How to Get SPX 0-DTE Expected Move Data via API

Pull Alphanume's daily SPX 0-DTE strike band into your trading workflow instead of recomputing the expected move by hand.

If you trade same-day SPX options, you want the expected range as data, not as a spreadsheet you rebuild every morning. The Alphanume S&P 500 0-DTE Strike Band endpoint gives you a model-derived lower and upper strike each trading day, published at 10:30 AM ET.

The endpoint

GET https://api.alphanume.com/v1/spx-0dte-strike-band

This is a Pro endpoint. Authenticate with ?api_key=alp_your_key or an X-API-Key header. A free-tier key returns 403 PRO_TIER_REQUIRED.

Get today's band

import requests

r = requests.get(
    "https://api.alphanume.com/v1/spx-0dte-strike-band",
    params={"api_key": "alp_your_key"},
)
band = r.json()["data"][0]
print(band["date"], band["lower_strike"], band["upper_strike"])

From there, picking strikes is mechanical. Sell the iron condor wings outside lower_strike and upper_strike, or center a spread using the midpoint of the band as your reference.

Study containment over history

Use date range filters to pull a window of past bands and test how often SPX closed inside the predicted range:

GET https://api.alphanume.com/v1/spx-0dte-strike-band?date_gte=2026-04-01&date_lte=2026-04-30&api_key=alp_your_key

Join each day's band to the realized SPX close and you have a containment-probability study: the share of sessions where price stayed inside the band, and how far it broke out when it did not. That number is the backbone of any premium-selling 0-DTE strategy.

Access and limits

The dataset is Pro-only, with a 600 requests per minute rate limit and HTTP 429 on overage. Dates always use the YYYY-MM-DD format. Read the API documentation for the full field list, or explore it on Alphanume to preview recent bands.

From band to position

The endpoint is deliberately minimal: a lower strike, an upper strike, the instrument, and the date. That is all you need to mechanize strike selection. Sell condor wings outside the band, center a spread on its midpoint, or scale your structure's width to the band's width as it changes day to day.

The same data underpins the research that justifies the trade. Pull a window of historical bands, join each to the realized SPX close, and the share of sessions that stayed inside the band is your containment probability. That single number, computed on consistent point-in-time data, is the backbone of any systematic 0-DTE premium-selling program.

Frequently asked questions

What is the 0-DTE expected move endpoint?

GET https://api.alphanume.com/v1/spx-0dte-strike-band. It is a Pro endpoint; authenticate with ?api_key=alp_your_key or an X-API-Key header.

How do I turn the band into strikes?

Read lower_strike and upper_strike from the latest row. Sell condor wings outside that range, or center a spread on the midpoint of the band.

What happens with a free key?

A free-tier key returns 403 PRO_TIER_REQUIRED on this endpoint. You will need a Pro key, which also raises the rate limit to 600 requests per minute.

Can I backtest 0-DTE premium selling with it?

Yes. Pull a date range of past bands and join each to the realized SPX close. The share of days price stayed inside the band is the core input for a premium-selling study.

When is the band available each day?

It is published at 10:30 AM ET, point-in-time, so the band you read in the morning is the one you would have traded on.