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GET
Option Trades

Authorizations

Authorization
string
header
required

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

Query Parameters

limit
integer
default:50

How many items to return. Default: 50. Max: 500. Min: 1.

Required range: 1 <= x <= 500
Example:

10

ticker_symbol
string

A comma separated list of tickers. To exclude certain tickers prefix the first ticker with a -.

Example:

"AAPL,INTC"

option_contracts[]
string[]

Option contracts to include.

An option contract in the OSI format.

Example:
chain[]
string[]

Alias for option_contracts[].

An option contract in the OSI format.

Example:
strike
string

The strike price of an option contract.

Example:

"150.0"

type
enum<string>

The option type to filter by if specified.

Available options:
call,
Call,
put,
Put
newer_than
string

The unix time in milliseconds or seconds at which no older results will be returned. Can be used with older_than to paginate by time. Also accepts an ISO date or RFC 3339 datetime (example: 2024-01-25).

Example:

"1_715_083_417"

older_than
string

The unix time in milliseconds or seconds at which no newer results will be returned. Can be used with newer_than to paginate by time. Also accepts an ISO date or RFC 3339 datetime (example: 2024-01-25).

Example:

"1_715_083_417"

order
enum<string>

Order the trades by premium or size instead of execution time. Without it, the newest trades come first.

Available options:
premium,
size
Example:

"premium"

order_direction
enum<string>

Direction of order. desc, the default, returns the largest trades first and asc the smallest first. It has no effect without order.

Available options:
asc,
desc
Example:

"desc"

query
string

Query language expression combined with the other filters using and. Use it to compare fields with each other and to filter on calculations, such as strike > spot. Get the supported fields, operators and functions from /api/alerts/query/grammar?target=option_trade. An expression that does not parse, or that uses prev_iv, iv_change, ticker_vol or ticker_vol_mult, returns HTTP 400.

Example:

"where premium > 100k and strike > spot"

canceled
boolean

Whether the option trade was canceled.

Example:

false

is_multi_leg
boolean

Boolean flag whether the transaction is a multi-leg transaction.

Example:

true

volume_greater_oi
boolean

Only include contracts where the volume is greater than the open interest.

Example:

true

exclude_deep_itm
boolean

Exclude deep in-the-money contracts.

Example:

true

force_15_min_delay
boolean

Only return trades that are at least 15 minutes old.

Example:

true

hide_expired
boolean

Exclude expired option contracts.

Example:

true

include_agg_trades
boolean

Whether to roll up related option transactions executed at the same time into a single transaction in the response. This allows filters to apply to their combined premium and size. For example, if one $25,000 order is reported as ten $2,500 transactions, it will only match min_premium=20000 when include_agg_trades=true.

Example:

true

intraday_only
boolean

Only return trades from the current trading day.

Example:

true

is_otm
boolean

Filter out-of-the-money or in-the-money trades.

Example:

true

opening
boolean

Filter opening or non-opening transactions.

Example:

true

opex_only
boolean

Filter contracts by whether they expire on monthly OpEx Friday.

Example:

true

size_greater_oi
boolean

Filter by whether trade size exceeds open interest.

Example:

true

exchanges[]
enum<string>[]

Options exchanges to include.

Available options:
AMXO,
ARCO,
BATO,
C2OX,
EDGO,
EMLD,
GMNI,
MCRY,
MPRL,
XBOX,
XBXO,
XCBO,
XISX,
XMIO,
XNDQ,
XPHO,
MXOP,
SPHR,
MXTO,
IEXO
Example:
excluded_tags[]
enum<string>[]

Exclude trades containing any of these tags.

Available options:
ask_side,
bid_side,
mid_side,
no_side,
china,
volatility,
dividend,
index,
arbitrage
Example:
expiry_dates[]
string[]

An array of 1 or more expiry dates.

A single expiry date in ISO date format.

Example:
industries[]
string[]

An array of one or more industries.

Example:
issue_types[]
enum<string>[]

An array of 1 or more issue types.

A singular issue type.

Available options:
Common Stock,
ETF,
Index,
ADR
Example:
marketcap_size[]
enum<string>[]

An array of one or more market capitalization size categories.

A market capitalization size category.

Available options:
micro,
small,
mid,
large,
big
Example:
report_flag[]
enum<string>[]

Trade report flags to include.

Available options:
opening,
closing,
reopening,
cross_trade,
extended_hours,
intermarket_sweep,
trade_through_exempt,
odd_lot,
official_price_report,
futures_floor,
summary,
printable,
normal
Example:
sectors[]
enum<string>[]

An array of 1 or more sectors.

A singular sector.

Available options:
Basic Materials,
Communication Services,
Consumer Cyclical,
Consumer Defensive,
Energy,
Financial Services,
Healthcare,
Industrials,
Real Estate,
Technology,
Utilities
Example:
tags[]
enum<string>[]

Include trades containing any of these tags.

Available options:
ask_side,
bid_side,
mid_side,
no_side,
china,
volatility,
dividend,
index,
arbitrage
Example:
trade_codes[]
enum<string>[]

OPRA trade code of the executed transaction.

Available options:
mlet,
mlat,
mlct,
mlft,
mesl,
masl,
mfsl,
cbmo,
tlet,
tlct,
tlft,
tesl,
tasl,
tfsl,
tlat,
auto,
isoi,
late,
mctp,
open,
opnl,
oseq,
reop,
slai,
slan,
slci,
slcn,
slft
Example:
min_ask_perc
number

The minimum ask percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1.

Required range: 0 <= x <= 1
Example:

0.25

max_ask_perc
number

The maximum ask percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1.

Required range: 0 <= x <= 1
Example:

0.75

min_bear_perc
number

The minimum bear percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1.

Required range: 0 <= x <= 1
Example:

0.5

max_bear_perc
number

The maximum bear percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1.

Required range: 0 <= x <= 1
Example:

0.9

min_bid_perc
number

The minimum bid percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1.

Required range: 0 <= x <= 1
Example:

0.25

max_bid_perc
number

The maximum bid percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1.

Required range: 0 <= x <= 1
Example:

0.75

min_bull_perc
number

The minimum bull percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1.

Required range: 0 <= x <= 1
Example:

0.5

max_bull_perc
number

The maximum bull percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1.

Required range: 0 <= x <= 1
Example:

0.9

min_skew
number

The minimum skew. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1.

Required range: 0 <= x <= 1
Example:

0.3

max_skew
number

The maximum skew. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1.

Required range: 0 <= x <= 1
Example:

0.7

min_days_between_expiry_and_earnings
integer

Minimum value of (contract_expiry_date - underlying_next_earnings_date) in days. Negative = contract expires BEFORE earnings; zero = same day; positive = AFTER earnings. Use together with max_days_between_expiry_and_earnings to target a window around the next earnings announcement. Examples: to exclude contracts that expire after the next earnings, set max_days_between_expiry_and_earnings=-1. To target contracts that expire the same week as (and after) earnings, set min_days_between_expiry_and_earnings=1&max_days_between_expiry_and_earnings=6. Contracts whose underlying has no known next earnings date are excluded whenever this filter is used.

Example:

1

max_days_between_expiry_and_earnings
integer

Maximum value of (contract_expiry_date - underlying_next_earnings_date) in days. Negative = contract expires BEFORE earnings; zero = same day; positive = AFTER earnings. Use together with min_days_between_expiry_and_earnings to target a window around the next earnings announcement. Examples: to exclude contracts that expire after the next earnings, set max_days_between_expiry_and_earnings=-1. To target contracts that expire the same week as (and after) earnings, set min_days_between_expiry_and_earnings=1&max_days_between_expiry_and_earnings=6. Contracts whose underlying has no known next earnings date are excluded whenever this filter is used.

Example:

6

min_dte
integer

The minimum days to expiry. Min: 0.

Required range: x >= 0
Example:

1

max_dte
integer

The maximum days to expiry. Min: 0.

Required range: x >= 0
Example:

3

min_earnings_dte
integer

The minimum days until the next earnings report.

Example:

5

max_earnings_dte
integer

The maximum days until the next earnings report.

Example:

30

min_open_interest
integer

The minimum open interest. Min: 0.

Required range: x >= 0
Example:

10000

max_open_interest
integer

The maximum open interest. Min: 0.

Required range: x >= 0
Example:

35000

min_volume
integer

The minimum volume on the option contract. Min: 0.

Required range: x >= 0
Example:

12300

max_volume
integer

The maximum volume on the option contract. Min: 0.

Required range: x >= 0
Example:

55600

min_size
integer<int64>

Minimum trade size in contracts.

Example:

100

max_size
integer<int64>

Maximum trade size in contracts.

Example:

100

min_delta
string

Minimum option delta.

Example:

"abs(0.5)"

max_delta
string

Maximum option delta.

Example:

"abs(0.5)"

min_gamma
string

Minimum option gamma.

Example:

"abs(0.05)"

max_gamma
string

Maximum option gamma.

Example:

"abs(0.05)"

min_iv
string

Minimum implied volatility as a decimal.

Example:

"0.5"

max_iv
string

Maximum implied volatility as a decimal.

Example:

"0.5"

min_theta
string

Minimum option theta.

Example:

"abs(0.1)"

max_theta
string

Maximum option theta.

Example:

"abs(0.1)"

min_diff
string

The minimum OTM diff of a contract. Given a strike price of 120 and an underlying price of 98 the diff for a call option would equal to: (120 - 98) / 98 = 0.2245

The diff for a put option would equal to: -1 * (120 - 98) / 98 = -0.2245.

Example:

0.53

max_diff
string

The maximum OTM diff of a contract. Given a strike price of 120 and an underlying price of 98 the diff for a call option would equal to: (120 - 98) / 98 = 0.2245

The diff for a put option would equal to: -1 * (120 - 98) / 98 = -0.2245.

Example:

1.34

min_marketcap
number

The minimum marketcap. Min: 0.

Required range: x >= 0
Example:

1000000

max_marketcap
number

The maximum marketcap. Min: 0.

Required range: x >= 0
Example:

250000000

min_strike
number

The minimum strike. Min: 0.

Required range: x >= 0
Example:

120.5

max_strike
number

The maximum strike. Min: 0.

Required range: x >= 0
Example:

1200

min_vol_oi_ratio
number

The minimum ratio of contract volume to contract open interest. If the open interest of a contract is zero, then this ratio is evaluated as if the open interest of the contract was one (to avoid divide by zero errors). For example, if you set this ratio to 10, then a contract with zero open interest and 7 volume will NOT be included in your results.

Required range: x >= 0
Example:

0.32

max_vol_oi_ratio
number

The maximum ratio of contract volume to contract open interest. If the open interest of a contract is zero, then this ratio is evaluated as if the open interest of the contract was one (to avoid divide by zero errors). For example, if you set this ratio to 50, then a contract with zero open interest and 75 volume will NOT be included in your results.

Required range: x >= 0
Example:

1.58

min_premium
string

Minimum trade premium in dollars.

Example:

"25000"

max_premium
string

Maximum trade premium in dollars.

Example:

"25000"

min_price
string

Minimum option trade price.

Example:

"5.25"

max_price
string

Maximum option trade price.

Example:

"5.25"

min_spread
string

Minimum bid-ask spread percentage.

Example:

"0.1"

max_spread
string

Maximum bid-ask spread percentage.

Example:

"0.1"

min_underlying_price
string

Minimum underlying price at execution.

Example:

"195.50"

max_underlying_price
string

Maximum underlying price at execution.

Example:

"195.50"

min_ticker_open_int
integer<int64>

Minimum open interest of every option contract on the underlying, calls plus puts, on that trading day.

Example:

100000

max_ticker_open_int
integer<int64>

Maximum open interest of every option contract on the underlying, calls plus puts, on that trading day.

Example:

100000

min_ticker_avg_7_day_volume
integer<int64>

Minimum average daily option volume of the underlying over the previous 7 trading days, calls plus puts, rounded down to whole contracts.

Example:

20000

max_ticker_avg_7_day_volume
integer<int64>

Maximum average daily option volume of the underlying over the previous 7 trading days, calls plus puts, rounded down to whole contracts.

Example:

20000

min_ticker_avg_30_day_volume
integer<int64>

Minimum average daily option volume of the underlying over the previous 30 trading days, calls plus puts, rounded down to whole contracts.

Example:

20000

max_ticker_avg_30_day_volume
integer<int64>

Maximum average daily option volume of the underlying over the previous 30 trading days, calls plus puts, rounded down to whole contracts.

Example:

20000

min_size_ticker_oi_ratio
string

Minimum trade size in contracts divided by the underlying's total open interest (0.02 = 2%).

Example:

"0.02"

max_size_ticker_oi_ratio
string

Maximum trade size in contracts divided by the underlying's total open interest (0.02 = 2%).

Example:

"0.02"

min_volume_ticker_oi_ratio
string

Minimum contract volume divided by the underlying's total open interest (0.02 = 2%).

Example:

"0.02"

max_volume_ticker_oi_ratio
string

Maximum contract volume divided by the underlying's total open interest (0.02 = 2%).

Example:

"0.02"

min_volume_avg_7_day_volume_ratio
string

Minimum contract volume divided by the underlying's average daily option volume over the previous 7 trading days.

Example:

"0.5"

max_volume_avg_7_day_volume_ratio
string

Maximum contract volume divided by the underlying's average daily option volume over the previous 7 trading days.

Example:

"0.5"

min_volume_avg_30_day_volume_ratio
string

Minimum contract volume divided by the underlying's average daily option volume over the previous 30 trading days.

Example:

"0.5"

max_volume_avg_30_day_volume_ratio
string

Maximum contract volume divided by the underlying's average daily option volume over the previous 30 trading days.

Example:

"0.5"

min_size_avg_7_day_volume_ratio
string

Minimum trade size in contracts divided by the underlying's average daily option volume over the previous 7 trading days.

Example:

"0.1"

max_size_avg_7_day_volume_ratio
string

Maximum trade size in contracts divided by the underlying's average daily option volume over the previous 7 trading days.

Example:

"0.1"

min_size_avg_30_day_volume_ratio
string

Minimum trade size in contracts divided by the underlying's average daily option volume over the previous 30 trading days.

Example:

"0.1"

max_size_avg_30_day_volume_ratio
string

Maximum trade size in contracts divided by the underlying's average daily option volume over the previous 30 trading days.

Example:

"0.1"

Response

data
Option Trade · object[]