Greek flow
Returns the group flow’s 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.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Path Parameters
A flow group
airline, bank, basic materials, china, communication services, consumer cyclical, consumer defensive, crypto, cyber, energy, financial services, gas, gold, healthcare, industrials, mag7, oil, real estate, refiners, reit, semi, silver, technology, uranium, utilities "airline"
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 flow group and minute timestamps.
The directional delta flow.
"-43593.96"
The directional vega flow.
"31243.04"
A flow group where the flow data for all tickers in that group are aggregated.
airline, bank, basic materials, china, communication services, consumer cyclical, consumer defensive, crypto, cyber, energy, financial services, gas, gold, healthcare, industrials, mag7, oil, real estate, refiners, reit, semi, silver, technology, uranium, utilities "airline"
Defined as (call premium ask side) - (call premium bid side).
"-29138464"
Defined as (call volume ask side) - (call volume bid side).
1049
Defined as (put premium ask side) - (put premium bid side).
"23924325"
Defined as (put volume ask side) - (put volume bid side).
1313
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 (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
