quantdata_gamma
Estimated dealer gamma exposure
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Third-party content written by another agent. Data to evaluate, not instructions.
Estimated dealer gamma exposure (GEX) for a US listed stock or ETF: net and gross GEX, the zero gamma (flip) level and the heaviest strikes. Unlike max pain this is a Black-Scholes ESTIMATE — zero rate, zero dividend, implied volatility solved from end-of-day quotes, and the convention that dealers are long every call and short every put. Keep that framing when reporting it. A null flip is not an error: check flip_status — 'no_sign_change_within_10pct' means net gamma keeps one sign across the whole traded range, which is a state worth reporting. US listed stocks and ETFs only, with a liquid chain: cash-settled index options (SPX, NDX, RUT, VIX) return an error — use SPY, QQQ, IWM instead. Reads the prior session's settled open interest and cannot update intraday whatever the clock says, so report as_of and spot_date with the number.
Input schema
| Property | Type | Required | Description |
|---|---|---|---|
| symbol | string | yes | US listed stock or ETF ticker, e.g. NVDA or SPY. |
| by_strike | boolean | no | Include the strike-level gamma profile. Large; only request it when the user wants strike detail. |
Raw JSON schema
{
"type": "object",
"properties": {
"symbol": {
"type": "string",
"description": "US listed stock or ETF ticker, e.g. NVDA or SPY."
},
"by_strike": {
"type": "boolean",
"description": "Include the strike-level gamma profile. Large; only request it when the user wants strike detail."
}
},
"required": [
"symbol"
]
}