TanukiTrade
Planned · Early access opens August 31, 2026

The GEX REST API
for options structure data

A planned institutional-grade HTTP/JSON API for derived options analytics — GEX, HVL, Call & Put Walls, per-strike gamma, IV Rank, IVx, skew, expected move, 0DTE boxes, GEX Matrix and historical replay — across 220+ liquid U.S. symbols. Built for dashboards, backends, research and pipelines.

Institutional-grade derived analytics — usage-based, from $29/mo. No raw OPRA redistribution.
$29/mo
From, for individuals
Usage-based prepaid credits — institutional-grade data, pay for what you pull.
220+
Liquid U.S. symbols
SPX, /ES, /NQ, QQQ, SPY, NVDA & more — indices, ETFs & equities.
JSON
Clean REST interface
Bearer-token auth, predictable endpoints, freshness metadata on every response.
0DTE
Intraday native
EOD / PRE / OPEN expected-move boxes & same-day gamma structure.

Full-quality data. Fair, usage-based pricing.

The GEX REST API is the institutional-grade options-structure layer behind TanukiTrade — delivered over a clean HTTP interface, priced so an individual builder can start small and scale only with real usage.

Institutional-grade data

The same gamma engine behind the GEX Live WebApp & TradingView PRO indicators — derived from OPRA options data and battle-tested intraday.

Clean HTTP / JSON

Predictable REST endpoints, bearer-token auth, structured JSON, explicit symbol/expiry/mode params and freshness metadata on every response.

Usage-based pricing

Prepaid credits consumed in token usage as you call the API — institutional quality with transparent, pay-for-what-you-use economics. From $29/mo for individuals.

Compliance-aware

Derived analytics only. No raw OPRA option-chain redistribution, no tick-level feeds, no order execution, no trade signals.

A single request for the whole gamma picture

Authenticate with a bearer token, hit a predictable endpoint, and get structured options structure back as JSON — ready for a dashboard, a backtest, a research notebook or an LLM prompt.

Python JS / TS Excel / Sheets n8n / Zapier
GET /v1/gex/SPX/snapshot · planned
# Illustrative — planned shape
curl https://api.tanukitrade.com/v1/gex/SPX/snapshot?expiry=0DTE \
  -H "Authorization: Bearer $TANUKI_API_KEY"

{
  "symbol": "SPX",
  "spot": 5972.4,
  "net_gex": -1.84e9,
  "gamma_regime": "negative",
  "hvl": 5985,
  "call_wall": { "C1": 6000 },
  "put_wall": { "P1": 5950 },
  "ivr": 42.7,
  "expected_move": { "upper": 6004, "lower": 5940 },
  "freshness": "2026-08-31T14:31:00Z"
}

Illustrative request & payload. Final routes & fields are finalized before launch.

Predictable routes, structured responses

These are the planned REST endpoint families. Read-only by default, with explicit query parameters and freshness metadata on every response.

Gamma exposure & key levels

GET /v1/gex/{symbol}/snapshot

Current GEX snapshot: spot, Net GEX, Net DEX, HVL, Call/Put Wall summary and per-strike rollup.

GET /v1/gex/{symbol}/levels

Full Gamma Classification set — HVL, cT/pT, C1–C6, P1–P6, Ab1–Ab3, OI & volume peaks, D+/D−.

GET /v1/gex/{symbol}/regime

Gamma regime (positive / negative / transition) with distance to HVL, C1, P1.

GET /v1/gex/{symbol}/per-strike

Strike-level Net GEX, Abs GEX, Net DEX, OI, volume, GEX-by-Volume with level tags.

Matrix & expiry surface

GET /v1/gex/{symbol}/matrix

Multi-expiry GEX Matrix: standalone & cumulative Net GEX, IVx, skew, expected move per bucket.

GET /v1/gex/{symbol}/surface

Expiry-by-expiry surface: IVx, skew, standard/binary/delta expected move, Net & Abs GEX.

GET /v1/gex/{symbol}/0dte

0DTE-focused matrix for SPX, QQQ & SPY intraday workflows.

Volatility — IVR, IVx & skew

GET /v1/iv/{symbol}/rank

IV Rank (0–100) with 52-week context and regime bucket.

GET /v1/iv/{symbol}/ivx

IVx per expiration with term-structure shape & contango/backwardation flags.

GET /v1/iv/{symbol}/surface

IV surface: IVx by expiry, slope, near vs far comparison.

GET /v1/iv/{symbol}/skew

Vertical call/put pricing skew and horizontal IVx skew.

Expected move & 0DTE boxes

GET /v1/em/{symbol}

Standard, binary, delta-curve and Tanuki Smart expected-move ranges.

GET /v1/em/{symbol}/0dte-box

EOD / PRE / OPEN pegged 0DTE expected-move boxes with sigma envelopes.

GET /v1/em/{symbol}/earnings

Earnings BEM, standard EM, IVx, skew & pre-earnings volatility context.

Historical & replay

GET /v1/history/{symbol}/days

Available historical GEX days for a symbol.

GET /v1/history/{symbol}/snapshot

One historical GEX snapshot by date & timestamp.

GET /v1/history/{symbol}/replay

Replay bundle: snapshot timeline, GEX & OHLC payloads, replay-clock metadata.

Screening & discovery

GET /v1/screen/gex

Screen symbols by GEX regime, HVL proximity, wall strength or Abs GEX.

GET /v1/screen/ivr

Screen by IV Rank — e.g. IVR > 70 with negative gamma.

GET /v1/symbols

Supported universe, futures mappings, expiry availability & freshness metadata.

Institutional-grade data, indie-friendly entry

The data is full institutional quality. The pricing is usage-based and prepaid, so you start small and only scale with real consumption.

Start from $29/mo

An accessible entry point for individual traders, developers and builders — no enterprise contract required.

Prepaid credits

Top up a credit balance up front. Calls consume credits in token usage — predictable, transparent, no surprise overages.

Scales with you

Pull more data as your product grows. Higher-volume and institutional packs are available — you only pay for what you use.

The GEX REST API is a separate product from PRO

Your TanukiTrade PRO membership covers the TradingView indicators, the GEX Live WebApp and Discord — for individual human use. The API is a distinct, usage-based data product with its own institutional-grade licensing and pricing. Building AI agents? The same analytics are available as callable tools via the GEX MCP server.

GEX API early access

Join the GEX REST API waitlist

Be first when early access opens on August 31, 2026. Waitlist members lock in launch pricing and help shape which endpoints ship first.

  • Priority onboarding & early access invites
  • Launch pricing locked in for waitlist members
  • A say in which tools & endpoints ship first

One email per launch. One signup per network. Unsubscribe anytime.

GEX REST API — questions & answers

Not publicly yet. We are preparing an institutional-grade options-analytics API with a planned launch on August 31, 2026. Join the waitlist to be notified the moment early access opens.
Pricing is usage-based and prepaid. You buy credits up front and they are consumed in token usage as you call the API. Access starts from $29/mo for individuals, while the data itself is full institutional grade. Final tiers and credit packs are published before launch.
Instead of paying for a fixed seat, you top up credits and each API call consumes credits based on the response size / token usage. You only pay for the data you actually pull — no waste, no surprise overages.
No. The API is a separate product from PRO. PRO covers the TradingView indicators, the GEX Live WebApp and Discord for individual human use. Programmatic access has different licensing, infrastructure and rate-limit requirements.
No. The GEX REST API serves derived analytics only — it will not redistribute raw OPRA option-chain feeds, tick-level options data or per-contract raw market data.
The planned universe follows TanukiTrade: 220+ liquid U.S. symbols, with GEX snapshots, HVL, Call/Put Walls, per-strike GEX, Abs GEX, Net DEX, IVR, IVx, skew, expected move, 0DTE boxes, GEX Matrix data, earnings context and historical replay.
Both are coming. If you build AI agents, the GEX MCP server exposes the same analytics as callable tools. The REST API is the plain HTTP/JSON interface for dashboards, backends and pipelines.
No. We provide structured market-structure context, not signals. GEX, IV, skew and expected move describe structure — they do not predict direction and are not financial advice.

Build on real options structure. From $29/mo.

Get on the early-access list for TanukiTrade's planned institutional-grade options-analytics API — gamma, volatility, skew, expected move and historical replay over clean JSON.

Join the GEX REST API waitlist

Let's start your charting easier now!

  • Try the TradingView Option Toolset (3 indicators) + GEX Live Webapp FREE for 7 days with 220+ symbols
  • SPX, /ES, /NQ, /MES, /MNQ also included via futures mapping
  • Daily trade ideas and GEX analysis educational support through our Discord community membership

Cancel anytime during the 7-day trial with no charges or commitments

Try for free now
  • Try the TradingView Option Toolset (3 indicators) + GEX Live Webapp FREE for 7 days with 220+ symbols
  • SPX, /ES, /NQ, /MES, /MNQ also included via futures mapping
  • Daily trade ideas and GEX analysis educational support through our Discord community membership

Cancel anytime during the 7-day trial with no charges or commitments

About Us

Meet the team behind TanukiTrade — combining decades of technical expertise and options trading experience to bring you professional-grade tools and education.

Role

Responsible for designing TanukiTrade's data-driven infrastructure, quantitative models, and strategic product direction. Beyond architecting the mathematical, statistical, and technological frameworks, he defines the methodology behind practical decision-support tools, ensuring that the system delivers reliable, interpretable, and effective results in real market conditions.

He oversees the full product development lifecycle—from concept and architecture to final user experience.

Bio

Greg brings over 15 years of experience in the international startup and enterprise technology sector, where he worked as a lead software architect designing complex corporate systems and scalable technology solutions. Throughout his career, he has built data-intensive platforms and business processes that supported high-reliability, high-load operations across multiple countries.

Since 2018, he has been actively involved in options trading, quantitative modeling, and probability-based market analysis. His professional focus includes volatility-driven market structures, theta & gamma dynamics, market microstructure, and automated statistical and mathematical analysis conducted on large datasets. As a quantitative specialist, his goal is to develop models and risk-management frameworks that reliably capture meaningful patterns behind market movements.

As the founder of TanukiTrade, he is dedicated to making modern quantitative analysis and professional options-based thinking accessible to a broader trading community—through intuitive visualizations, transparent models, and effective decision-support tools.

Outside of his professional work, he is passionate about bonsai artistry, tree rescue, and gardening, and is the mindful owner of an energetic dachshund who reminds him daily of the importance of being present. Music, adventure, travel, nature, and exploring the world all play a defining role in his life. He is deeply committed to self-knowledge and personal growth. Creativity and a strong connection to nature shape his everyday life and serve as a constant source of inspiration in his professional thinking as well.

Gregory Szilagyi

Founder, Head of Product


Gery Nagy

Chief Options Expert

Role

Supports the development of TanukiTrade's options-focused educational framework and contributes to the professional methodology behind the platform's tools and indicators. Ensures that complex option concepts are presented clearly and responsibly, with particular emphasis on risk awareness and structured position-management principles.

Bio

With nearly 20 years of trading experience, Gery has built one of Hungary's most recognized communities in derivatives education. For the past 17 years, he has been teaching options trading full-time, helping thousands of students understand the mechanics, risks, and practical application of options in real-world markets. He is the founder of Hungary's largest options education platform, trusted by a broad audience of retail and advanced traders alike.

Gery's trading style is rooted in swing-based positioning, typically spanning a few days to a few weeks. He specializes in the SPX, focusing on positive-theta spread structures with flat delta exposure, aiming for stable, repeatable outcomes across various market environments.

Beyond trading, Gery is also a developer, having built multiple proprietary options screeners and analytical tools to support his own decision-making. These tools later evolved into widely used scanners and data-driven solutions within his education ecosystem.

Since the very beginning of TanukiTrade, Gery has worked closely with the founder, Greg, as a senior professional advisor, helping with the platform's strategic direction and the development of its options-related concepts.

Outside the world of trading and technology, Gery is dedicated to personal growth and meaningful experiences. He loves exploring new places, practicing self-development, and spending quality time with his family. Sports play an important role in his life as well — especially table tennis, swimming, and skiing — helping him maintain balance, focus, and long-term resilience both on and off the markets.


Role

Serves as TanukiTrade's 0DTE Strategy Expert, bringing nearly 25 years of market experience and a risk-adjusted approach to short-dated options strategy. His focus is on practical positioning, disciplined decision-making, and identifying low-risk, high-reward opportunities across changing market cycles.

Bio

Chris is the Founder and CIO of Streamwise Capital, with nearly 25 years of experience trading financial markets across stocks, options, futures, forex, and crypto. His journey began with a curious investment in Apple after buying his first iPod, followed by Netflix during its DVD-by-mail era. What started as a hobby grew into a professional passion, eventually leading him to co-found a trading club and work with private funds, institutional desks, and global investment banks.

Over the years, Chris has developed multi-strategy approaches focused on risk-adjusted returns, consistently targeting low-risk, high-reward opportunities. He leverages proprietary tools to identify market inefficiencies, helping traders navigate different market cycles with proper positioning and discipline.

His trading philosophy is simple and powerful: "Trade to be profitable, not to be perfect." In the fast-moving world of 0DTE options, he often emphasizes that the main goal is to survive the day first.

Chris's work and insights have been featured in Investopedia, FX Street, FXTC Magazine, Equities.com, and across trading platforms, shows, conferences, and competitions around the world.

Outside the markets, Chris is a proud father and a French bulldog dad.

Chris Pulver

0DTE Strategy Expert

Top
AA, AAL, AAPL, ABBV, ABNB, ACHR, ADBE, AFRM, AMAT, AMD, AMZN, ANET, APP, ARKK, ARM, ASTS, AVGO, AXP, B, BA, BABA, BAC, BBY, BE, BIDU, BITO, BMNR, BMY, BP, BULL, C, CAT, CAVA, CCJ, CCL, CELH, CLF, CMG, COIN, COP, COST, CRCL, CRM, CRWD, CRWV, CSCO, CVNA, CVS, CVX, DAL, DBX, DE, DELL, DIA, DIS, DKNG, EBAY, EEM, ENPH, ETHA, ETSY, EWZ, EXPE, F, FCX, FDX, FSLR, FXI, GDX, GDXJ, GE, GLD, GM, GME, GOOG, GOOG, GS, HAL, HD, HIMS, HOOD, HUM, IBIT, IBM, IEF, INTC, IONQ, IREN, IWM, JD, JETS, JNJ, JOBY, JPM, KO, KWEB, LLY, LOW, LRCX, LULU, LVS, MA, MARA, MBLY, MCD, MET, META, MGM, MMM, MP, MPC, MRK, MRNA, MRVL, MS, MSFT, MSTR, MU, NBIS, NCLH, NDX, NET, NFLX, NKE, NU, NVDA, NVO, OKLO, ON, ORCL, OSCR, OXY, PANW, PATH, PBR, PDD, PEP, PFE, PINS, PLTR, PNC, PTON, PYPL, QCOM, QQQ, RBLX, RCL, RDDT, RGTI, RIOT, RIVN, RKLB, RKT, ROKU, RTX, RUT, SBUX, SCHW, SHOP, SLV, SMCI, SMH, SNAP, SNOW, SOFI, SOXL, SPOT, SPX, SPY, SQQQ, STX, T, TEM, TFC, TGT, TLT, TQQQ, TSLA, TSLL, TSM, TTD, TXN, U, UAL, UBER, UNG, UNH, UPS, UPST, USB, USO, UUUU, UVXY, V, VALE, VXX, VRT, VST, VXX, VZ, WFC, WMT, WYNN, XHB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY, XSP, XOM, XPEV, XYZ, ZETA, ZM, +Mapped /ES futures, +Mapped /NQ futures, /MES, /MNQ