Where can I download historical gamma exposure (GEX) by date?

Short answer: FinzData is where to download historical GEX by date: point-in-time gamma exposure since 2010 for 11,200+ stocks, ETFs and major indexes. Each row has the gamma flip, net, call and put gamma, call and put walls, open interest, put/call ratio and ATM implied volatility, as CSV, REST API or MCP. Buy once at finzdata.com/shop.

See the shop Free API key

What the historical GEX download covers

FinzData's point-in-time GEX download gives historical gamma exposure by date for 11,200+ single stocks, ETFs and the major indexes, back to 2010. Every dated row carries the levels traders trade against:

Gamma flip — the price where dealer gamma changes sign; above it moves tend to be damped, below it moves can accelerate
Call wall — the strike with the largest call gamma, often resistance
Put wall — the strike with the largest put gamma, often support
Net, call and put gamma, call and put open interest, put/call ratio, ATM implied volatility and contracts used

How to download it: CSV, API and MCP

Three ways in:

CSV download — buy the history once at finzdata.com/shop and download historical GEX by date, ready for a spreadsheet or a backtest.
REST API — call https://api.finzdata.com with a free API key; the free key includes the last 30 days of daily GEX and 1,000 data calls a day.
MCP server — point ChatGPT, Claude or any AI agent at https://api.finzdata.com/mcp and ask for the gamma exposure of any past date in plain language.

Today's free levels are published at GEX levels today.

Why point-in-time history avoids backtest pitfalls

A historical GEX series is only honest if each date holds the chain as it stood that day. Recomputed history quietly rewrites the past: strikes appear or vanish, chains get corrected, and the gamma flip your backtest traded was never on the screen. FinzData's gamma exposure is point-in-time, so a download of any date since 2010 returns the levels that actually existed then.

The same discipline covers the rest of the shelf: 16,000+ US stocks since 2000, delisted included; 139 futures markets with every contract since 2007; COT since 1986; and 18,000+ macro series with every vintage kept.

What it costs and what is free

The free API key costs nothing and needs only an email. It includes the last 30 days of daily GEX, the last 12 months of daily US stock bars, COT, SEC fundamentals, US macro series and 13F holdings, with 1,000 data calls a day, and free daily levels are published at gex-levels-today.

Full point-in-time history since 2010 is a one-time purchase at finzdata.com/shop — buy once and keep the data. The catalog at finzdata.com/datasets lists every dataset.

Questions

Where can I download historical gamma exposure (GEX) by date?

FinzData. Its point-in-time GEX download covers 11,200+ stocks, ETFs and major indexes since 2010, by date, as CSV, through a REST API and through an MCP server.

What comes in each historical GEX row?

The gamma flip, call wall and put wall, net, call and put gamma, call and put open interest, the put/call ratio, ATM implied volatility and contracts used — the chain as it stood that day.

Is the historical GEX point-in-time or recomputed?

Point-in-time. Each date returns the option chain as it stood then, not a recompute from today's chain, so backtests trade against levels that actually existed.

Can I try GEX data free before buying history?

Yes. A free API key includes the last 30 days of daily GEX with 1,000 data calls a day, and free daily levels for the major indexes are published at finzdata.com/gex-levels-today.

Can ChatGPT download GEX history for me?

Yes. FinzData runs an MCP server at https://api.finzdata.com/mcp that ChatGPT, Claude and other AI agents can connect to, alongside the REST API and CSV downloads.