GEX, Dealer Levels and Signed Options Flow Now in the IVolatility API

October 14, 2026

The IVolatility API now covers dealer positioning and options flow for US equity options. Three new endpoints return gamma exposure levels, their history since 2014, and OPRA trades signed by side since 2015. They are included in every API plan.

What's new

Dealer levels (GEX) – /equities/intraday/options-exposure

Support and resistance levels built from the full option chain at a chosen minute:

gamma flip (zero gamma), Call Wall and Put Wall;
net dealer gamma and its regime;
largest gamma strikes, max pain and expected move;
DEX, vanna, charm and a per-strike breakdown.

You can filter by 0DTE, delta and days to expiry.

GEX history – /equities/intraday/options-exposure-series

The same levels as a time series, from minute bars within a session to one point per day. History goes back to 2014. A full year of SPX levels comes back in a single request, so you can backtest a gamma regime instead of eyeballing a chart.

Signed options flow – /equities/intraday/options-net-flow

OPRA trades are signed by side against the NBBO at execution. Trades at the mid stay unclassified, and each response shows the share of volume that was classified. Results are aggregated into minute or daily bars:

call and put buys and sells;
net premium and net delta;
customer gamma and vega.

You can filter by sweeps, trade size, 0DTE, multi-leg and execution type. History goes back to 2015.

Levels and flow for each session are available the same evening.

Questions you can answer now

Did SPX close in short gamma yesterday?
Where are the Call and Put Walls?
Who is buying puts, and are the big trades sweeps?
How did SPX behave on days it closed below the gamma flip?

How to try it

New to the IVolatility API?

Already have an API key?

API: endpoint reference, parameters and Python examples. Open the docs
IVolatility VS Code Workspace: open your workspace and ask in the Claude chat. Nothing to install. Open your workspace
Your own AI assistant: the new endpoints are built into the IVolatility MCP server and the IVolAI plugin for Claude Code, Cursor, Codex and other MCP-compatible tools. Setup guide

If you installed the MCP server or the IVolAI plugin before September 25, update it with uv tool upgrade mcp-ivolatility-data or download the plugin again.

We want your feedback

This is a brand-new dataset. Tell us what works, what's missing and what you'd like to see next at support@ivolatility.com.

Questions / Comments
We're here to serve IVolatility users and we welcome your questions or feedback about the option strategies discussed in this newsletter. If there is something you would like us to consider and/or analyze, we're always open to your suggestions. Use support@ivolatility.com.

Previous issues are located under the Trade Ideas tab on our website.

Disclaimer - This information is provided for general information and marketing purposes only. The content of the presentation does not constitute investment advice or a recommendation. IVolatility.com and its partners do not guarantee that this information is error free. The data shown in this presentation are not necessarily real time data. IVolatility.com and its partners will not be liable for any loss or damage, including without limitation, any loss of profit, which may arise directly or indirectly from the use or reliance on the information. When trading, you should consider whether you can afford to take the high risk of losing your money. You should not make decisions that are only based on the information provided in this video. Please be aware that information and research based on historical data or performance do not guarantee future performance or results. Past performance is not necessarily indicative of future results, and any person acting on this information does so entirely at their own risk.