QuantWheel
Real-time gamma exposure · any ticker

The real-time gamma exposure API

Call walls, put walls, the gamma flip and net GEX per strike - computed live from the full options chain and served as JSON your code can act on.

Get your keyRead the docs

Included with the Quant plan.

GET/api/v1/gex?symbol=SPY
{
  "symbol": "SPY",
  "stockPrice": 622.41,
  "gammaZone": "negative",
  "gammaInflection": 620.5,
  "callWall": { "strike": 630, "gex": 320000000 },
  "putWall": { "strike": 615, "gex": -410000000 },
  "data": [
    { "strike": 615, "netGEX": -410000000 },
    { "strike": 620, "netGEX": -46000000 },
    { "strike": 630, "netGEX": 320000000 }
  ],
  "asOf": "2026-08-05T14:32:00Z"
}
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
Livefull-chain compute
5GEX endpoints
<60sdata freshness
AllUS optionable tickers

Dealer positioning, fully mapped

One GET for the headline levels, deeper endpoints when you need the whole surface - across strikes, expirations and time.

The whole surface

See where hedging concentrates

Break net GEX down by strike and expiration to separate 0DTE pinning from monthly opex magnets - and pull vanna and charm from the same engine.

  • /v1/gex/heatmapnet GEX per strike per expiration, one call
  • /v1/vannahow dealer hedging shifts with vol and time decay
  • expirations=narrow the compute to the expiries you trade
SPY · net GEX heatmap · strike × expirationlive
08/0808/1508/2209/19632630627625622620617615612
call gamma put gamma
Regime change, streamed

Alerts on the flip, not after it

A dedicated events endpoint surfaces gamma flips and wall migrations as they happen - so your bots react to regime change instead of discovering it in the P&L.

  • /v1/gex/eventsflip and wall-move events with timestamps
  • /v1/gex/historyreplay how the walls evolved, for backtests
  • formula=switch GEX formulas - the same knobs as the dashboard
/v1/gex/events · market-widelive
  • 14:32:05FLIPSPY crossed 620.5 into negative gamma
  • 13:58:41WALLNVDA call wall migrated 185 → 190
  • 13:12:09WALLQQQ put wall reinforced at 545
  • 12:47:33FLIPAMD crossed 162.5 into positive gamma
  • 11:20:18WALLSPY call wall migrated 628 → 630

The GEX surface, endpoint by endpoint

Everything below is included with the Quant plan and documented with runnable examples.

GET/v1/gex
Live GEX profile: walls, flip, per-strike data
GET/v1/gex/history
Historical snapshots for backtesting
GET/v1/gex/heatmap
Net GEX by strike and expiration
GET/v1/gex/events
Gamma flip & wall-move event stream
GET/v1/vanna
Vanna & charm exposure profile
GET/v1/expirations
Available expirations per symbol

Full GEX API reference

How it works

From zero to gamma levels in three steps

  1. Pick a plan

    The Quant plan includes the full GEX REST API. GEX over MCP is included with every paid plan.

  2. Generate your key

    Mint a key in Dashboard → API and keep it secret.

  3. Query any ticker

    GET /v1/gex?symbol=SPY with your Bearer key returns live walls in milliseconds.

Tunable compute

Filter by expirations and delta range, or switch GEX formulas - the same knobs as the QuantWheel GEX dashboard, exposed as query params.

History included

Historical GEX snapshots ship with every plan - validate a strategy against how walls and flips actually moved before wiring it to live data.

No code? No problem

Ask your AI for the call wall instead

The same GEX engine ships as an MCP server - connect it to Claude or Cursor and ask for walls, flips and setups in plain English.

Explore the GEX MCP

Trade on TradingView?

GEX levels drawn straight on your charts

The QuantWheel desktop app draws these exact levels on TradingView Desktop in real time - powered by the same API key.

See the desktop app

Know where the walls are, before the market tests them

One key unlocks real-time gamma exposure for every US optionable ticker.

Get your key

Included with the Quant plan. GEX over MCP is included with every paid plan.