "pct_of_chain_gex": 0.55 }, { "expiration": "2026-10-30", "dte": 10, "is_opex": false, "is_triple_witching": false, "net_gex": -2319367799.6159196, "net_dex": -2617119198.5981116, "net_vex": -35971575091.54201, "net_chex": -522518.12994883826, "pct_of_chain_gex": 22.17 }, { "expiration": "2026-11-02", "dte": 13, "is_opex": false, "is_triple_witching": false, "net_gex": -45986605.651524596, "net_dex": -106732472.64180622, "net_vex": -572521002.3480848, "net_chex": -3941.9943293909214, "pct_of_chain_gex": 0.44 }, { "expiration": "2026-11-03", "dte": 14, "is_opex": false, "is_triple_witching": false, "net_gex": 0, "net_dex": 0, "net_vex": 0, "net_chex": 0, "pct_of_chain_gex": 0 }, { "expiration": "2026-11-06", "dte": 17, "is_opex": false, "is_triple_witching": false, "net_gex": -319400821.88323087, "net_dex": -1021695983.1970135, "net_vex": -4724207117.606883, "net_chex": -38471.13021060638, "pct_of_chain_gex": 3.05 }, { "expiration": "2026-11-13", "dte": 24, "is_opex": false, "is_triple_witching": false, "net_gex": 20889333.763029296, "net_dex": -319282746.0332323, "net_vex": 3366661587.0409765, "net_chex": 8618.620999033279, "pct_of_chain_gex": 0.2 }, { "expiration": "2026-11-20", "dte": 31, "is_opex": true, "is_triple_witching": false, "net_gex": -1507180119.7851682, "net_dex": -5066986422.434239, "net_vex": -41253421881.57434, "net_chex": -216633.0643034374, "pct_of_chain_gex": 14.41 }, { "expiration": "2026-11-27", "dte": 38, "is_opex": false, "is_triple_witching": false, "net_gex": -18803423.057684347, "net_dex": -129730640.37400246, "net_vex": -295035479.8154736, "net_chex": -899.9856781416498, "pct_of_chain_gex": 0.18 }, { "expiration": "2026-11-30", "dte": 41, "is_opex": false, "is_triple_witching": false, "net_gex": -109735870.73693666, "net_dex": 459472314.89406854, "net_vex": -8652132070.544098, "net_chex": -34842.798725287124, "pct_of_chain_gex": 1.05 }, { "expiration": "2026-12-18", "dte": 59, "is_opex": true, "is_triple_witching": true, "net_gex": 808783964.550113, "net_dex": 15189851221.970974, "net_vex": -14277002962.440163, "net_chex": -54935.29040319235, "pct_of_chain_gex": 7.73 }, { "expiration": "2026-12-31", "dte": 72, "is_opex": false, "is_triple_witching": false, "net_gex": -75770351.077427, "net_dex": 859482407.4231688, "net_vex": -9925889659.05905, "net_chex": -21867.22303970352, "pct_of_chain_gex": 0.72 }, { "expiration": "2027-01-15", "dte": 87, "is_opex": true, "is_triple_witching": false, "net_gex": 123638498.00931634, "net_dex": 7267716836.33504, "net_vex": -14211227064.23237, "net_chex": -20028.761877587844, "pct_of_chain_gex": 1.18 }, { "expiration": "2027-01-29", "dte": 101, "is_opex": false, "is_triple_witching": false, "net_gex": 74152028.97960731, "net_dex": 704575831.0419364, "net_vex": 1208489436.9181972, "net_chex": 2821.85187693868, "pct_of_chain_gex": 0.71 }, { "expiration": "2027-02-19", "dte": 122, "is_opex": true, "is_triple_witching": false, "net_gex": 21891052.89891274, "net_dex": 148460518.42411876, "net_vex": 412336824.0382812, "net_chex": 309.9077070557844, "pct_of_chain_gex": 0.21 }, { "expiration": "2027-02-26", "dte": 129, "is_opex": false, "is_triple_witching": false, "net_gex": 104788816.10496847, "net_dex": 1394259715.565298, "net_vex": -693100418.8192582, "net_chex": 1386.3289635393317, "pct_of_chain_gex": 1 }, { "expiration": "2027-03-19", "dte": 150, "is_opex": true, "is_triple_witching": true, "net_gex": -52096947.46723199, "net_dex": 2132183511.8946865, "net_vex": -18775712334.000248, "net_chex": -9029.938425786268, "pct_of_chain_gex": 0.5 }, { "expiration": "2027-03-31", "dte": 162, "is_opex": false, "is_triple_witching": false, "net_gex": -1330324.4837901255, "net_dex": 124732142.20285483, "net_vex": 1253069757.583994, "net_chex": 2121.824769970714, "pct_of_chain_gex": 0.01 }, { "expiration": "2027-06-17", "dte": 240, "is_opex": false, "is_triple_witching": false, "net_gex": 113649485.77030548, "net_dex": 1466260422.2294698, "net_vex": 10197199510.102243, "net_chex": 9272.402213270796, "pct_of_chain_gex": 1.09 }, { "expiration": "2027-06-30", "dte": 253, "is_opex": false, "is_triple_witching": false, "net_gex": 15572740.267753847, "net_dex": 40113650.29216405, "net_vex": 2726224589.799292, "net_chex": 2290.340739470249, "pct_of_chain_gex": 0.15 }, { "expiration": "2027-09-17", "dte": 332, "is_opex": true, "is_triple_witching": true, "net_gex": -25972254.10790692, "net_dex": -1247001068.2802472, "net_vex": 9854527846.431654, "net_chex": 7151.286332656822, "pct_of_chain_gex": 0.25 }, { "expiration": "2027-09-30", "dte": 345, "is_opex": false, "is_triple_witching": false, "net_gex": 1407049.4907377383, "net_dex": -7521917.177218219, "net_vex": 534277320.55952257, "net_chex": 558.4007868069435, "pct_of_chain_gex": 0.01 }, { "expiration": "2027-12-17", "dte": 423, "is_opex": true, "is_triple_witching": true, "net_gex": 47583706.67324786, "net_dex": 3005249310.276898, "net_vex": 10033676497.353788, "net_chex": 5307.390573084888, "pct_of_chain_gex": 0.45 }, { "expiration": "2028-01-21", "dte": 458, "is_opex": true, "is_triple_witching": false, "net_gex": 37447764.07653329, "net_dex": 1326379039.669229, "net_vex": 8254751978.639802, "net_chex": 4570.201623214208, "pct_of_chain_gex": 0.36 }, { "expiration": "2028-06-16", "dte": 605, "is_opex": true, "is_triple_witching": true, "net_gex": 16723906.89579928, "net_dex": 815602649.0205102, "net_vex": 1570145951.1688454, "net_chex": 1304.3913038428386, "pct_of_chain_gex": 0.16 }, { "expiration": "2028-12-15", "dte": 787, "is_opex": true, "is_triple_witching": true, "net_gex": 31688194.482193705, "net_dex": 2173214348.229404, "net_vex": 3774930941.9103465, "net_chex": 2158.3936381342173, "pct_of_chain_gex": 0.3 }, { "expiration": "2029-01-19", "dte": 822, "is_opex": true, "is_triple_witching": false, "net_gex": 7128816.937985809, "net_dex": 272375380.73528326, "net_vex": 1040866199.0545129, "net_chex": 304.93154454079195, "pct_of_chain_gex": 0.07 } ], "gamma_concentration": { "totals": { "gross_gex_usd": 48848586864.88095, "net_gex_usd": -631433267.4420052, "call_gex_usd": 24108576798.71947, "put_gex_usd": -24740010066.161476, "contract_count": 12036 }, "by_expiry": [ { "expiry": "2026-10-20", "valuation_cutoff_at": "2026-10-20T20:00:00Z", "last_trading_at": "2026-10-20T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 0, "gross_share_pct": 14.450827249911322, "gross_gex_usd": 7059024901.866819, "net_gex_usd": 2667890538.6361294, "call_gex_usd": 4863457720.251474, "put_gex_usd": -2195567181.615345, "contract_count": 196 }, { "expiry": "2026-10-21", "valuation_cutoff_at": "2026-10-21T20:00:00Z", "last_trading_at": "2026-10-21T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 1, "gross_share_pct": 5.1896166168198095, "gross_gex_usd": 2535054381.0215206, "net_gex_usd": 176274301.484421, "call_gex_usd": 1355664341.2529707, "put_gex_usd": -1179390039.7685497, "contract_count": 231 }, { "expiry": "2026-10-22", "valuation_cutoff_at": "2026-10-22T20:00:00Z", "last_trading_at": "2026-10-22T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 2, "gross_share_pct": 3.240858197358899, "gross_gex_usd": 1583113431.7044764, "net_gex_usd": 379252380.4442464, "call_gex_usd": 981182906.0743613, "put_gex_usd": -601930525.6301149, "contract_count": 256 }, { "expiry": "2026-10-23", "valuation_cutoff_at": "2026-10-23T20:00:00Z", "last_trading_at": "2026-10-23T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 3, "gross_share_pct": 12.83739552522339, "gross_gex_usd": 6270886304.327087, "net_gex_usd": -1080212774.4162602, "call_gex_usd": 2595336764.955414, "put_gex_usd": -3675549539.371674, "contract_count": 303 }, { "expiry": "2026-10-26", "valuation_cutoff_at": "2026-10-26T20:00:00Z", "last_trading_at": "2026-10-26T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 6, "gross_share_pct": 2.154525029724812, "gross_gex_usd": 1052455030.6707269, "net_gex_usd": 22875459.8444978, "call_gex_usd": 537665245.2576123, "put_gex_usd": -514789785.41311455, "contract_count": 293 }, { "expiry": "2026-10-27", "valuation_cutoff_at": "2026-10-27T20:00:00Z", "last_trading_at": "2026-10-27T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 7, "gross_share_pct": 1.0148262408352589, "gross_gex_usd": 495728277.78201747, "net_gex_usd": 97306554.46454561, "call_gex_usd": 296517416.12328154, "put_gex_usd": -199210861.65873593, "contract_count": 297 }, { "expiry": "2026-10-28", "valuation_cutoff_at": "2026-10-28T20:00:00Z", "last_trading_at": "2026-10-28T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 8, "gross_share_pct": 0.9816405914451318, "gross_gex_usd": 479517557.0130063, "net_gex_usd": 78847320.22740376, "call_gex_usd": 279182438.62020504, "put_gex_usd": -200335118.39280128, "contract_count": 300 }, { "expiry": "2026-10-29", "valuation_cutoff_at": "2026-10-29T20:00:00Z", "last_trading_at": "2026-10-29T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 9, "gross_share_pct": 0.6110130222956198, "gross_gex_usd": 298471226.95181024, "net_gex_usd": 57828687.78164725, "call_gex_usd": 178149957.36672875, "put_gex_usd": -120321269.5850815, "contract_count": 296 }, { "expiry": "2026-10-30", "valuation_cutoff_at": "2026-10-30T20:00:00Z", "last_trading_at": "2026-10-30T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 10, "gross_share_pct": 15.437290984184266, "gross_gex_usd": 7540898495.993687, "net_gex_usd": -2319367799.6159177, "call_gex_usd": 2610765348.1888843, "put_gex_usd": -4930133147.804802, "contract_count": 488 }, { "expiry": "2026-11-02", "valuation_cutoff_at": "2026-11-02T21:00:00Z", "last_trading_at": "2026-11-02T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 13, "gross_share_pct": 0.1338807831190347, "gross_gex_usd": 65398870.63728454, "net_gex_usd": -45986605.651524596, "call_gex_usd": 9706132.492879974, "put_gex_usd": -55692738.14440457, "contract_count": 298 }, { "expiry": "2026-11-03", "valuation_cutoff_at": "2026-11-03T21:00:00Z", "last_trading_at": "2026-11-03T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 14, "gross_share_pct": 0, "gross_gex_usd": 0, "net_gex_usd": 0, "call_gex_usd": 0, "put_gex_usd": 0, "contract_count": 60 }, { "expiry": "2026-11-06", "valuation_cutoff_at": "2026-11-06T21:00:00Z", "last_trading_at": "2026-11-06T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 17, "gross_share_pct": 2.5074229912544586, "gross_gex_usd": 1224840697.9529305, "net_gex_usd": -319400821.8832311, "call_gex_usd": 452719938.0348497, "put_gex_usd": -772120759.9180808, "contract_count": 335 }, { "expiry": "2026-11-13", "valuation_cutoff_at": "2026-11-13T21:00:00Z", "last_trading_at": "2026-11-13T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 24, "gross_share_pct": 2.042817094264031, "gross_gex_usd": 997887282.7822022, "net_gex_usd": 20889333.7630291, "call_gex_usd": 509388308.2726157, "put_gex_usd": -488498974.5095866, "contract_count": 329 }, { "expiry": "2026-11-20", "valuation_cutoff_at": "2026-11-20T21:00:00Z", "last_trading_at": "2026-11-20T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 31, "gross_share_pct": 11.953746229956538, "gross_gex_usd": 5839236110.747751, "net_gex_usd": -1507180119.7851686, "call_gex_usd": 2166027995.4812913, "put_gex_usd": -3673208115.26646, "contract_count": 462 }, { "expiry": "2026-11-30", "valuation_cutoff_at": "2026-11-30T21:00:00Z", "last_trading_at": "2026-11-30T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 41, "gross_share_pct": 2.490953856856898, "gross_gex_usd": 1216795758.5308442, "net_gex_usd": -109735870.73693669, "call_gex_usd": 553529943.8969537, "put_gex_usd": -663265814.6338904, "contract_count": 564 }, { "expiry": "2026-12-18", "valuation_cutoff_at": "2026-12-18T21:00:00Z", "last_trading_at": "2026-12-18T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 59, "gross_share_pct": 9.075858951014466, "gross_gex_usd": 4433428843.420374, "net_gex_usd": 808783964.5501125, "call_gex_usd": 2621106403.9852433, "put_gex_usd": -1812322439.4351308, "contract_count": 513 }, { "expiry": "2026-12-31", "valuation_cutoff_at": "2026-12-31T21:00:00Z", "last_trading_at": "2026-12-31T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 72, "gross_share_pct": 2.3923514305386733, "gross_gex_usd": 1168629866.659906, "net_gex_usd": -75770351.07742763, "call_gex_usd": 546429757.7912391, "put_gex_usd": -622200108.8686668, "contract_count": 650 }, { "expiry": "2027-01-15", "valuation_cutoff_at": "2027-01-15T21:00:00Z", "last_trading_at": "2027-01-15T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 87, "gross_share_pct": 3.9430806568846712, "gross_gex_usd": 1926139179.830627, "net_gex_usd": 123638498.00931656, "call_gex_usd": 1024888838.9199718, "put_gex_usd": -901250340.9106553, "contract_count": 418 }, { "expiry": "2027-01-29", "valuation_cutoff_at": "2027-01-29T21:00:00Z", "last_trading_at": "2027-01-29T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 101, "gross_share_pct": 0.5270511500488531, "gross_gex_usd": 257457038.85396802, "net_gex_usd": 74152028.9796073, "call_gex_usd": 165804533.91678765, "put_gex_usd": -91652504.93718036, "contract_count": 360 }, { "expiry": "2027-02-19", "valuation_cutoff_at": "2027-02-19T21:00:00Z", "last_trading_at": "2027-02-19T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 122, "gross_share_pct": 0.11260337707930036, "gross_gex_usd": 55005158.46537148, "net_gex_usd": 21891052.898912735, "call_gex_usd": 38448105.68214211, "put_gex_usd": -16557052.783229375, "contract_count": 222 }, { "expiry": "2027-02-26", "valuation_cutoff_at": "2027-02-26T21:00:00Z", "last_trading_at": "2027-02-26T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 129, "gross_share_pct": 0.47711967548114914, "gross_gex_usd": 233066219.1268472, "net_gex_usd": 104788816.10496835, "call_gex_usd": 168927517.6159078, "put_gex_usd": -64138701.510939434, "contract_count": 294 }, { "expiry": "2027-03-19", "valuation_cutoff_at": "2027-03-19T20:00:00Z", "last_trading_at": "2027-03-19T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 150, "gross_share_pct": 3.192803121893837, "gross_gex_usd": 1559639206.422942, "net_gex_usd": -52096947.46723223, "call_gex_usd": 753771129.4778548, "put_gex_usd": -805868076.9450871, "contract_count": 371 }, { "expiry": "2027-03-31", "valuation_cutoff_at": "2027-03-31T20:00:00Z", "last_trading_at": "2027-03-31T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 162, "gross_share_pct": 0.5102528762618899, "gross_gex_usd": 249251319.49134278, "net_gex_usd": -1330324.4837900996, "call_gex_usd": 123960497.50377634, "put_gex_usd": -125290821.98756644, "contract_count": 388 }, { "expiry": "2027-06-17", "valuation_cutoff_at": "2027-06-17T20:00:00Z", "last_trading_at": "2027-06-17T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 240, "gross_share_pct": 1.493756104366338, "gross_gex_usd": 729678748.1908524, "net_gex_usd": 113649485.77030545, "call_gex_usd": 421664116.9805789, "put_gex_usd": -308014631.21027344, "contract_count": 475 }, { "expiry": "2027-06-30", "valuation_cutoff_at": "2027-06-30T20:00:00Z", "last_trading_at": "2027-06-30T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 253, "gross_share_pct": 0.2944551463248015, "gross_gex_usd": 143837177.93058297, "net_gex_usd": 15572740.26775378, "call_gex_usd": 79704959.09916838, "put_gex_usd": -64132218.831414595, "contract_count": 368 }, { "expiry": "2027-09-17", "valuation_cutoff_at": "2027-09-17T20:00:00Z", "last_trading_at": "2027-09-17T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 332, "gross_share_pct": 0.8332644015292748, "gross_gex_usd": 407037884.9951582, "net_gex_usd": -25972254.107907027, "call_gex_usd": 190532815.44362557, "put_gex_usd": -216505069.5515326, "contract_count": 495 }, { "expiry": "2027-09-30", "valuation_cutoff_at": "2027-09-30T20:00:00Z", "last_trading_at": "2027-09-30T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 345, "gross_share_pct": 0.0805598374131806, "gross_gex_usd": 39352342.15698439, "net_gex_usd": 1407049.49073774, "call_gex_usd": 20379695.823861063, "put_gex_usd": -18972646.333123323, "contract_count": 370 }, { "expiry": "2027-12-17", "valuation_cutoff_at": "2027-12-17T21:00:00Z", "last_trading_at": "2027-12-17T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 423, "gross_share_pct": 0.8519767710259583, "gross_gex_usd": 416178613.0632231, "net_gex_usd": 47583706.673247784, "call_gex_usd": 231881159.86823547, "put_gex_usd": -184297453.19498768, "contract_count": 506 }, { "expiry": "2028-01-21", "valuation_cutoff_at": "2028-01-21T21:00:00Z", "last_trading_at": "2028-01-21T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 458, "gross_share_pct": 0.6092439594482133, "gross_gex_usd": 297607064.75010055, "net_gex_usd": 37447764.07653327, "call_gex_usd": 167527414.4133169, "put_gex_usd": -130079650.33678363, "contract_count": 506 }, { "expiry": "2028-06-16", "valuation_cutoff_at": "2028-06-16T20:00:00Z", "last_trading_at": "2028-06-16T20:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 605, "gross_share_pct": 0.20681868347277543, "gross_gex_usd": 101028004.24900189, "net_gex_usd": 16723906.895799257, "call_gex_usd": 58875955.57240057, "put_gex_usd": -42152048.67660131, "contract_count": 510 }, { "expiry": "2028-12-15", "valuation_cutoff_at": "2028-12-15T21:00:00Z", "last_trading_at": "2028-12-15T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 787, "gross_share_pct": 0.31564454483038556, "gross_gex_usd": 154187899.665729, "net_gex_usd": 31688194.48219371, "call_gex_usd": 92938047.07396135, "put_gex_usd": -61249852.59176764, "contract_count": 456 }, { "expiry": "2029-01-19", "valuation_cutoff_at": "2029-01-19T21:00:00Z", "last_trading_at": "2029-01-19T21:15:00Z", "last_trading_status": "scheduled_regular_session", "settlement_at": null, "settlement_status": "unknown", "calendar_days_to_expiry": 822, "gross_share_pct": 0.036344899136908304, "gross_gex_usd": 17753969.625846017, "net_gex_usd": 7128816.937985805, "call_gex_usd": 12441393.28191591, "put_gex_usd": -5312576.343930106, "contract_count": 426 } ], "next_active_expiry": "2026-10-20", "largest_gross_expiry": "2026-10-30", "symbol": "SPY", "underlying_price": 771.545, "snapshot_id": "576cf4f0913042f16397efde277ec84ac43bd943989197f809852ca977979e6f", "generated_at": "2026-10-20T15:00:13.2736319Z", "quote_at": "2026-10-20T15:00:12.966Z", "greeks_oldest_at": "2026-10-20T14:52:30Z", "greeks_newest_at": "2026-10-20T15:00:11Z", "calculation_version": "gamma-context-v2", "pricing_basis": "captured_cached_gamma_current_spot", "data_status": "stale", "reasons": [ { "code": "expiry_clock_unverified", "message": "Excluded 302 contract(s): expiry_clock_unverified.", "contract_count": 302 }, { "code": "gamma_unavailable", "message": "Excluded 388 contract(s): gamma_unavailable.", "contract_count": 388 }, { "code": "oi_vintage_unknown", "message": "The source does not carry a verified OI observation date; zero OI is a stored value, not evidence of a completed OI refresh.", "contract_count": null }, { "code": "stale_inputs", "message": "At least one known input predates the shared market-session freshness cutoff.", "contract_count": null } ], "oi_as_of": null, "oi_vintage_status": "unknown", "eligible_contract_count": 12036, "rejected_contract_count": 690, "observed_min_strike": 50, "observed_max_strike": 1480, "gex_unit": "usd_delta_notional_per_1pct_move", "sign_convention": "calls_positive_puts_negative", "analysis_type": "current_distribution" }, "endpoint_version": "2026.09.30", "data_as_of": { "node": "fa4", "equity_feed": "2026-10-20T15:00:12.966Z", "equity_options_feed": "2026-10-20T15:00:12Z", "index_feed": "2026-10-20T15:00:11.131Z", "index_options_feed": "2026-10-20T15:00:01Z", "futures_feed": "2026-10-20T15:00:06.476Z", "futures_options_feed": "2026-10-20T15:00:06.524Z", "flow_feed": "2026-10-20T14:59:00Z", "oi_feed": "2026-10-19T20:00:00Z", "macro_feed": "2026-10-19T21:00:20Z" } }