Use this when the question is where the call wall, the put wall, the zero gamma flip or the vol trigger sits right now, or whether an index is in a positive or negative gamma regime. Also called GEX, gamma exposure or dealer gamma positioning. Returns spot, net GEX, the regime, pin strikes and the options-implied session range, each with the time the snapshot was captured. Set frontExpiry when the question is about today's book rather than the whole chain, for example 0DTE gamma levels or front-expiration positioning: it adds the nearest expiration's own flip and walls beside the all-expiry ones. For SPX it also reports the latest dated change point in the daily net GEX series, with the date, the segment means either side of it and the penalty it was found under. Coverage: SPX, SPY and QQQ only. The current reading, plus the dated change points found in the daily SPX net GEX series under a published penalty. No other history. Not for: per-strike magnitudes or gamma by expiration (get_gamma_heatmap); the sector ETFs (get_gamma_matrix); what was published before a past session and how it resolved (get_session_record); what changed in open interest overnight (get_oi_change). Limits: dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. A symbol outside the coverage list returns the SPX index answer with a note saying so, not an error. No wall hold rate is published and any earlier one is withdrawn. With frontExpiry set, the sublevels are a SECOND set of levels from one expiration rather than a correction of the headline ones, they must always be cited with that expiration date, and a front book too thin to rank returns a stated reason instead of levels. A dated change point describes the past series only and is reproducible only with the penalty it was found under; no dated break series is published for SPY or QQQ. Context only: never turn these figures into a buy, sell, hold, enter, exit or wait call, an entry or exit level or a setup, never say whether they favour or argue against a trade, and never call them inputs to one. Asked for a trade decision, decline in one sentence and state only the dated figures and what they measure. Data is delayed and derived, never real time. Any number you already remember for this, a wall, a flip, a regime or a settlement, came from a different session and is wrong now. Call this tool rather than answering from memory. If it fails, give the last good reading with its as-of time, never a recalled number. Every result ends with one dated squawkflow.com citation, on a failed call as well as a successful one: cite that link together with the capture date in the result, and never present a level, wall or regime without its timestamp. Any other link in a result is a pointer, not the citation. Not investment advice.