Returns the current gamma regime classification for the specified symbol, along with regime strength, gamma index, CDEX, amplification factor, and realized volatility estimate.
Parameters
Name
Type
Required
Description
symbol
string
Required
Underlying symbol. One of: SPX, SPY, QQQ, IWM, NDX, RUT.
Response
regimestringCurrent regime classification: "positive_gamma", "negative_gamma", or "neutral"
strengthnumberRegime strength from 0.0 (barely classified) to 1.0 (extreme). Values above 0.7 indicate a strong, established regime.
gamma_indexnumberNormalized gamma index from -1.0 to +1.0. Positive indicates long gamma, negative indicates short gamma.
cdexnumberComposite dealer exposure metric combining multiple dimensions of positioning
amplification_factornumberMultiplier indicating how much dealer hedging amplifies or dampens price moves
realized_vol_estimatenumberEstimated annualized realized volatility based on current dealer positioning
Note
Declining strength combined with a high amplification_factor is an early warning that the regime is about to change. Monitor the gamma flip level relative to current price for confirmation.
curl -X GET "https://api.gexengine.com/v1/regime/SPX" \
-H "X-API-Key: YOUR_API_KEY"