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GET
Greek flow by expiry

Authorizations

Authorization
string
header
required

Bearer authentication header of the form Bearer <token>, where <token> is your auth token.

Path Parameters

flow_group
enum<string>
required

A flow group

Available options:
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
Example:

"airline"

expiry
string
required

A single expiry date in ISO date format.

Example:

"2024-02-02T00:00:00.000Z"

Query Parameters

date
string

A trading date in the format of YYYY-MM-DD. This is optional and by default the last trading date.

Example:

"2024-01-18T00:00:00.000Z"

Response

Greek flow by flow group, minute timestamps, and expiry date.

dir_delta_flow
string

The directional delta flow.

Example:

"-43593.96"

dir_vega_flow
string

The directional vega flow.

Example:

"31243.04"

expiry
string

The contract expiry date in ISO format.

Example:

"2023-12-22T00:00:00.000Z"

flow_group
enum<string>

A flow group where the flow data for all tickers in that group are aggregated.

Available options:
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
Example:

"airline"

net_call_premium
string

Defined as (call premium ask side) - (call premium bid side).

Example:

"-29138464"

net_call_volume
integer

Defined as (call volume ask side) - (call volume bid side).

Example:

1049

net_put_premium
string

Defined as (put premium ask side) - (put premium bid side).

Example:

"23924325"

net_put_volume
integer

Defined as (put volume ask side) - (put volume bid side).

Example:

1313

otm_dir_delta_flow
string

The directional delta flow of out-of-the-money options.

Example:

"14947.51"

otm_dir_vega_flow
string

The directional vega flow of out-of-the-money options.

Example:

"11421.03"

otm_total_delta_flow
string

The total delta flow of out-of-the-money options.

Example:

"-28564.02"

otm_total_vega_flow
string

The total vega flow of out-of-the-money options.

Example:

"101745.64"

timestamp
string<date-time>

The (start of minute) timestamp of the data.

Example:

"2024-10-28T18:46:00.000Z"

total_delta_flow
string

The total delta flow.

Example:

"-21257.36"

total_vega_flow
string

The total vega flow.

Example:

"350944.58"

transactions
integer

The amount of transactions.

Example:

1188

volume
integer

The total options volume.

Example:

12348

Last modified on September 29, 2026