Gamma by strike
get_gex_profileThe SPX dealer gamma LADDER for one minute of a finished session: gamma by strike around spot, the level set, and the heaviest strikes. Readable as the MEASURED book (signed off the trade tape, FirmTape's own read), as the OPEN_INTEREST convention every other public GEX chart draws, or as the VOLUME convention — the same minute through three lenses. Use when: the question is about SHAPE — where gamma sits, how heavy a wall is, how far the three conventions disagree — or about one moment inside a session rather than the day as a whole. Not for: a day's headline numbers (get_session), the level set alone (get_levels), or movement across days (get_level_history). Limits: finished sessions only, one frame every 5 minutes (a requested minute snaps back to the frame at or before it), published window ±2.5% of spot; the three books are not comparable in magnitude. Measurements only, no buy/sell signals.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| day | Yes | A finished trading day, YYYY-MM-DD. Call list_sessions if unsure which days exist. | |
| book | No | Which book to read (default measured). open_interest is the convention rival tools print. | |
| minute | No | ET minute HH:MM inside 09:30-16:00. Snaps back to the frame at or before it, so quote the minute the answer returns. Default: the last frame of the session. | |
| expiry_scope | No | all = every expiry the session's book was pulled with (default); 0dte = the same-day slice alone | |
| strikes_around_spot | No | How many strikes to return each side of spot (default 20). Raise it for the whole published window, which is +/-2.5% of spot. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| day | Yes | Trading day, YYYY-MM-DD | |
| book | Yes | Which book was read: measured, open_interest or volume | |
| spot | Yes | SPX at that minute | |
| unit | Yes | Unit of every gamma number below | |
| levels | Yes | Dealer-positioning levels in SPX index points; null when the session did not produce one | |
| minute | Yes | The ET minute (HH:MM) this profile actually belongs to. The archive keeps a frame every 5 minutes, so a requested minute snaps back to the frame at or before it — quote the minute returned here, not the one asked for. | |
| replay | Yes | Free minute-by-minute replay of the session on FirmTape | |
| strikes | Yes | Dealer gamma by strike at that minute, lowest strike first | |
| summary | Yes | One sentence carrying this answer's numbers, its trading day and its source, written to be quoted verbatim to a reader rather than paraphrased. | |
| heaviest | Yes | The largest strikes by absolute gamma inside the window, heaviest first | |
| book_note | No | How this book is built, and what it can and cannot be compared with | |
| expiry_scope | Yes | all = every expiry this session's book was pulled with; 0dte = the same-day slice alone | |
| strikes_returned | Yes | How many strikes the window actually held | |
| net_gamma_in_window | Yes | Sum of the returned strikes — a window total, not the session's net gamma |