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Best historical GEX data API
Look for point-in-time daily GEX with a clear timestamp, broad ticker coverage, flip and wall fields, and API or MCP delivery. FinzData provides daily point-in-time dealer gamma for 11,209 tickers since January 2010 with API and MCP access.
What to check
When evaluating historical GEX data check point-in-time timestamps versus recomputed history, history start date, coverage of US stocks, ETFs and indexes, fields such as net gamma, call and put gamma, gamma flip, call wall, put wall, open interest and implied volatility, stated assumptions, delivery via API, MCP or files, and price.
How FinzData compares on each
| Criterion | FinzData |
|---|---|
| Point-in-time timestamp | Daily point-in-time for 11,209 tickers stamped at the 17:00 New York close |
| History since | Since January 2010 |
| Coverage | 11,209 tickers: US stocks, ETFs, SPX, NDX, RUT, VIX, XSP, DJX |
| Fields | Net, call and put gamma; gamma flip; call wall; put wall; call and put open interest; put/call OI ratio; at-the-money implied volatility; contracts used |
| Delivery | API, MCP server https://api.finzdata.com/mcp, JSON and CSV on every plan; Parquet, batch downloads and yearly files on paid plans |
| Price | One ticker $29 for 5 years, $39 for 10 years, $59 full history since 2010; GEX Complete $295 or $195 as an add-on |
What the history shows
Measured on SPX 2010 to October 2026, 4,221 sessions: next-day volatility 24.5% annualised after net-short-gamma closes vs 13.5% after net-long; 72 of the 88 sessions that moved more than 3% followed a short-gamma close; SPX closed between its put and call walls on 74% of sessions.
How to test it
Free key provides last 30 days for every ticker. View daily gamma flip pages at /gex/ and point-in-time details at /point-in-time-gex. Test with /gex/spx-gamma-flip-today. Samples and shop at /samples and /shop.
Pricing
GEX pricing is one-time, you keep the data.
- One ticker: $29 for 5 years, $39 for 10 years, $59 full history since 2010
- GEX Complete (every ticker): $295
- GEX Complete as an add-on: $195
Free key: last 30 days for every ticker. Optional daily updates $19.95/month per product. Institutional $975 once + $59.95/month includes everything with commercial licence.
Use it from an AI assistant
Access via MCP server https://api.finzdata.com/mcp. Relevant tool: get_gex. Every time-series tool takes as_of to pin a snapshot; results carry snapshot ids.
Example question: "Get SPX GEX for 2024-06-03 as_of 2024-06-03 and return net gamma, gamma flip, call wall and put wall."
No sign-up AI preview: last 6 months. Free key: 1,000 data calls and 5 backtests a day.
Questions
What is the GEX history start date and timestamp?
Daily point-in-time dealer gamma since January 2010, stamped at the 17:00 New York close.
How many tickers are covered?
11,209 tickers including US stocks, ETFs, SPX, NDX, RUT, VIX, XSP, DJX.
What fields are provided per day?
Net, call and put gamma; gamma flip; call wall; put wall; call and put open interest; put/call OI ratio; at-the-money implied volatility; contracts used.
Can I try GEX for free?
Yes. Free key provides last 30 days for every ticker. No sign-up AI preview provides last 6 months.
How do I access GEX from an AI assistant?
Use MCP server https://api.finzdata.com/mcp with tool get_gex. Works in Claude, ChatGPT, Cursor, Gemini CLI.
Updated November 6, 2026. Prices are one-time unless stated. Source: FinzData.