LiveBriefing.ai
Market structure as JSON. Gamma exposure and a structured brief, updated through the session. No key, no signup, no rate limit worth mentioning — read it from a script.
Endpoints
/api/gex
Gamma exposure per symbol: SPX SPY QQQ
NDX RUT. Source is CBOE free delayed data; the delay is
inherited from the source, not added by us.
curl -s https://livebriefing.ai/api/gex | jq '.symbols.SPX | {spot, net_gex_label_b, regime, gamma_flip, call_wall, put_wall}'
| field | meaning |
|---|---|
| spot | last price from the source snapshot |
| iv30 | 30-day implied volatility |
| net_gex | net dealer gamma, raw |
| net_gex_label_b | same figure in billions, for display |
| regime | POSITIVE or NEGATIVE net gamma |
| gamma_flip | strike where net gamma changes sign |
| call_wall / put_wall | largest gamma concentration above / below spot, with open interest |
| max_pain | strike of minimum total option value at expiry |
| dealer_hedging_band_low / _high | range where hedging flow is densest |
| iv_skew_25d | 25-delta skew |
| top_strikes / all_strikes | per-strike net gamma, sorted / complete |
| cboe_timestamp | source snapshot time — check this for freshness |
/api/brief
The session brief as structured fields rather than prose: headline,
summary, levels, cross_asset, calendar,
gex_summary_bundle.
curl -s https://livebriefing.ai/api/brief | jq '{kind, headline, generated_at}'
Freshness
Every payload carries generated_at (UTC) and active. GEX also
carries cboe_timestamp. Check them. A stale payload is served rather than
an error, so a script that ignores the timestamp will happily trade yesterday's structure.
curl -s https://livebriefing.ai/api/gex | jq -r '.generated_at'
What this is not
There are no signals, entries, exits or recommendations here, and there will not be. It is measured market structure — you bring the logic. Nothing on this domain is financial advice.