Gamma by strike

The newest book's dealer gamma strike by strike, for one symbol, in the volume or the open-interest book.

GET/api/v1/gamma

Plan LIVEKey scope liveLimit 120 a minute per key; a 304 is freeVersion 1.0.0Since 2026-09-30

This endpoint serves

Plan: LIVE. LIVE: today's session every second, alerts, ASK, the levels API and the platform integrations, and 5 LAB credits a month. Every finished session is free in REPLAY. Pricing.

Parameters

Name	What it does	Default	Error
symrequiredquery · string	One symbol: SPX, ES, NQ, RTY (or MES, MNQ, M2K), a dated contract such as `ESH27`, or a ticker from `/api/v1/symbols`.		`missing_sym`
bookquery · vol \| oi	`vol` or `oi`.	vol	`bad_book`
contractquery · string	Futures: a dated contract in the two weeks before a roll, e.g. `ESH27`. The levels move by that contract's own basis.	the front quarterly	`contract_not_live`
errorsquery · 200	`200`: an error answers 200 with the same body and the real status in `X-FirmTape-Status`, for clients that cannot read a status.
keyquery · string	Legacy: the key in the address, for platforms that cannot send headers. Prefer the header.

Response

Strikes and gamma, index-aligned.

Field	Meaning	Unit
symstring	The symbol answered.
namestring	Futures: the future's name.
bookvolume \| open_interest	`volume` or `open_interest`.
sessionopen \| closed \| stale	`open`, `closed` or `stale`.
as_ofstring	When the book was built, ISO 8601 in New York time.
as_of_unixinteger	The same instant, Unix seconds.
age_sinteger	Seconds since the book was built.	seconds
daystring	The ET trading day.
unitstring	`usd_m_per_point` or `usd_per_1pct`.
unit_textstring	The unit in words.
strike_stepnumber \| null	The usual distance between strikes.	index points
strikesarray	The strikes, rising.	index points
gammaarray	Dealer gamma at each strike, in `unit`.
contractstring \| null	Futures: the contract.
basisobject	Futures: the basis that moved the strikes.
basis.valuenumber \| null	Future minus index.	index points
basis.indexstring	The index.
basis.rulestring	How the basis is made.
basis.notestring	The strikes in words.

Errors

Status	Code	What to do
400	`missing_sym`, `bad_book`	A parameter is wrong. Pass `sym`, one symbol or a comma list.
401	`no_key`, `bad_key`	No key, or an unknown or revoked one. Send `Authorization: Bearer <key>` with a key of the product's scope.
403	`live_required`	No LIVE plan. Start or renew LIVE; `pricing` names the page.
404	`unknown_symbol`, `no_data`, `no_basis`, `contract_not_live`	No such symbol, or no book yet. Pick one from `GET /api/v1/symbols`.
429	`rate_limited`, `too_many_places`	Over a limit. Wait `Retry-After` seconds; poll with `If-None-Match`, a 304 is free.

Every code: Errors.

Caching

Answers carry an ETag: send it back as If-None-Match and an unchanged reading answers 304 with no body, not counted against the limit.

Changes

2026-09-30 Added.

OpenAPI operation getGamma in /docs/developers/openapi.json.

Request

curlPythonNode

curl \
  -H "Authorization: Bearer $FIRMTAPE_LIVE_KEY" \
  "https://firmtape.com/api/v1/gamma?sym=SPX"

import os, requests

H = {"Authorization": f"Bearer {os.environ['FIRMTAPE_LIVE_KEY']}"}
r = requests.get("https://firmtape.com/api/v1/gamma?sym=SPX", headers=H)
print(r.status_code, r.text[:500])

const r = await fetch("https://firmtape.com/api/v1/gamma?sym=SPX", {
  method: "GET",
  headers: { Authorization: `Bearer ${process.env.FIRMTAPE_LIVE_KEY}` },
});
console.log(r.status, await r.text());

Response

200304400401403

{
  "sym": "SPX",
  "book": "volume",
  "session": "open",
  "as_of": "2026-09-30T14:00:00-04:00",
  "as_of_unix": 1790791200,
  "age_s": 5,
  "day": "2026-09-30",
  "unit": "usd_m_per_point",
  "unit_text": "millions of USD of dealer gamma per 1 index point",
  "strike_step": 5,
  "strikes": [
    6700,
    6705,
    6710
  ],
  "gamma": [
    -5.5,
    1.25,
    9.75
  ]
}

(no body)

{
  "error": {
    "code": "missing_sym",
    "message": "No sym was given."
  }
}

{
  "error": {
    "code": "no_key",
    "message": "No key was sent (Orders: no key, or one that is unknown or revoked)."
  }
}

{
  "error": {
    "code": "live_required",
    "message": "The key is real; its account holds no active LIVE plan."
  }
}

Headers

ETag: "3f9a0c6e21d4b7a8e5f10c2d4b7a8e5f"
X-RateLimit-Limit: 120
X-RateLimit-Remaining: 117

Measurements of dealer positioning, never a forecast or a trade call. This page is built from FirmTape's public contract, the same files the OpenAPI document is built from; the tests hold them against the route code. Markdown: /docs/developers/live/gamma.md.