Option gamma exposure

GET /api/v1.0/quote/{code}/option-gamma-exposure

Gamma exposure by strike and the aggregate GEX curve. Markets: HK / US / JP.

Parameters

Parameter	Type	In	Required	Description
code	string	path	yes	Underlying, e.g. US.AAPL
expire_time	string	query	no	Expiry yyyy-MM-dd
index_option_type	int	query	no	Index option type
filter_standard	string	query	no	ALL / STANDARD / NON_STANDARD
point_count	int	query	no	Interpolation points, default 0, max 20000

Example

curl -X GET 'https://webapi.moomoo.com/api/v1.0/quote/US.AAPL/option-gamma-exposure' \
  -H 'Authorization: Bearer <AccessToken>' | jq

Response parameters

Field	Type	Description
data.call_wall_strike	string	Call wall strike
data.put_wall_strike	string	Put wall strike
data.underlying_price	string	Underlying price used
data.update_time	int	Update time, Unix milliseconds
data.zero_gamma_points	string[]	Zero-gamma prices
data.items[].strike_price	string	Strike
data.items[].call_gex	string	Call GEX
data.items[].put_gex	string	Put GEX
data.items[].net_gex	string	Net GEX
data.profile_points[].spot_price	string	Hypothetical spot
data.profile_points[].aggregate_gex	string	Aggregate GEX
data.interpolated_points[].spot_price	string	Interpolated spot
data.interpolated_points[].aggregate_gex	string	Interpolated GEX

Errors

ret_code	error.code	Description
0	—	Success
-3	invalid_parameter	Missing or invalid parameter
-8	unsupported	Not supported
-10	no_data	No data

Sample

{
  "ret_code": 0,
  "ret_msg": "success",
  "data": {
    "call_wall_strike": "180",
    "put_wall_strike": "170",
    "underlying_price": "175.5",
    "items": [
      {
        "strike_price": "175",
        "call_gex": "1.2",
        "put_gex": "-0.4",
        "net_gex": "0.8"
      }
    ]
  }
}