Greek profile
Greek exposure profile by strike. Net greek exposure per strike.
greek is one of delta (DEX),
theta, vanna, charm, vega. Optional ?dte_max recomputes from
the raw chain limited to short-DTE contracts.
Default positioning=flow. See Positioning.
See also
Greeks beyond delta
Flow vs std
What is GEX?
Authorizations
Your BackQuant API key (same key as v1)
Headers
Path Parameters
Which greek profile to return
delta, theta, vanna, charm, vega Query Parameters
Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.
BTCUSDT, ETHUSDT, SOLUSDT, HYPEUSDT Comma-separated venue filter, e.g. deribit,bybit. Restricts the response to those venues' contribution, recomputed from the per-venue breakdown - it is a re-aggregation, not a post-hoc scaling. Unknown names are ignored; an all-invalid filter returns every venue rather than nothing. Venues: deribit, bybit, okx, binance, derive, thalex, delta_india, delta. A venue with no contracts on the surface contributes zero - use GET /v2/status to tell that apart from a venue that is switched off.
Strike/spot lower bound
0 <= x <= 10Strike/spot upper bound
0 <= x <= 10Limit aggregation to contracts with DTE ≤ dte_max. Triggers a recomputation from the raw chain.
0 <= x <= 720Dealer 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
