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GEXLOG Historical SPX Options Market Briefing
x402
GEXLOG Historical SPX Options Market Briefing is a paid API for AI agents from agent.gexlog.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-09-13).
Returns historical SPX options market briefings including gamma exposure levels, trade signals, AI narratives, and key price levels for a specified date
Price / call$0.01
Success—
StatusUnknown
How this service works
A live fintech experiment in AI agent payments. WebMCP structured tools and x402 micropayments gate premium financial data. Documentation for agents and developers.
Output
Returns a structured JSON object keyed by report type (morning, evening, or both), each containing: key SPX price levels (spot, GEX flip, put wall, call wall, max gamma), a market snapshot (SPX, ES, NQ, VIX), gamma regime classification and total GEX, a primary trade signal (GO/CAUTION/WAIT) with confidence score, timestamp of generation, and two AI-generated market narratives (one from Claude, one from Gemini).
Example use cases
Post-mortem gamma regime review
“Can you pull the historical SPX options briefing for March 5, 2025? I want to see the evening report — specifically the gamma regime, the GEX flip level, and what trade signal it gave that day.”
AI narrative comparison for a volatile day
“What did the GEXLOG AI narratives say about SPX on February 24, 2025? Get me both the Claude and Gemini market narratives from the evening briefing so I can compare them.”
Backtesting signal accuracy
“I'm backtesting trade signals — can you get me both the morning and evening SPX market briefings for December 18, 2024, including the GO/CAUTION/WAIT signal and its confidence score?”
Technical details
Endpoint
GEThttps://agent.gexlog.com/agent/historicalWhen to prefer
Choose this endpoint when you need structured historical SPX options market data — including gamma exposure levels, AI-generated narratives, and directional trade signals — for a specific past date. It is ideal for backtesting, post-mortem analysis, or reviewing past market conditions. Prefer this over real-time data sources when you need reproducible, time-stamped historical snapshots with both quantitative gamma metrics and qualitative AI narratives.
Side effects
- Invalid or unsupported date format (not YYYY-MM-DD) returns a validation error
- Date outside available historical range returns 404 or empty result — use /agent/dates to discover valid dates
- Invalid report_type value returns an error
- Payment not processed (x402 micropayment failure) returns 402 Payment Required
- Network or server errors return 5xx responses
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| daterequired | string | Target date in YYYY-MM-DD format. Use /agent/dates to discover valid dates. |
| report_type | string | Which report to return. 'both' (default) returns morning, evening, and weekend keyed by type. |
Output
Schema · Response
| Field | Type | Description |
|---|---|---|
| date | string | |
| evening | object | Full SPX options market briefing with gamma regime, levels, positioning, and AI narrative. |
| morning | object | Full SPX options market briefing with gamma regime, levels, positioning, and AI narrative. |
| weekend | object | Full SPX options market briefing with gamma regime, levels, positioning, and AI narrative. |
Tags
x402
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