Historical dataset · SPX options
SPX GEX levels, full history
Every intraday SPX gamma-exposure snapshot GEXBOT published from 4 December 2022 to 15 June 2026: spot, net GEX by open interest and by volume, the zero-gamma level and the major gamma strikes. One clean file in CSV and Parquet.
Data derived from GEXBOT charts, used with permission.
Free sample
March 2026: 4,285 rows with exactly the columns of the full file. No sign-up.
Data dictionary
One row per published snapshot. Times are UTC, ISO-8601 with milliseconds. Price levels are SPX index points; GEX totals are USD billions as GEXBOT publishes them.
| Column | Type | Meaning |
|---|---|---|
timestamp_utc | timestamp | When GEXBOT published the snapshot. Unique and increasing. |
updated_utc | timestamp | GEXBOT's own "Updated" time for the calculation (converted from New York time). Usually seconds before timestamp_utc. |
spot | float | SPX spot price used for the calculation. |
gex_by_oi_bn | float, USD bn | Net gamma exposure from open interest. Positive = net positive gamma. |
gex_by_volume_bn | float, USD bn | Net gamma exposure from the session's traded volume. |
zero_gamma | float | Zero-gamma ("gamma flip") level. Empty where GEXBOT published 0. |
major_pos_gamma | float | Strike with the largest positive gamma. Filled Dec 2022 – 4 Mar 2025 (text rows). |
major_neg_gamma | float | Strike with the largest negative gamma. Filled on text rows. |
major_pos_oi | float | Largest positive gamma level by open interest. Filled 5 Mar 2025 – Jun 2026 (table rows). |
major_neg_oi | float | Largest negative gamma level by open interest. table rows. |
major_pos_vol | float | Largest positive gamma level by volume. table rows; empty before there is volume. |
major_neg_vol | float | Largest negative gamma level by volume. table rows; empty before there is volume. |
source_format | text / table | Which GEXBOT message layout the row came from; it decides which major_* columns are filled. |
flag | empty / text | gex_scale_anomaly on 648 rows (18–30 Sep 2024) where GEXBOT's GEX totals are about 1,000× their usual size. Kept as published. |
Coverage and known gaps
- About 195 snapshots per trading day (every ~2 minutes, 09:30–16:00 New York); about 78 per day (every ~5 minutes) from mid-September 2024 to February 2025.
- No snapshots on 5–6 Dec 2022, 17 Sep 2024, 18 Feb 2025 and 25 Feb 2025.
- 2,922 exact repeats (the same levels posted again) were removed; nothing was filled, rescaled or interpolated.
- Chart images and Discord links are not included. The README in the download lists every cleaning step.
How delivery works
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- You land on your download page with a private link that works for 24 hours.
- We e-mail you the download page too. If a link expires, open the page again for a fresh one (up to 5 links per order).
- Stripe e-mails your receipt.
Licence in short
For your own personal or internal business research. Do not resell, share or publish the files; charts and results you make from them are fine. No refunds once the file has been downloaded, except where the law requires one. Full wording in the terms.