Greek flow
Returns the tickers greek flow (delta & vega flow) for the given market day broken down per minute. Date must be the current or a past date. If no date is given, returns data for the current/last market day.
For real time streaming of the same data, subscribe to the greek_flow:{TICKER} websocket channel, see https://api.unusualwhales.com/docs/websocket/greek-flow.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Path Parameters
A single ticker
"AAPL"
Query Parameters
A trading date in the format of YYYY-MM-DD. This is optional and by default the last trading date.
"2024-01-18T00:00:00.000Z"
Response
Greek flow by ticker and minute timestamps.
The directional delta flow.
"-43593.96"
The directional vega flow.
"31243.04"
The directional delta flow of out-of-the-money options.
"14947.51"
The directional vega flow of out-of-the-money options.
"11421.03"
The total delta flow of out-of-the-money options.
"-28564.02"
The total vega flow of out-of-the-money options.
"101745.64"
The stock ticker.
"AAPL"
The (start of minute) timestamp of the data.
"2024-10-28T18:46:00.000Z"
The total delta flow.
"-21257.36"
The total vega flow.
"350944.58"
The amount of transactions.
1188
The total options volume.
12348
