# quantedTrader API

> GEX, DEX, VEX and CEX (gamma, delta, vanna, charm exposure) by strike, walls, zero gamma and the gamma flip, implied and realized volatility, options flow, quantedFlow signals (contracts trading above their open interest), a whole-market screener and minute-by-minute history for 5,000+ US stocks & ETFs, over REST and MCP. $79/month, 50,000 requests per day.

Numbers are open-interest based and match the quantedOptions website. Every value is precomputed each minute and served as stored. Times are US/Eastern; the daily quota resets at 00:00 UTC.

## Docs

- [API reference](https://www.quantedoptions.com/trader-api/docs): quickstart, auth and limits, every endpoint with live examples, MCP setup
- [OpenAPI 3.1 spec](https://www.quantedoptions.com/trader-api/openapi.json): every REST endpoint and parameter
- [Full text for agents](https://www.quantedoptions.com/llms-full.txt): endpoints, MCP tools, resources, methodology and field definitions in one file

## MCP

- Server: https://api.quantedoptions.com/v1/mcp (streamable HTTP). Send your key in the X-API-Key header; claude.ai and ChatGPT connect with a quantedOptions sign-in (OAuth) instead.
- Every tool answers with short readable text (ending with “Data as of HH:MM ET, lag N min”) and the same numbers as structured JSON (MCP structuredContent), described by the tool’s outputSchema.
- Tools: get_levels, get_0dte, get_hedge_flow, get_exposure_by_expiry, get_oi_changes, get_exposure_profile, get_vol_snapshot, get_flow, get_session_story, compare_symbols, scan_universe, get_sector_summary, get_history, find_symbols, get_quantedflow, get_flow_signals, get_flow_premium, get_term_structure, get_bulk_snapshot, get_vol_surface, get_account
- Resources: quantedoptions://docs/fields, quantedoptions://docs/methodology, quantedoptions://docs/limits, quantedoptions://coverage
- Prompts: morning_gamma_brief, negative_gamma_near_flip, high_iv_rank_screen, unusual_flow_today, symbol_deep_dive, what_changed_since_open, compare_watchlist, sector_overview

## REST

- Base URL: https://api.quantedoptions.com. Auth: X-API-Key header (or Authorization: Bearer). Errors: {"error": "..."}; 429 and 503 carry Retry-After.
- GET /v1/ticker/{symbol}/levels: Key levels at a minute: call and put walls (largest positive / most negative net GEX strike, either side of spot), gamma walls (call-only /…
- GET /v1/ticker/{symbol}/exposure-buckets: GEX, DEX, VEX and CEX with call / put open interest by expiry bucket (0dte, 1-7d, 8-30d, 31-90d, 91d+: calendar days from the session date…
- GET /v1/ticker/{symbol}/oi-changes: Open interest now vs the previous session’s close: call / put totals and changes, the strikes with the largest builds and unwinds (every…
- GET /v1/ticker/{symbol}/exposures: GEX, DEX, VEX or CEX (gamma, delta, vanna, charm exposure) by strike (calls, puts, net), every minute
- GET /v1/ticker/{symbol}/surface: Implied volatility surface: IV by strike and expiry, skew and term structure
- GET /v1/ticker/{symbol}/iv-rank: IV rank and IV percentile with the ATM implied volatility they are computed from
- GET /v1/ticker/{symbol}/flow: Options flow: premium and volume by side, unusual prints, call/put balance through the session
- GET /v1/ticker/{symbol}/timeline: Minute-by-minute series for the session: spot, net GEX, net DEX and session call / put premium (fields ts, spot, gex, dex, call_prem…
- GET /v1/ticker/{symbol}/signals: quantedFlow for one symbol: the contracts trading above their open interest (at least 500 contracts) at the latest scan, their premium by…
- GET /v1/flow/signals: The quantedFlow Flow Signals board across all names: 50 contracts, at most 2 per ticker, index names excluded, ranked by volume / open…
- GET /v1/flow/premium: Names ranked by quantedFlow premium: today, the last 5 sessions, or the dollars traded in the last hour
- GET /v1/screen: Screen every covered symbol from a snapshot refreshed every minute: net GEX, distance to zero gamma, walls and the largest node, IV, IV…
- GET /v1/screen/sectors: The same snapshot summarised by sector (ETFs and indexes as their own buckets): names, total and median net GEX, share of names in negative…
- GET /v1/ticker/{symbol}/term-structure: Per expiry: ATM IV, the 1-sigma expected move and range, and the 25-delta risk reversal, skew and butterfly; the shape (iv7 vs iv30); wings…
- GET /v1/ticker/{symbol}/history: One row per session (its last capture at or before 16:00 ET; market holidays are not sessions): spot, net GEX and DEX, zero gamma, walls…
- GET /v1/ticker/bulk: Levels, exposures, vol, flow or quantedFlow signals for up to 50 symbols in one call, with a result or an error per symbol
- GET /v1/ticker/search: Find covered symbols by ticker, company name or sector; each match has symbol, name, sector, sector_label and type
- GET /v1/ticker/universe: Every covered symbol (5,000+ US stocks & ETFs); with detail=true, its name, type (stock, adr, etf, etn, fund or index; null when unknown)…
- GET /v1/status: Service status, read from the reference symbol SPY: the latest session, its last published minute, lag and the history stored
- GET /v1/ticker/status: The same service status (reference SPY), plus when the screener snapshot was last built
- GET /v1/ticker/{symbol}/status: One symbol’s freshness: its latest session, last published minute, lag in minutes and the sessions stored