Options · Exposure, levels, volatility and OI

Options exposure history

Net modeled gamma exposure through time (SPX and SPXW).

GET/v1/options/exposure/historyoptionsExposureHistory

API Developer Overnight data: API Pro History-bounded Dataset: options

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Example request
Parameters
Response
Example response
Related

The net modeled dealer gamma exposure of the SPX or SPXW chain at each step of a window of at most 24 hours and 500 points, replayed from the chain and underlying price retained for the last seven days. A step the retained inputs cannot support (no chain, or inputs older than 60 seconds) is returned with available false and a reason, never filled in. The default window is the last hour; without the overnight entitlement it starts no earlier than 09:25 ET, and between 20:15 and 09:25 ET a request without start_time and end_time returns data_unavailable. A window that reaches into the overnight hours (20:15 to 09:25 ET) needs the overnight entitlement (API Pro). Exposure uses the classic open interest model: calls long and puts short, an assumption about dealer positioning and not an observation.

Example request

curl -sS --get "https://api.ordermap.si/v1/options/exposure/history" \
  -H "Authorization: Bearer $ORDERMAP_API_KEY" \
  --data-urlencode underlying_symbol=SPXW

const params = new URLSearchParams({
  underlying_symbol: "SPXW",
});
const res = await fetch(`https://api.ordermap.si/v1/options/exposure/history?${params}`, {
  headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);

Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.

Parameters

7 parameters, 1 required.

Parameter	Type and limits	Description
`underlying_symbol`queryrequired	stringat most 8 characterspattern ^[A-Za-z][A-Za-z0-9.]{0,7}$	SPX or SPXW (the retained history covers those roots only).
`start_time`queryoptional	integerunix-msmin 946684800000max 4102444800000	Start of the window (inclusive). Default: one hour before end_time.
`end_time`queryoptional	integerunix-msmin 946684800000max 4102444800000	End of the window (exclusive). Default: now.
`interval`queryoptional	string1m5m15m30m1hdefault 5m	Step: 1m, 5m, 15m, 30m or 1h.
`contract_type`queryoptional	stringcallput	Calls or puts. Omit for both.
`date_of_expiry`queryoptional	stringdate	Only this expiration.
`max_dte`queryoptional	integermin 0max 3650	Only expirations within this many days.

Response

Status	Meaning	Body
`200`	Successful response.	Schema below
`400`	Invalid, unknown or repeated parameters, or an invalid cursor.	Error object
`401`	Missing or invalid API key.	Error object
`403`	The plan, dataset release or account state does not allow this request.	Error object
`422`	The request is valid but no data exists for it.	Error object
`429`	Rate limit, burst limit or cooldown; wait Retry-After seconds.Retry-After	Error object
`500`	Internal error.	Error object
`503`	Data temporarily unavailable; retry after Retry-After seconds.Retry-After	Error object
`504`	The request timed out.	Error object

Authenticated responses carry the X-RateLimit-* headers (see rate limits); 429 and 503 add Retry-After.

200 response body

dataarray<object>required6 fields inside
- availablebooleanrequiredThe retained inputs supported a valuation at this step.
- chain_timestampinteger | nullunix-msrequiredTime of the retained option chain used. Unix epoch milliseconds (UTC).
- net_exposurenumber | nullrequiredNet modeled dealer gamma exposure in dollars per 1% move; null when unavailable.
- reasonstring | nullrequiredWhy the step could not be valued.
- timestampintegerunix-msrequiredTime of the step. Unix epoch milliseconds (UTC).
- underlying_timestampinteger | nullunix-msrequiredTime of the retained underlying price used. Unix epoch milliseconds (UTC).
metaobjectrequiredMeta object

Example response

{
  "data": [
    {
      "available": true,
      "chain_timestamp": 1792160990000,
      "net_exposure": -1200000000,
      "reason": null,
      "timestamp": 1792161000000,
      "underlying_timestamp": 1792160999000
    }
  ],
  "meta": {
    "as_of": 1760659200123,
    "coverage": {
      "complete": true
    },
    "delay_ms": 0,
    "delayed": false,
    "request_id": "0199f0c2-5a1e-7c3b-9d4e-2b6f8a1c3d5e",
    "source": "opra"
  }
}

Values are illustrative. Missing values are null, never 0.

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