REST API v1 · live now

Real-time options intelligence, as clean JSON

Gamma exposure, options flows, screeners and wheel analytics - the same real-time engine behind every QuantWheel dashboard, one HTTPS call away.

Included with every paid QuantWheel plan.

terminal
$ curl "https://quantwheel.com/api/v1/gex?symbol=SPY" \
-H "Authorization: Bearer qw_live_..."
GET/api/v1/gex?symbol=SPY
{
"symbol": "SPY",
"stockPrice": 622.41,
"gammaZone": "negative",
"gammaInflection": 620.5,
"callWall": { "strike": 630 },
"putWall": { "strike": 615 },
"asOf": "2026-08-05T14:32:00Z" // seconds old
}
20+REST endpoints
120requests / min
<60sdata freshness
1API key

Everything the dashboards know, your code knows

No scraping, no delayed feeds, no CSV exports. The API serves the exact numbers QuantWheel renders - computed live from the full options chain.

Gamma exposure

Dealer positioning, recomputed on every request

Call walls, put walls, the gamma flip and net GEX per strike for any US optionable ticker - plus history, heatmaps and vanna one endpoint away.

  • callWall / putWallthe strikes dealers defend, ready to plot
  • gammaInflectionthe flip between dampened and amplified moves
  • /v1/gex/historyreplay how walls migrated, for backtests
SPY · net GEX by strikelive
632
630
Call wall
627
625
622
620
Gamma flip 620.5
617
615
Put wall
612
call gamma put gammaspot 622.41
Options flows

The tape, signed and bucketed

Aggressor-signed call and put premium per minute, plus the sweeps and blocks big enough to matter. Compact arrays your charts plot directly.

  • /v1/flowsnet premium drift bars, live or by session
  • /v1/flows/tradessignificant prints with side, strike and size
  • day=YYYY-MM-DDreplay any past session bar by bar
NVDA · net premium drift · 1m barslive
net call premium net put premium
Screeners & your data

From market scan to your own wheels

Query the same screeners traders use in the app, then pull your wheels, positions and performance to close the loop with automations and reports.

  • /v1/screeneroptions-selling candidates by premium, delta, expiry
  • /v1/wheelsyour open wheels and stats, programmatically
  • /v1/earningsupcoming earnings to filter risk around
/v1/screener · puts · delta ≤ 0.25live
TickerContractPremiumDeltaAnnualized
NVDA08/15 175P1.9%-0.2269%
AMD08/15 155P1.6%-0.1958%
SPY08/22 610P0.8%-0.1524%
TSLA08/08 300P2.4%-0.2588%

Auth that stays out of the way

One key, two headers: Authorization: Bearer or X-API-Key. Generate and rotate it yourself from the dashboard.

AI-ready by design

Every capability is also exposed as an MCP tool, so Claude, ChatGPT and Cursor can call it in plain English. Meet the MCP server.

One surface, every signal

A quick tour of the catalog. The full request and response reference lives in the docs.

GET/v1/gex
Real-time GEX profile for any ticker
GET/v1/gex/history
Historical GEX snapshots
GET/v1/gex/heatmap
GEX by strike and expiration
GET/v1/gex/events
Gamma flip & wall-move events
GET/v1/vanna
Vanna & charm exposure
GET/v1/flows
Net premium flow barsQuant
GET/v1/flows/trades
Significant prints - sweeps & blocksQuant
GET/v1/screener
Options-selling opportunities
GET/v1/wheels
Your wheel positions & stats
GET/v1/earnings
Upcoming earnings calendar
GET/v1/expirations
Available option expirations
GET/v1/verify
Validate a key & entitlements

Browse the full API reference

First call in three minutes

01

Pick a plan

Any paid QuantWheel plan includes API access. Flows endpoints ride with Quant.

02

Generate your key

Head to Dashboard → API and mint a key. Rotate it anytime.

03

curl and go

Hit any endpoint with your Bearer key and get real-time JSON back. That's the setup.

Prefer prompts over HTTP?

The same data, as an MCP server for your AI

Add QuantWheel to Claude, ChatGPT or Cursor as a connector and ask for walls, flows and setups in plain English - no code required.

Ship your first call today

One key unlocks the entire catalog - real-time GEX, flows, screeners and your own trading analytics.

Included with every paid QuantWheel plan. Flows endpoints require Quant.