Gamma exposure API

Options gamma exposure, one clean API call.

Net options gamma exposure (GEX), the gamma-flip level, call/put walls and put-call OI ratio for US-listed tickers — computed live from CBOE's delayed option chain, with gamma and open interest straight from the exchange. No Black-Scholes guesswork; resolved to one canonical entity.

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Net dealer gamma exposure ($ per 1% move)

Gamma-flip / zero-gamma level near spot

Call wall and put wall (peak-gamma strikes)

Put-call open-interest ratio + top strikes by net gamma

Computed live from CBOE gamma + OI — no Black-Scholes guesswork

Free sandbox key, hosted MCP, Python & TS SDKs

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curl -H "Authorization: Bearer clous_live_sandbox_public_demo" \
  "https://api.clous.ai/v1/gamma/320193"

{
  "data": [
    { "ticker": "AAPL", "spot": 296.30, "net_gex": 1283046625,
      "gamma_flip": 292.72, "call_wall": 300, "put_wall": 300,
      "put_call_oi_ratio": 0.724, "contracts": 3698,
      "top_strikes": [ { "strike": 300, "net_gamma": 240114512 } ] }
  ],
  "page": { "limit": 1, "next_cursor": null, "has_more": false },
  "as_of": "2026-06-16 03:16", "source": "cboe_delayed", "warnings": []
}

Pass any cik (Clous resolves CIK ↔ ticker for you). Also see short volume, fails-to-deliver and borrow fees.

See it on a company

TSLA gamma exposure NVDA gamma exposure AAPL gamma exposure GME gamma exposure AMC gamma exposure

GEX is one of ~60 endpoints.

The same key unlocks SEC filings, financials, short volume, fails-to-deliver, borrow fees and more — every record resolved to one canonical entity, in one JSON shape.

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Gamma exposure is an estimate computed from CBOE delayed option-chain data using a standard dealer-positioning convention. Clous is independent of, and not affiliated with, Cboe. Context for research, not investment advice.