Net Flow Expiry
Returns net premium flow by tide_type category, moneyness category, and expiration category, allowing you to create chart variations like https://unusualwhales.com/zero-dte:

About the query parameters:
-
tide_type: For example, settingtide_typeto “equity_only” will filter out ETFs and indexes, leaving only net premium from single-name equities. -
moneyness: For example, settingmoneynessto “otm” will filter out any contract that was not out of the money (“OTM”) at the time of the transaction, leaving only net premium from contracts that were OTM at the time of the transaction. -
expiration: For example, settingexpirationto “zero_dte” will filter out any contract not expiring this session, leaving only net premium from contracts expiring at 4PM eastern time today.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Query Parameters
Market date to get data for (defaults to last market day) 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"
Moneyness filter (defaults to 'all') Moneyness filter to apply (can specify multiple)
Filter results by moneyness (all, itm, otm, atm)
all, itm, otm, atm Tide type filter (defaults to 'all') Tide type filter to apply (can specify multiple)
Filter results by tide type (all, equity_only, etf_only, index_only)
all, equity_only, etf_only, index_only Expiration filter (defaults to ['weekly', 'zero_dte']) Expiration type filter to apply (can specify multiple)
Filter results by expiration type (weekly, zero_dte)
weekly, zero_dte Response
Net Flow Expiry Response
Response containing net flow data groups filtered by expiry, moneyness, and tide type
Array of net flow data groups
Date of the data
"2023-01-15T00:00:00.000Z"
Expiration filters applied
Moneyness filters applied
Tide type filters applied
