API & Structured Data

Everything on the Dashboard as structured JSON: net/call/put Gamma Exposure, squeeze levels, realized vs. implied volatility, flow data, and risk metrics for BTC or ETH options on Deribit.

• metrics.netGamma / callGamma / putGamma — Aggregate dealer Gamma Exposure, split by call and put side.
• metrics.bias, metrics.putCallRatio — Directional bias classification and put/call ratio.
• squeezeLevels.support / resistance / breakout — Price levels where dealer hedging is expected to accelerate or dampen moves.
• volatilityData.realizedVol / impliedVol / volPremium — Realized vs. implied volatility and the premium between them.
• flowData.callFlow / putFlow / cpRatio — Recent option flow by side.
• riskMetrics.deltaHedging / squeezeRisk / pinRisk — Composite risk flags used on the Dashboard.

{
  "@type": "Dataset",
  "asset": "BTC",
  "source": "Deribit",
  "generatedAt": "2026-08-11T09:00:00.000Z",
  "metrics": { "netGamma": -12450000, "bias": "negative", "putCallRatio": 0.87 },
  "squeezeLevels": { "currentPrice": 61200, "support": 59500, "resistance": 63000 },
  "volatilityData": { "realizedVol": 0.42, "impliedVol": 0.51, "volPremium": 0.09 },
  "riskMetrics": { "deltaHedging": "elevated", "squeezeRisk": "moderate", "pinRisk": "low" }
}

Requires Authorization: Bearer <token> (free, see above). Open CORS, cached server-side. /api/public/snapshot?asset=BTC

Everything on the Skew Analysis panel: 25-delta skew by expiry, the full term-structure matrix, historical percentile ranks, sentiment/anomaly classification, and the multi-expiry skew time series.

• skew.putSkew / callSkew / historicalAverage — 25-delta put/call skew and its historical average.
• skew25ByExpiry — Skew Delta 25 (put IV − call IV) for each listed expiry.
• termStructure — Implied volatility matrix across expiries — contango vs. backwardation.
• percentiles.thirtyDay / ninetyDay / oneYear — Where current skew sits vs. its own history.
• sentiment.marketSentiment, sentiment.fearLevel — Rule-based read on current positioning.
• anomaly.detected, anomaly.message — Flag and explanation when skew deviates sharply from its moving average.
• multiExpiry — Put/call skew time series bucketed by expiry (7D/14D/30D).

{
  "@type": "Dataset",
  "asset": "BTC",
  "source": "Deribit",
  "generatedAt": "2026-08-15T09:00:00.000Z",
  "skew": { "putSkew": -5.8, "callSkew": 1.9, "historicalAverage": -4.2 },
  "sentiment": { "marketSentiment": "bearish", "fearLevel": "elevated" },
  "percentiles": { "thirtyDay": 72, "ninetyDay": 61, "oneYear": 55 },
  "anomaly": { "detected": false, "message": "" },
  "skew25ByExpiry": [{ "expiry": "7D", "skew25": -3.2 }, { "expiry": "30D", "skew25": -2.1 }]
}

Requires Authorization: Bearer <token> (free, see above). Open CORS, cached server-side. /api/public/skew?asset=BTC

The Ravagli (2024) surface parameters and the derived trading signal shown on Vol Lab: implied vol-of-vol, spot-vol correlation, skew risk premium, its z-score, and the resulting BUY_SKEW / SELL_SKEW / WAIT call, plus daily Vanna PnL attribution.

• surfaces[]. atm_iv, rr, fly — ATM implied vol, risk reversal, and butterfly for the constant-maturity 25-delta surface, per day.
• surfaces[].nu_imp, rho_imp — Implied vol-of-vol (ν) and spot-vol correlation (ρ) calibrated from that day’s surface.
• surfaces[].nu_R, rho_R, skew_rp — That day’s rolling-window realized counterparts and SkewRP.
• realized.nu_R, realized.rho_R — Latest rolling realized vol-of-vol and spot-vol correlation.
• summary.avg_skew_rp, summary.skew_rp_z — Recent-window average SkewRP and its rolling z-score — the basis for the signal.
• summary.signal — BUY_SKEW / SELL_SKEW / WAIT, matching what the Vol Lab page displays.
• summary.hedge_n — Suggested hedge ratio N, when defined.
• vannaAttribution[] — Daily Vanna Excess heatmap: realized covariance vs. breakeven term.

{
  "@type": "Dataset",
  "asset": "BTC",
  "expiry": "2026-09-25",
  "tauDays": 30,
  "realized": { "nu_R": 1.12, "rho_R": 0.14 },
  "summary": {
    "avg_rr": -1.4, "avg_fly": 0.6,
    "avg_skew_rp": 0.021, "avg_vvol_rp": -0.08,
    "skew_rp_z": -1.34, "signal": "SELL_SKEW", "hedge_n": 0.42
  }
}

Requires Authorization: Bearer <token> (free, see above). Open CORS, cached server-side. /api/public/vol-lab?asset=BTC

Is the CryptoGamma API free to use?

Yes. Every endpoint, including the GEX Dashboard snapshot, is free — there is no paid tier yet. Sign in with Google on this page to generate a token, no payment or credit card involved. It is rate-limited by caching (15-minute server-side refresh) rather than a hard per-token quota.

Do I need an API key?

Yes, every request to /api/public/* needs an Authorization: Bearer <token> header. Get one free by clicking Login in the navbar, signing in with Google, and generating a token on this page — no separate application or approval step.

Can an AI agent use this data directly?

Yes, once it holds a token. Endpoints return plain JSON with Access-Control-Allow-Origin: * so a token can be used from a browser-based agent or a server-side bot. A human still has to complete the one-time Google sign-in to mint that token; agents cannot self-register.

What is the difference between the Dashboard page and the snapshot API?

The Dashboard page (/dashboard) is the human-facing chart and table view, styled for browsers, no token needed. /api/public/snapshot returns the same underlying metrics as structured JSON, gated by your API token — built specifically for scripts, bots, and AI agents to parse directly.