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GET
Daily Market Report

Authorizations

Authorization
string
header
required

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

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"

limit
integer

Max rows per section (default 25, max 100).

Response

A curated daily market report: the biggest up-moves in volatility and biggest moves in skew over the liquid options universe (liquidity- and outlier-adjusted via the anomaly universe), the top net-premium flow, the market tide, and the day's catalysts. One call for the whole digest.

catalysts
object

The day's high-signal catalysts — macro (econ/FOMC/CPI, market/OPEX) first, then FDA decisions, then optionable ≥$1B earnings ranked by expected move (blended with size), plus guidance, investor days, splits, IPOs and halts. Each entry carries an impact string (earnings expected move ±X%, FDA decision, econ forecast). Low-signal ex-dividends and analyst notes are excluded.

date
string

An ISO date.

Example:

"2024-01-09T00:00:00.000Z"

flow
object

Top net-premium tickers for the day: bullish and bearish.

skew
string[]

Biggest skew moves — the same universe ranked by the 25-delta risk-reversal component.

stock_movers
string[]

Stocks with the biggest volume spike vs their 30-day average, liquidity-filtered.

tide
object

Market-wide net premium (market tide) for the day.

unusual_options
string[]

The day's biggest unusual option contracts (the Hottest Chains unusual preset: volume>OI, OTM, ask-side, premium≥$10k).

vol
object

Biggest volatility moves: richest (IV expensive / vol elevated) and cheapest (vol crushed), ranked by the anomaly score, each row carrying the full component fields (iv_percentile, skew_percentile, vrp_z, vov_percentile, regime_score).

Last modified on September 29, 2026