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Dealer hedge flow time series (gamma + vanna + charm)
Estimated dealer hedging pressure across successive chain snapshots: gamma, charm (and vanna when available), total, and cumulative.

Formula (summary)

  • gamma_flow = spot move (%) × prior net GEX
  • charm_flow = −elapsed hours × prior net charm
  • total_flow = sum of components
  • cumulative_flow = running sum of total_flow
Positive ≈ dealers buying the underlying to re-hedge. Negative ≈ selling. Uses ?positioning=flow|std (default flow). Needs at least two chain snapshots; otherwise 404. This is not customer tape delta. For that, use delta flow. Full model notes: Positioning.

See also

Gamma flow

Delta flow (customer)

By level

Positioning models

Authorizations

X-API-Key
string
header
required

Your BackQuant API key (same key as v1)

Headers

X-API-Key
string | null

Query Parameters

symbol
enum<string>
default:BTCUSDT

Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.

Available options:
BTCUSDT,
ETHUSDT,
SOLUSDT,
HYPEUSDT
positioning
string
default:flow

Dealer positioning model. flow (default) is BackQuant's measured dealer model, available for BTC/ETH; it falls back to std when it cannot be produced for a symbol. std is the textbook convention (call:+OI / put:-OI). The response reports which model actually ran in meta.extra.positioning.

Response

Successful Response