What is the gamma profile API used for?

It maps gamma exposure across a price curve and returns zero-gamma level, environment classification, and market implication context.

How can algo traders use gamma profile output?

Use zero-gamma distance and regime state to adjust volatility assumptions, position sizing, and mean-reversion versus trend logic.

Which fields matter most for strategy filters?

Focus on zero_gamma_level, gamma_environment, distance_to_zero_gamma_pct, and current_spot_gex for regime-aware filters.

API Use Case

Gamma Profile API for Algo Trading

Add zero-gamma context to your strategy engine. Use regime state and gamma-curve structure to adapt entries, exits, and volatility expectations.

Endpoint:

GET https://thetavantage.com/api/v1/gamma-profile?symbol=SPY&api_key=tvk_YOUR_KEY

Key Fields for Strategy Logic

zero_gamma_level for directional pivot context.
gamma_environment to classify positive/negative regime behavior.
distance_to_zero_gamma_pct for proximity-based sizing rules.
profile curve for custom feature engineering.

Example Regime Filter

if gamma_environment == "Negative GEX":
    reduce_size(0.7)
    widen_stops()
elif gamma_environment == "Positive GEX":
    favor_mean_reversion_entries()

View Full API Reference Pair with Key Levels API