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GET
Strike × time greek heatmap
Time-series of greek exposures by strike. Pick the greek (gex|dex|vex|charm|vanna), bound by DTE / OI / IV.

See also

What is GEX?

Greeks beyond delta

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
greek
enum<string>
default:gex

Greek to display.

Available options:
gex,
dex,
vex,
charm,
vanna
dte_min
integer
default:0

Inclusive lower bound on days-to-expiry for contributing contracts.

Required range: 0 <= x <= 365
dte_max
integer
default:365

Inclusive upper bound on days-to-expiry.

Required range: 0 <= x <= 365
min_oi
number
default:0

Drop contracts with open interest below this value.

Required range: x >= 0
iv_min
number
default:0

Inclusive lower bound on IV (in % e.g. 50 for 50%).

Required range: 0 <= x <= 500
iv_max
number
default:200

Inclusive upper bound on IV (in %).

Required range: 0 <= x <= 500

Response

Successful Response