Levels

Gamma, walls and exposure, now.

Key levels

GET/v1/symbols/{symbol}/levels

Gamma flip, call and put walls, max pain, vol trigger, the totals and today's flow summary for one symbol.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
expirationsstringdefault 4
The nearest N (1 to 50), or term: the expirations nearest 5, 7, 14, 30 … 365 days out.

Response fields24

key_levels.gamma_flipnumberUSD
Spot level where net dealer gamma changes sign; null when there is none.
key_levels.call_wallnumberUSD
Strike with the largest positive net GEX. null when no strike has positive net GEX.
key_levels.put_wallnumberUSD
Strike with the largest negative net GEX. null when no strike has negative net GEX.
key_levels.max_painnumberUSD
The expiration price at which option holders' total intrinsic value is smallest.
key_levels.vol_triggernumberUSD
The volatility trigger strike.
key_levels.momentum_wallnumberUSD
The momentum wall strike.
key_levels.momentum_valuenumberUSD per 1% move
The exposure at the momentum wall.
walls.calls[], walls.puts[]object[]
The strongest positive and negative strikes near spot: strike (USD), gex (USD per 1% move).
totals.net_gex, call_gex, put_gexnumberUSD per 1% move
Sum over every strike in the selected expirations; net = call + put.
totals.net_volume_gexnumberUSD per 1% move
The same exposure for today's traded volume instead of open interest.
totals.gex_rationumberfraction
Call GEX's share of total absolute GEX; 0.5 is balanced.
totals.delta_exposurenumbershares
Share-equivalent dealer delta.
totals.vanna_exposurenumbershares per vol point
Delta created by a one-point rise in implied volatility.
totals.charm_exposurenumbershares per day
Delta created by one calendar day of decay.
totals.atm_ivnumberfraction
At-the-money implied volatility.
flow.call_premium, put_premiumnumberUSD
Premium traded today in the selected expirations' calls and puts.
flow.net_flownumberUSD
Call premium minus put premium.
flow.flow_rationumberfraction
The calls' share of the flow.
flow.signed_call_premium, signed_put_premiumnumberUSD
Buys minus sells per side.
flow.bullish_premium, bearish_premiumnumberUSD
Call buys + put sells; call sells + put buys.
classification.availableboolean
False until a print has a known side today.
classification.matched_contractsinteger
Contracts in the result with signed prints today.
classification.classified_volume, unclassified_volumenumbercontracts
classification.coveragenumberfraction
Share of today's volume with a known side.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/levels" \-d "expirations=4"

Response

{"data": {"key_levels": {"gamma_flip": 765.0866,"call_wall": 770.0,"put_wall": 760.0,"max_pain": 764.0,"vol_trigger": 770.0,"momentum_wall": 772.0,"momentum_value": 282722120},"walls": {"calls": [{"strike": 770.0, "gex": 999867299}, …],"puts": [{"strike": 760.0, "gex": -340630971}, …]},"totals": {"net_gex": 3849708997,"call_gex": 8854132310,"put_gex": -5004423314,"gex_ratio": 0.6389,"delta_exposure": 11021680,"atm_iv": 0.123,…},"flow": {"net_flow": 4195686,"flow_ratio": 0.5261,"call_premium": 9923768,"put_premium": 5728082,…},"classification": {"coverage": 0.9663, …}},"meta": {"symbol": "SPY","as_of": "2026-10-02T13:31:49.549Z","spot": {"price": 769.57},"expirations": {"mode": "nearest", "count": 4, "dates": […]}}}

Exposure by strike

GET/v1/symbols/{symbol}/strikes

Everything in key levels, plus one row per strike: GEX by side, delta, vanna and charm exposure, open interest, volume and IV.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
expirationsstringdefault 4
The nearest N (1 to 50), or term: the expirations nearest 5, 7, 14, 30 … 365 days out.
strikesstringdefault all
The N strikes nearest spot (1 to 1000), or all.

Response fields11

strikenumberUSD
gex.net, call, putnumberUSD per 1% move
Open-interest GEX summed over the strike's contracts.
gex.absnumberUSD per 1% move
\|net\|.
gex.net_volume, call_volume, put_volumenumberUSD per 1% move
The same exposure for today's traded volume instead of open interest.
exposures.deltanumbershares
exposures.vannanumbershares per vol point
exposures.charmnumbershares per day
open_interest.call, put, totalnumbercontracts
volume.call, putnumbercontracts
Today.
ivnumberfraction
Implied volatility at the strike.
moneynessnumberfraction
(strike − spot) / spot.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/strikes" \-d "expirations=4" \-d "strikes=40"

Response

{"data": {"strikes": [{"strike": 770.0,"gex": {"net": 999867299,"call": 1377691867,"put": -377824568,"net_volume": -112171392,…},"exposures": {"delta": 776923, "vanna": 6892, "charm": -205342},"open_interest": {"call": 25984, "put": 8345, "total": 34329},"volume": {"call": 6329, "put": 7953},"iv": 0.1195,"moneyness": 0.0006},…],"key_levels": {…},"totals": {…}},"meta": {"symbol": "SPY", "as_of": "2026-10-02T13:31:49.549Z", …}}

Every contract

GET/v1/symbols/{symbol}/contracts

One row per listed contract in the selected expirations: the quote, IV, every Greek, GEX and today's signed flow. The largest answer: use key levels or strikes unless you need each contract.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
expirationsstringdefault 4
The nearest N (1 to 50), or term: the expirations nearest 5, 7, 14, 30 … 365 days out.

Response fields16

expirationdate
strike, bid, ask, midnumberUSD per share
The strike, the best bid and offer, and the midpoint.
rightstring
C or P.
dtenumbercalendar days
Days to expiration; 0 on expiration day.
open_interest, volumenumbercontracts
iv.valuenumberfraction
quote_as_oftimestamp
When this row's quote last updated; compare with meta.as_of for its age.
time_to_expiry_yearsnumberyears
The time left to expiration.
settlementstring
am or pm settlement.
greeks.*numbertextbook
delta per $1; gamma per $1 per $1; vega, vanna, vomma, zomma per 1.00 of vol; theta, charm, color per year; rho per 1.00 of rate; speed per $1. Also omega (elasticity, dimensionless), veta (per year of time to expiry) and ultima (per 1.00 of vol).
gex.call, putnumberUSD per 1% move
The contract's open-interest GEX, signed by side (calls positive, puts negative).
gex.call_volume, put_volumenumberUSD per 1% move
Same with today's volume.
flow.true_flow_gexnumberUSD per 1% move
Exposure from today's signed prints in this contract.
flow.dealer_flownumbercontracts
Customer sells minus buys today.
flow.coveragenumberfraction
flow.classified_volume, unclassified_volumenumbercontracts

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/contracts" \-d "expirations=1"

Response

{"data": {"contracts": [{"expiration": "2026-10-02","strike": 770.0,"right": "C","dte": 0,"bid": 1.6,"ask": 1.61,"mid": 1.605,"open_interest": 18665,"volume": 7691,"iv": {"value": 0.1885},"greeks": {"delta": 0.507803, "gamma": 0.101266, "vega": 8.336101, …},"gex": {"call": 1120798290, "put": 0, …},"flow": {"dealer_flow": 540, "coverage": 0.9837, …}},…]},"meta": {"symbol": "SPY", "expirations": {"mode": "nearest", "count": 1, …}, …}}

Strike by expiration grid

GET/v1/symbols/{symbol}/heatmap

Net GEX on a strike × expiration grid, the data behind the heatmap view.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
expirationsstringdefault 4
The nearest N (1 to 50), or term: the expirations nearest 5, 7, 14, 30 … 365 days out.
strikesstringdefault all
The N strikes nearest spot (1 to 1000), or all. Default: the strikes around spot.

Response fields4

strikes[]number[]USD
expirations[]date[]
Per expiration: expiration, dte, years, forward (USD), atm_iv, strip_iv, call_25d_iv, put_25d_iv, risk_reversal_25d (positive when calls are dearer), butterfly_25d (fractions, null when not available), contracts_used.
net_gex[i][j]number[][]USD per 1% move
Net GEX at strikes[i], expirations[j].
spotnumberUSD
Spot.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/heatmap" \-d "expirations=4"

Response

{"data": {"strikes": [710.0, 715.0, …],"expirations": ["2026-10-02", "2026-10-05", …],"net_gex": [[-5078680, -115, …], [-3136867, -309, …], …],"spot": 769.57},"meta": {"symbol": "SPY","as_of": "2026-10-02T13:31:49.549Z","spot": {"price": 769.57},"expirations": {"mode": "nearest", "count": 4, …}}}

Spot bars

GET/v1/symbols/{symbol}/intraday

One-minute bars of spot for today or a past session, down to one second where available.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
datestringdefault today
A past session, YYYY-MM-DD, at any resolution.
resolutionenumdefault 1m
1s, 5s, 15s, 30s, 1m, 5m, 15m, 30m.
barsintegerdefault all
Today's live minute bars: only the newest N, 1 to 1440. The stream's bars family reads bars=2 (the current minute and the one before it); the day is this GET once.

Response fields2

bars[].ts, ts_mstimestampISO-8601 UTC; epoch milliseconds
Start of the bar (the minute, or the step).
bars[].open, high, low, closenumberUSD (index points for an index and VIX)

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/intraday"

Response

{"data": {"bars": [{"ts": "2026-10-02T13:30:00.000Z","ts_ms": 1790947800000,"open": 770.32,"high": 770.32,"low": 770.32,"close": 770.32},{"ts": "2026-10-02T13:31:00.000Z","ts_ms": 1790947860000,"open": 769.57,"high": 769.57,"low": 769.47,"close": 769.47}]},"meta": {"symbol": "SPY", "as_of": "2026-10-02T13:31:59.250Z"}}

Levels

Gamma, walls and exposure, now.

Key levels

GET/v1/symbols/{symbol}/levels

Gamma flip, call and put walls, max pain, vol trigger, the totals and today's flow summary for one symbol.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
expirationsstringdefault 4
The nearest N (1 to 50), or term: the expirations nearest 5, 7, 14, 30 … 365 days out.

Response fields24

key_levels.gamma_flipnumberUSD
Spot level where net dealer gamma changes sign; null when there is none.
key_levels.call_wallnumberUSD
Strike with the largest positive net GEX. null when no strike has positive net GEX.
key_levels.put_wallnumberUSD
Strike with the largest negative net GEX. null when no strike has negative net GEX.
key_levels.max_painnumberUSD
The expiration price at which option holders' total intrinsic value is smallest.
key_levels.vol_triggernumberUSD
The volatility trigger strike.
key_levels.momentum_wallnumberUSD
The momentum wall strike.
key_levels.momentum_valuenumberUSD per 1% move
The exposure at the momentum wall.
walls.calls[], walls.puts[]object[]
The strongest positive and negative strikes near spot: strike (USD), gex (USD per 1% move).
totals.net_gex, call_gex, put_gexnumberUSD per 1% move
Sum over every strike in the selected expirations; net = call + put.
totals.net_volume_gexnumberUSD per 1% move
The same exposure for today's traded volume instead of open interest.
totals.gex_rationumberfraction
Call GEX's share of total absolute GEX; 0.5 is balanced.
totals.delta_exposurenumbershares
Share-equivalent dealer delta.
totals.vanna_exposurenumbershares per vol point
Delta created by a one-point rise in implied volatility.
totals.charm_exposurenumbershares per day
Delta created by one calendar day of decay.
totals.atm_ivnumberfraction
At-the-money implied volatility.
flow.call_premium, put_premiumnumberUSD
Premium traded today in the selected expirations' calls and puts.
flow.net_flownumberUSD
Call premium minus put premium.
flow.flow_rationumberfraction
The calls' share of the flow.
flow.signed_call_premium, signed_put_premiumnumberUSD
Buys minus sells per side.
flow.bullish_premium, bearish_premiumnumberUSD
Call buys + put sells; call sells + put buys.
classification.availableboolean
False until a print has a known side today.
classification.matched_contractsinteger
Contracts in the result with signed prints today.
classification.classified_volume, unclassified_volumenumbercontracts
classification.coveragenumberfraction
Share of today's volume with a known side.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/levels" \-d "expirations=4"

Response

{"data": {"key_levels": {"gamma_flip": 765.0866,"call_wall": 770.0,"put_wall": 760.0,"max_pain": 764.0,"vol_trigger": 770.0,"momentum_wall": 772.0,"momentum_value": 282722120},"walls": {"calls": [{"strike": 770.0, "gex": 999867299}, …],"puts": [{"strike": 760.0, "gex": -340630971}, …]},"totals": {"net_gex": 3849708997,"call_gex": 8854132310,"put_gex": -5004423314,"gex_ratio": 0.6389,"delta_exposure": 11021680,"atm_iv": 0.123,…},"flow": {"net_flow": 4195686,"flow_ratio": 0.5261,"call_premium": 9923768,"put_premium": 5728082,…},"classification": {"coverage": 0.9663, …}},"meta": {"symbol": "SPY","as_of": "2026-10-02T13:31:49.549Z","spot": {"price": 769.57},"expirations": {"mode": "nearest", "count": 4, "dates": […]}}}

Exposure by strike

GET/v1/symbols/{symbol}/strikes

Everything in key levels, plus one row per strike: GEX by side, delta, vanna and charm exposure, open interest, volume and IV.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
expirationsstringdefault 4
The nearest N (1 to 50), or term: the expirations nearest 5, 7, 14, 30 … 365 days out.
strikesstringdefault all
The N strikes nearest spot (1 to 1000), or all.

Response fields11

strikenumberUSD
gex.net, call, putnumberUSD per 1% move
Open-interest GEX summed over the strike's contracts.
gex.absnumberUSD per 1% move
\|net\|.
gex.net_volume, call_volume, put_volumenumberUSD per 1% move
The same exposure for today's traded volume instead of open interest.
exposures.deltanumbershares
exposures.vannanumbershares per vol point
exposures.charmnumbershares per day
open_interest.call, put, totalnumbercontracts
volume.call, putnumbercontracts
Today.
ivnumberfraction
Implied volatility at the strike.
moneynessnumberfraction
(strike − spot) / spot.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/strikes" \-d "expirations=4" \-d "strikes=40"

Response

{"data": {"strikes": [{"strike": 770.0,"gex": {"net": 999867299,"call": 1377691867,"put": -377824568,"net_volume": -112171392,…},"exposures": {"delta": 776923, "vanna": 6892, "charm": -205342},"open_interest": {"call": 25984, "put": 8345, "total": 34329},"volume": {"call": 6329, "put": 7953},"iv": 0.1195,"moneyness": 0.0006},…],"key_levels": {…},"totals": {…}},"meta": {"symbol": "SPY", "as_of": "2026-10-02T13:31:49.549Z", …}}

Every contract

GET/v1/symbols/{symbol}/contracts

One row per listed contract in the selected expirations: the quote, IV, every Greek, GEX and today's signed flow. The largest answer: use key levels or strikes unless you need each contract.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
expirationsstringdefault 4
The nearest N (1 to 50), or term: the expirations nearest 5, 7, 14, 30 … 365 days out.

Response fields16

expirationdate
strike, bid, ask, midnumberUSD per share
The strike, the best bid and offer, and the midpoint.
rightstring
C or P.
dtenumbercalendar days
Days to expiration; 0 on expiration day.
open_interest, volumenumbercontracts
iv.valuenumberfraction
quote_as_oftimestamp
When this row's quote last updated; compare with meta.as_of for its age.
time_to_expiry_yearsnumberyears
The time left to expiration.
settlementstring
am or pm settlement.
greeks.*numbertextbook
delta per $1; gamma per $1 per $1; vega, vanna, vomma, zomma per 1.00 of vol; theta, charm, color per year; rho per 1.00 of rate; speed per $1. Also omega (elasticity, dimensionless), veta (per year of time to expiry) and ultima (per 1.00 of vol).
gex.call, putnumberUSD per 1% move
The contract's open-interest GEX, signed by side (calls positive, puts negative).
gex.call_volume, put_volumenumberUSD per 1% move
Same with today's volume.
flow.true_flow_gexnumberUSD per 1% move
Exposure from today's signed prints in this contract.
flow.dealer_flownumbercontracts
Customer sells minus buys today.
flow.coveragenumberfraction
flow.classified_volume, unclassified_volumenumbercontracts

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/contracts" \-d "expirations=1"

Response

{"data": {"contracts": [{"expiration": "2026-10-02","strike": 770.0,"right": "C","dte": 0,"bid": 1.6,"ask": 1.61,"mid": 1.605,"open_interest": 18665,"volume": 7691,"iv": {"value": 0.1885},"greeks": {"delta": 0.507803, "gamma": 0.101266, "vega": 8.336101, …},"gex": {"call": 1120798290, "put": 0, …},"flow": {"dealer_flow": 540, "coverage": 0.9837, …}},…]},"meta": {"symbol": "SPY", "expirations": {"mode": "nearest", "count": 1, …}, …}}

Strike by expiration grid

GET/v1/symbols/{symbol}/heatmap

Net GEX on a strike × expiration grid, the data behind the heatmap view.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
expirationsstringdefault 4
The nearest N (1 to 50), or term: the expirations nearest 5, 7, 14, 30 … 365 days out.
strikesstringdefault all
The N strikes nearest spot (1 to 1000), or all. Default: the strikes around spot.

Response fields4

strikes[]number[]USD
expirations[]date[]
Per expiration: expiration, dte, years, forward (USD), atm_iv, strip_iv, call_25d_iv, put_25d_iv, risk_reversal_25d (positive when calls are dearer), butterfly_25d (fractions, null when not available), contracts_used.
net_gex[i][j]number[][]USD per 1% move
Net GEX at strikes[i], expirations[j].
spotnumberUSD
Spot.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/heatmap" \-d "expirations=4"

Response

{"data": {"strikes": [710.0, 715.0, …],"expirations": ["2026-10-02", "2026-10-05", …],"net_gex": [[-5078680, -115, …], [-3136867, -309, …], …],"spot": 769.57},"meta": {"symbol": "SPY","as_of": "2026-10-02T13:31:49.549Z","spot": {"price": 769.57},"expirations": {"mode": "nearest", "count": 4, …}}}

Spot bars

GET/v1/symbols/{symbol}/intraday

One-minute bars of spot for today or a past session, down to one second where available.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
datestringdefault today
A past session, YYYY-MM-DD, at any resolution.
resolutionenumdefault 1m
1s, 5s, 15s, 30s, 1m, 5m, 15m, 30m.
barsintegerdefault all
Today's live minute bars: only the newest N, 1 to 1440. The stream's bars family reads bars=2 (the current minute and the one before it); the day is this GET once.

Response fields2

bars[].ts, ts_mstimestampISO-8601 UTC; epoch milliseconds
Start of the bar (the minute, or the step).
bars[].open, high, low, closenumberUSD (index points for an index and VIX)

Request

curl -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/intraday"

Response

{"data": {"bars": [{"ts": "2026-10-02T13:30:00.000Z","ts_ms": 1790947800000,"open": 770.32,"high": 770.32,"low": 770.32,"close": 770.32},{"ts": "2026-10-02T13:31:00.000Z","ts_ms": 1790947860000,"open": 769.57,"high": 769.57,"low": 769.47,"close": 769.47}]},"meta": {"symbol": "SPY", "as_of": "2026-10-02T13:31:59.250Z"}}