Endpoints/v1/cex/{symbol}

/v1/cex/{symbol}

Charm exposure by strike

GET/v1/cex/{symbol}

Returns charm exposure computed across all active option strikes for the specified symbol. Charm measures the time decay of dealer delta -- the hedging flow generated purely by the passage of time. This can create time-sensitive end-of-day and expiration flow pressure.

Parameters

Path Parameters

Name	Type	Required	Description
symbol	string	Required	Underlying symbol. One of: SPX, SPY, QQQ, IWM, NDX, RUT.

Response

The response data object contains:

strikesnumber[]Array of strike prices with non-zero charm exposure, sorted ascending

cex_per_strikenumber[]Charm exposure in dollars at each corresponding strike

total_cexnumberNet charm exposure summed across all strikes

spot_pricenumberCurrent spot price of the underlying

Note

Charm exposure is most significant near expiration and during the last 90 minutes of the trading day. Use the /v1/charm/{symbol}/schedule endpoint for a time-bucketed view of charm decay windows.

/v1/cex/{symbol}

Charm exposure by strike

GET/v1/cex/{symbol}

Name

Type

Required

Description

symbol

string

Required

Underlying symbol. One of: SPX, SPY, QQQ, IWM, NDX, RUT.

Response

The response data object contains:

strikesnumber[]Array of strike prices with non-zero charm exposure, sorted ascending

cex_per_strikenumber[]Charm exposure in dollars at each corresponding strike

total_cexnumberNet charm exposure summed across all strikes

spot_pricenumberCurrent spot price of the underlying

Note

Charm exposure is most significant near expiration and during the last 90 minutes of the trading day. Use the /v1/charm/{symbol}/schedule endpoint for a time-bucketed view of charm decay windows.

/v1/cex/{symbol}

Parameters

Path Parameters

Response

Preparing market intelligence.

/v1/cex/{symbol}

Parameters

Path Parameters

Response