Interval Map

Overview

Interval Map returns Greek-weighted exposure for one ticker, bucketed over time. Each bucket is a nested grid: expiration date -> strike (dollars) -> contract type (CALL / PUT) -> exposure aggregate. Use it to watch how positioning shifts across the chain as the session unfolds.

curl -X POST https://api.quantdata.us/v1/options/tool/interval-map \
  -H "Authorization: Bearer <YOUR_API_KEY>" \
  -H "Content-Type: application/json" \
  -d '{
    "sessionDate": "2026-05-13",
    "greekMode": "DELTA",
    "filter": { "ticker": "AAPL" }
  }'

Required: ticker and greekMode

filter.ticker and greekMode are both required.

• greekMode selects which Greek drives the exposure value. One of CHARM, DELTA, GAMMA, VANNA.
• filter.ticker is the single ticker to chart. Interval Map does not accept filterExpression.
• Optional filters narrow the grid: expirationDate, minStrikePrice, maxStrikePrice.

Multi-day range with strike band

{
  "greekMode": "GAMMA",
  "timeRange": {
    "startTime": "2026-05-12T13:30:00Z",
    "endTime": "2026-05-14T20:00:00Z"
  },
  "aggregationPeriod": "30m",
  "filter": {
    "ticker": "AAPL",
    "expirationDate": "2026-05-16",
    "minStrikePrice": 210.0,
    "maxStrikePrice": 230.0
  }
}

Selecting the time window

Interval Map accepts sessionDate, timeRange, or neither. The two are mutually exclusive; if both are omitted, the most recent trading session is used. aggregationPeriod sets the bucket size and defaults to a span-appropriate value (see Conventions for the resolution table).

Response shape

datais an object keyed by each bucket's start time (Unix epoch milliseconds). The entries are ordered by timestamp in ascending order. Inside each bucket, the nested object walks expiration date -> strike (dollars) -> contract type -> exposure aggregate.

{
  "data": {
    "1747137600000": {
      "2026-05-16": {
        "215.0": { "CALL": 184201, "PUT": -92410 },
        "220.0": { "CALL": 221340, "PUT": -110205 }
      },
      "2026-05-23": {
        "220.0": { "CALL": 88010, "PUT": -41200 }
      }
    },
    "1747139400000": {
      "2026-05-16": {
        "220.0": { "CALL": 240118, "PUT": -118400 }
      }
    }
  }
}

The leaf value sign convention follows the requested Greek: long calls and short puts contribute positive DELTA exposure; short calls and long puts contribute negative. Cells with no exposure are omitted entirely.

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