Gamma Exposure Snapshot

verified

Dealer gamma-exposure surface for a single underlying at a point in time.

Verification note

Verified against Unusual Whales GEX endpoint; snapshot cadence documented.

Example payload

Realistic wire-shaped payload a conforming producer would emit. Validates against the schema above.

{
  "ticker": "SPY",
  "as_of": "2026-07-21T20:00:00Z",
  "spot": 612.44,
  "strikes": [
    {
      "strike": 605,
      "gex": -1820000
    },
    {
      "strike": 610,
      "gex": -640000
    },
    {
      "strike": 615,
      "gex": 2310000
    },
    {
      "strike": 620,
      "gex": 4180000
    },
    {
      "strike": 625,
      "gex": 1275000
    }
  ]
}

JSON Schema

draft/2020-12

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://rebeltrade.com/options-schema/registry/alerts/gamma-snapshot@0.1.0",
  "type": "object",
  "required": [
    "ticker",
    "as_of",
    "strikes"
  ],
  "properties": {
    "ticker": {
      "type": "string"
    },
    "as_of": {
      "type": "string",
      "format": "date-time"
    },
    "spot": {
      "type": "number"
    },
    "strikes": {
      "type": "array",
      "items": {
        "type": "object",
        "required": [
          "strike",
          "gex"
        ],
        "properties": {
          "strike": {
            "type": "number"
          },
          "gex": {
            "type": "number",
            "description": "Signed dealer gamma in shares"
          }
        }
      }
    }
  }
}