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Gamma Exposure (GEX) Profile
Options-derived gamma exposure from Deribit for BTC and ETH
Category
States
Point-in-time snapshots
Granularity
~30 second snapshots
Format
Apache Parquet
Snappy compression, Hive-partitioned
Nodes
1 (EU-Central)
Frankfurt — low-latency to HyperLiquid & Ethereum
About This Dataset
Gamma exposure profiles computed from Deribit options data. Shows dealer hedging pressure zones, gamma flip levels, implied volatility index, and put/call ratios. BTC and ETH only.
Partitions
asset:
btc, ethSchema
| Column | Type | Description |
|---|---|---|
time_chain | timestamp | Snapshot timestamp (UTC) |
time_local | timestamp | Ingestion timestamp (UTC) |
asset | string | Asset (btc or eth) |
gex | float64 | Net dealer gamma exposure (USD) |
gamma_flip | float64 | Gamma flip price level |
iv_index | float64 | Implied volatility index |
put_call_ratio | float64 | Put/call ratio by volume |
Use Cases
- Identify gamma flip levels for support/resistance
- Detect dealer hedging flows that amplify or dampen moves
- Track implied volatility trends for options trading
- Analyze put/call sentiment shifts
R2 Path
s3://algotick-data-lake/states/gex_profile/asset={asset}/year=YYYY/month=MM/day=DD/node={node}/data.parquet
Replace
YYYY, MM, DD with the target date.
Data is collected from node=eu-central.
Query with DuckDB
import duckdb df = duckdb.sql(""" SELECT * FROM read_parquet( 's3://algotick-data-lake/states/gex_profile/asset=btc/year=2026/month=04/day=20/node=eu-central/data.parquet' ) LIMIT 100 """).df() print(f"Rows: {len(df)}, Columns: {list(df.columns)}")
Download via API
import requests resp = requests.get( "https://algotick.dev/v2/history/raw?dataset=gex&coin=BTC&date=2026-04-20", stream=True, ) with open("gamma-exposure.parquet", "wb") as f: for chunk in resp.iter_content(8192): f.write(chunk) # Then query locally import duckdb df = duckdb.sql("SELECT * FROM 'gamma-exposure.parquet' LIMIT 100").df() print(df)
Related
Related signals: Volatility Squeeze
Related datasets: Perpetual Funding Rates HLP Perpetual Trades
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