> ## Documentation Index > Fetch the complete documentation index at: https://api.unusualwhales.com/docs/llms.txt > Use this file to discover all available pages before exploring further. > ## Agent Instructions > API requests use the base URL https://api.unusualwhales.com and require a bearer token in the `Authorization` header (`Authorization: Bearer `). Create and manage API tokens at https://unusualwhales.com/dashboard/api. > For live market data inside an AI tool, use the Unusual Whales MCP server at https://unusualwhales.com/public-api/mcp. > Instructions for agents using Unusual Whales tools: https://unusualwhales.com/skill.md # Option Trades > Filter the full option trades tape. This endpoint returns the same data and supports the same filter params as on the unusualwhales website [https://unusualwhales.com/live-options-flow](https://unusualwhales.com/live-options-flow). This endpoint only returns data for the latest trading day. To retrieve historical option trades, use the `/api/option-trades/full-tape/:date` endpoint to download the full market file for a trading day. List parameters may be supplied using repeated bracket notation, for example `tags[]=ask_side&tags[]=bid_side`. Unix timestamps may be supplied in seconds or milliseconds. Pagination uses the `older_than` and `newer_than` cursors, which accept Unix seconds, Unix milliseconds or ISO 8601 values. `page` and `offset` are not supported. `limit` defaults to 50 and has a maximum of 500. A cursor earlier than the latest trading day returns HTTP 400. Use `/api/option-trades/full-tape/{date}` for older history. The side-volume fields (`ask_vol`, `bid_vol`, `mid_vol` and `no_side_vol`) sum to `volume`. `multi_vol` and `stock_multi_vol` are overlapping subsets of `volume`, not separate amounts to subtract. On this REST endpoint, `executed_at`, `nbbo_bid_time` and `nbbo_ask_time` are ISO 8601 timestamps in UTC. On the WebSocket [`option_trades`](https://api.unusualwhales.com/docs/websocket/option-trades) channel, the same fields are Unix epoch timestamps in milliseconds. ## OpenAPI ````yaml /openapi.yaml get /api/option-trades openapi: 3.0.0 info: description: > For API Support or any questions email: support@unusualwhales.com Documentation for the official [UnusualWhales](https://unusualwhales.com) api ## Startup Tier Building a product on our data? Get started immediately with our self-serve Startup tier at $750/mo — 500 req/min, 80K daily requests, 90-day lookback, and commercial use included. Annual plan available at $7,500/yr (2 months free) with 1,000 req/min and 10 concurrent requests for market-open bursts. [Start building →](https://unusualwhales.com/checkout?plan=enterprise_startup&interval=monthly) Need Kafka streaming? Our Startup + Kafka tier at $3,000/mo adds real-time Kafka cluster access. Annual plan available at $30,000/yr (2 months free) with the same 1,000 req/min burst allowance. [Start building →](https://unusualwhales.com/checkout?plan=enterprise_startup_kafka&interval=monthly) ## Enterprise/Professional Subscribers For custom enterprise pricing, redistribution licenses, or bespoke solutions, email [oskar@unusualwhales.com, enterprise@unusualwhales.com or nastja.petrovic@unusualwhales.com](mailto:oskar@unusualwhales.com?cc=enterprise@unusualwhales.com,nastja.petrovic@unusualwhales.com). ## Changelog # 2026.09.28 - The websocket documentation moved to [https://api.unusualwhales.com/docs/websocket](https://api.unusualwhales.com/docs/websocket), with one page per channel. REST endpoints that serve the same data as a websocket channel link to that channel's page. # 2026.09.21 - Added a new websocket channel [`stock_screener`](https://api.unusualwhales.com/docs/websocket/stock-screener). It streams the latest stock screener row of every ticker and is the live counterpart of [`/screener/stocks`](https://api.unusualwhales.com/docs/operations/PublicApi.ScreenerController.stock_screener). # 2026.09.12 - Added a new websocket channel [`ta_1d_live:{TICKER}`](https://api.unusualwhales.com/docs/websocket/technical-analysis-indicators). The channel streams technical-analysis indicator values (moving averages, RSI, MACD, Bollinger bands, ADX, Aroon, ATR, CCI, MFI, OBV, stochastics and Williams %R) computed on daily candles for one ticker. During regular trading hours it resends the day that is still forming as the price moves, so the newest message for a `date` replaces the ones before it. An indicator reads as `null` until enough daily history exists to compute it. The `1d` in the name is the candle interval and `live` means the values track the open session. # 2026.09.04 - Added new websocket channels [`quotes` and `quotes:{TICKER}`](https://api.unusualwhales.com/docs/websocket/stock-quotes). They stream the live best bid and ask - for every ticker at once, or for a single ticker - and are the live counterpart of [`/stock/:ticker/quote`](https://api.unusualwhales.com/docs/operations/PublicApi.StockQuoteController.show). # 2026.09.01 - Added a global [`greeks`](https://api.unusualwhales.com/docs/websocket/greeks) websocket channel. It streams the same per-contract option greeks as `greeks:`, but for every underlying at once. This is a high volume firehose - prefer the per-ticker channel unless you need the full tape. # 2026.08.30 - MCP now advertises build guidance: `instructions` on initialize; builder prompts `build_dashboard_app`, `build_confluence_alert`, `build_trading_bot`, `build_data_stream`, `start_from_example`, and `setup_api_project`; tools `get_build_recipe` and `get_api_examples` (scripts from [https://github.com/unusual-whales/api-examples](https://github.com/unusual-whales/api-examples)); and `resources/list` / `resources/templates/list` / `resources/read` for playbooks and example files. # 2026.08.28 - Added a new websocket channel [`risk_reversal_skew`](https://api.unusualwhales.com/docs/websocket/risk-reversal-skew). The channel streams live 25- and 10-delta risk reversal skew (put implied volatility minus call implied volatility) per expiry across every ticker, the live counterpart of [`/stock/:ticker/historical-risk-reversal-skew`](https://api.unusualwhales.com/docs/operations/PublicApi.TickerController.historical_risk_reversal_skew). The channel is global only; there is no per-ticker variant. # 2026.08.22 - Updated [`/stock/:ticker/gex-levels`](https://api.unusualwhales.com/docs/operations/PublicApi.TickerController.gex_levels) to derive its levels from directionalized volume instead of a cumulative total over the static open-interest snapshot. - Added `date`, `time`, `source`, and `nearby_flips` to the [`/stock/:ticker/gex-levels`](https://api.unusualwhales.com/docs/operations/PublicApi.TickerController.gex_levels) response. `nearby_flips` lists the five zero-gamma crossings nearest spot, ordered by distance from it. `time` is when the underlying exposure snapshot was calculated. # 2026.08.21 - Added new websocket channels [`interpolated_iv` and `interpolated_iv:TICKER`](https://api.unusualwhales.com/docs/websocket/interpolated-iv). The channels stream interpolated implied volatility and expected moves at fixed horizons (1-365 trading days), the live counterpart of [`/stock/:ticker/interpolated-iv`](https://api.unusualwhales.com/docs/operations/PublicApi.TickerController.interpolated_iv). - Added new websocket channels [`iv_term_structure` and `iv_term_structure:TICKER`](https://api.unusualwhales.com/docs/websocket/iv-term-structure). The channels stream ATM implied volatility and expected moves per real option expiry — the raw entries behind `interpolated_iv` — the live counterpart of [`/stock/:ticker/volatility/term-structure`](https://api.unusualwhales.com/docs/operations/PublicApi.TickerController.implied_volatility_term_structure). # 2026.04.30 Added a new advanced-tier endpoint group. All routes below require API Advanced, Enterprise Startup, Enterprise Startup + Kafka, or Enterprise tier. ### Company fundamentals - Added [`/companies/:ticker/profile`](https://api.unusualwhales.com/docs/operations/PublicApi.CompaniesController.profile) for sector, industry, market cap, P/E, EPS, dividend yield, analyst targets, 52-week range, moving averages, and the full analyst rating breakdown. - Added [`/companies/:ticker/dividends`](https://api.unusualwhales.com/docs/operations/PublicApi.CompaniesController.dividends) for historical dividend events. - Added [`/companies/:ticker/splits`](https://api.unusualwhales.com/docs/operations/PublicApi.CompaniesController.splits) for historical stock-split events. - Added [`/companies/:ticker/earnings-estimates`](https://api.unusualwhales.com/docs/operations/PublicApi.CompaniesController.earnings_estimates) for forward analyst earnings and revenue estimates by quarter and year. - Added [`/companies/:ticker/transcripts/:quarter`](https://api.unusualwhales.com/docs/operations/PublicApi.CompaniesController.transcript) for earnings-call transcripts with speakers, statements, and per-statement sentiment. - Added [`/companies/listings`](https://api.unusualwhales.com/docs/operations/PublicApi.IntelController.listings) for the master list of US-traded securities (active or delisted). ### Macro - Added [`/commodities/:name`](https://api.unusualwhales.com/docs/operations/PublicApi.CommoditiesController.show) for long-running price series across WTI, Brent, natural gas, copper, aluminum, wheat, corn, cotton, sugar, coffee, and the global commodities index. - Added [`/economy/:indicator`](https://api.unusualwhales.com/docs/operations/PublicApi.EconomyController.show) for US economic indicator series (GDP, GDP per capita, treasury yield, fed funds rate, CPI, inflation, retail sales, durables, unemployment, payrolls). ### Forex - Added [`/forex/rate`](https://api.unusualwhales.com/docs/operations/PublicApi.ForexController.rate) for live FX spot rates with bid and ask. - Added [`/forex/intraday`](https://api.unusualwhales.com/docs/operations/PublicApi.ForexController.intraday) for 1min through 60min FX OHLC bars. - Added [`/forex/history`](https://api.unusualwhales.com/docs/operations/PublicApi.ForexController.history) for daily, weekly, and monthly FX OHLC bars. ### Digital currencies - Added [`/digital-currencies/intraday`](https://api.unusualwhales.com/docs/operations/PublicApi.DigitalCurrenciesController.intraday) for intraday OHLC bars priced against a fiat market. - Added [`/digital-currencies/history`](https://api.unusualwhales.com/docs/operations/PublicApi.DigitalCurrenciesController.history) for daily, weekly, and monthly OHLC bars. ### Market intel and analytics - Added [`/market/movers`](https://api.unusualwhales.com/docs/operations/PublicApi.IntelController.movers) for pre-ranked top gainers, top losers, and most actively traded US tickers. - Added [`/calendar/ipo`](https://api.unusualwhales.com/docs/operations/PublicApi.IntelController.ipo_calendar) for upcoming IPOs over the next 3 months. - Added [`/analytics/window`](https://api.unusualwhales.com/docs/operations/PublicApi.IntelController.analytics_window) for fixed-window statistical analytics across baskets of tickers (mean, stddev, correlation, drawdown, autocorrelation, covariance, and more). - Added [`/analytics/sliding`](https://api.unusualwhales.com/docs/operations/PublicApi.IntelController.analytics_sliding) for sliding-window statistical analytics. ### Congressional unusual trades (scope `unusual-trades`) - Added [`/congress/unusual-trades`](https://api.unusualwhales.com/docs/operations/PublicApi.UnusualTradesController.recent) for unusual congressional trades filtered by reason tag (committee_conflict, first_person_to_trade, low_marketcap, unusual_industry, unusually_large_trade, fec_donation_conflict). - Added [`/congress/unusual-trades/by-tickers`](https://api.unusualwhales.com/docs/operations/PublicApi.UnusualTradesController.by_tickers) with ticker, transaction type, date range, and politician filters. - Added [`/congress/unusual-trades/chart-data`](https://api.unusualwhales.com/docs/operations/PublicApi.UnusualTradesController.chart_data) returning trade points with SPY benchmark closes. - Added [`/congress/unusual-trades/stats`](https://api.unusualwhales.com/docs/operations/PublicApi.UnusualTradesController.stats) for aggregate overview statistics. ### Private markets (scope `private-markets`) - Added [`/private-markets/companies`](https://api.unusualwhales.com/docs/operations/PublicApi.PrivateMarketsController.companies) for the full Nasdaq Private Markets company list with sector and name filters. - Added [`/private-markets/companies/:npm_ticker`](https://api.unusualwhales.com/docs/operations/PublicApi.PrivateMarketsController.company_profile) for the company profile with latest price, total funding, and investor count. - Added [`/private-markets/companies/:npm_ticker/funding`](https://api.unusualwhales.com/docs/operations/PublicApi.PrivateMarketsController.funding) for funding round history. - Added [`/private-markets/companies/:npm_ticker/investors`](https://api.unusualwhales.com/docs/operations/PublicApi.PrivateMarketsController.investors) for disclosed investors. - Added [`/private-markets/companies/:npm_ticker/management`](https://api.unusualwhales.com/docs/operations/PublicApi.PrivateMarketsController.management) for disclosed leadership. - Added [`/private-markets/companies/:npm_ticker/pricing`](https://api.unusualwhales.com/docs/operations/PublicApi.PrivateMarketsController.pricing) for historical implied per-share pricing. - Added [`/private-markets/investors`](https://api.unusualwhales.com/docs/operations/PublicApi.PrivateMarketsController.top_investors) for top investors ranked by distinct company count. - Added [`/private-markets/investors/:name`](https://api.unusualwhales.com/docs/operations/PublicApi.PrivateMarketsController.investor_profile) for an investor's portfolio. - Added [`/private-markets/search`](https://api.unusualwhales.com/docs/operations/PublicApi.PrivateMarketsController.search) for substring search across companies and investors. ### MCP - Added 5 premium MCP catalogs covering the new endpoints: `uw_companies_extras`, `uw_macro`, `uw_forex`, `uw_digital_currencies`, `uw_intel`. Plus `uw_unusual_trades` and `uw_private_markets` for the scope-gated catalogs above. - Premium MCP catalogs and individual premium commands (`uw_stock.ownership`, `uw_flow.full_tape`, `uw_politicians`) are now hidden by default. Operators opt in via `UW_ENABLE_PREMIUM_TOOLS=true` (all on) or `UW_PREMIUM_TOOLS=uw_companies_extras,uw_macro,...` (per-tool allowlist supporting `` or `.` form). # 2026.04.29 - Added MCP tool `get_short_volume_ratio_by_exchange` for [`/shorts/:ticker/volumes-by-exchange`](https://api.unusualwhales.com/docs/operations/PublicApi.ShortController.short_volume_by_exchange) data. - Added MCP tool `get_short_volume_ratio_by_ticker` for [`/shorts/:ticker/volume-and-ratio`](https://api.unusualwhales.com/docs/operations/PublicApi.ShortController.short_volume_and_ratio) data. - Added MCP tool `get_short_screener` for [`/short_screener`](https://api.unusualwhales.com/docs/operations/PublicApi.ShortController.short_screener) - Added MCP tool `get_short_data_by_ticker` for [`/shorts/:ticker/data`](https://api.unusualwhales.com/docs/operations/PublicApi.ShortController.short_data) # 2026.04.14 - Enhanced MCP [`/api/mcp`](https://api.unusualwhales.com/docs) `tools/call` validation to reject unsupported arguments, missing required arguments, and invalid enum values before tool execution. - MCP tool errors now include retry guidance telling clients to inspect `tools/list` `inputSchema` and retry with supported arguments. # 2026.03.02 - Added authenticated MCP endpoint [`/api/mcp`](https://api.unusualwhales.com/docs) to expose existing AI tools to API subscribers using the same `Authorization: Bearer ` flow. - Supports MCP `initialize`, `tools/list`, and `tools/call` methods backed by the existing internal tool registry and execution pipeline. # 2026.01.20 - Updated interest-float endpoint with new version and deprecated old version - [`/shorts/:ticker/interest-float/v2`](https://api.unusualwhales.com/docs#/operations/PublicApi.ShortController.short_interest_and_float_v2) - Added interest-float search screener endpoint - [`/short_screener`](https://api.unusualwhales.com/docs#/operations/PublicApi.ShortController.short_screener) # 2025.09.23 - Added new websocket channels [`lit_trades`](https://api.unusualwhales.com/docs/websocket/lit-trades) and [`off_lit_trades`](https://api.unusualwhales.com/docs/websocket/off-lit-trades) to stream live lit (exchange-based) and off-lit (dark pool) trades respectively. # 2025.09.22 - Added `newer_than` and `older_than` time filtering parameters to [`/alerts`](https://api.unusualwhales.com/docs#/operations/PublicApi.AlertsController.alerts) endpoint with 14-day maximum lookback period for custom alerts queries # 2025.08.20 - Added [`/market/top-net-impact`](https://api.unusualwhales.com/docs#/operations/PublicApi.MarketController.top_net_impact) endpoint to get the top tickers by net premium (split between bullish and bearish). Supports filtering by `issue_types[]`, `date`, and `limit` (default 20, max 100). # 2025.06.18 - Added [`/market/:sector/sector-tide`](https://api.unusualwhales.com/docs#/operations/PublicApi.MarketController.sec_indst) endpoint to get the market tide for a specific sector # 2025.06.02 - Added [`/stock/:ticker/interpolated-iv`](https://api.unusualwhales.com/docs#/operations/PublicApi.TickerController.interpolated_iv) endpoint to get the interpolated iv for various days # 2025.05.29 - Added [`/option-contract/:id/volume-profile`](https://api.unusualwhales.com/docs#/operations/PublicApi.OptionContractController.volume_profile) endpoint to get the volume profile of an option contract (volume by fill price) # 2025.05.23 - Added [`/option-contract/:id/intraday`](https://api.unusualwhales.com/docs#/operations/PublicApi.OptionContractController.intraday) endpoint to get the volume, premium & OHLC for a contract in 1min ticks for a given trading day # 2025.05.07 - Added `prev_close_price` field to [`/stock/:ticker/stock-state`](https://api.unusualwhales.com/docs#/operations/PublicApi.TickerController.last_stock_state) endpoint to provide the previous close price. # 2025.04.30 - Enhanced [`/option-trades/full-tape/{date}`](https://api.unusualwhales.com/docs#/operations/PublicApi.OptionTradeController.full_tape) to allow users with `websocket` scope to access the last two trading days of data # 2025.04.23 - Added [`/net-flow/expiry`](https://api.unusualwhales.com/docs#/operations/PublicApi.NetFlowController.expiry) endpoint to track net premium flow by tide type, moneyness, and expiration categories. This powers charts like those found on the [zero-DTE dashboard](https://unusualwhales.com/zero-dte) # 2025.04.08 - Enhanced [`/market/correlations`](https://api.unusualwhales.com/docs#/operations/PublicApi.MarketController.correlations) endpoint with new date filtering options: `start_date` and `end_date` parameters to specify custom date ranges, complementing the existing `interval` parameter # 2025.03.23 - Updated [`/stock/{ticker}/net-prem-ticks`](https://api.unusualwhales.com/docs#/operations/PublicApi.TickerController.net_prem_ticks) endpoint to include `call_volume`, `put_volume`, `call_volume_bid_side`, `put_volume_bid_side`, `call_volume_ask_side`, `put_volume_ask_side` & `net_delta`. # 2025.03.10 - Added [`/news/headlines`](https://api.unusualwhales.com/docs#/operations/PublicApi.NewsController.headlines) endpoint to access financial news headlines with filtering capabilities - Added Shorts API endpoints: - [`/shorts/:ticker/data`](https://api.unusualwhales.com/docs#/operations/PublicApi.ShortController.short_data) - [`/shorts/:ticker/volumes-by-exchange`](https://api.unusualwhales.com/docs#/operations/PublicApi.ShortController.short_volume_by_exchange) - [`/shorts/:ticker/ftds`](https://api.unusualwhales.com/docs#/operations/PublicApi.ShortController.failures_to_deliver) - [`/shorts/:ticker/interest-float`](https://api.unusualwhales.com/docs#/operations/PublicApi.ShortController.short_interest_and_float) - [`/shorts/:ticker/volume-and-ratio`](https://api.unusualwhales.com/docs#/operations/PublicApi.ShortController.short_volume_and_ratio) # 2025.02.19 - The endpoint [`/stock/:ticker/spot-exposures/:expiry/strike`](https://api.unusualwhales.com/docs#/operations/PublicApi.TickerController.spot_exposures_by_strike_expiry) has been deprecated and been replaced by [`/stock/:ticker/spot-exposures/expiry-strike`](https://api.unusualwhales.com/docs#/operations/PublicApi.TickerController.spot_exposures_by_strike_expiry_v2) To migrate over replace all your `/api/stock/:ticker/spot-exposures/:expiry/strike` calls with `/api/stock/:ticker/spot-exposures/expiry-strike?expirations[]=expiry` # 2025.02.13 - The endpoint `/congress/recent-reports` has been removed as it returns the same data as `/congress/recent-trades`. # 2025.02.05 - Enhanced [`/market/fda-calendar`](https://api.unusualwhales.com/docs#/operations/PublicApi.MarketController.fda_calendar) with better FDA data, additional fields (notes, outcomes, sources), and filtering by company metrics # 2025.02.03 - Updated dark pool/off lit endpoints to allow filtering for size, premium & consolidated volume # 2025.01.22 - Added [`gex_strike_expiry:`](https://api.unusualwhales.com/docs/websocket/gex) channel to the websocket - Added `call_option_symbol` & `put_option_symbol` to [`/stock/{ticker}/greeks`](https://api.unusualwhales.com/docs#/operations/PublicApi.TickerController.greeks) # 2025.01.16 - Added [`/stock/:ticker/spot-exposures/:expiry/strike`](https://api.unusualwhales.com/docs#/operations/PublicApi.TickerController.spot_exposures_by_strike_expiry) # 2024.12.11 - Added [`/alerts/configuration`](https://api.unusualwhales.com/docs#/operations/PublicApi.AlertsController.configs) - Added [`/alerts`](https://api.unusualwhales.com/docs#/operations/PublicApi.AlertsController.alerts) This allows one to grab all the alerts that have been triggerd for any alert that one has configured. With an existing unusualwhales account you can view and configure alerts directly on the [website](https://unusualwhales.com/custom-alerts) # 2024.12.02 - Added [`/stock/:ticker/oi-per-strike`](https://api.unusualwhales.com/docs#/operations/PublicApi.TickerController.oi_per_strike) - Added [`/stock/:ticker/oi-per-expiry`](https://api.unusualwhales.com/docs#/operations/PublicApi.TickerController.oi_per_expiry) # 2024.11.19 - Improved all earnings endpoint # 2024.11.09 - Added `perc_of_total` & `perc_of_share_value` to [`/institution/:name/holdings`](https://api.unusualwhales.com/docs#/operations/PublicApi.InstitutionController.holdings) # 2024.10.30 - Added [`/stock/:ticker/nope`](https://api.unusualwhales.com/docs#/operations/PublicApi.TickerController.nope) # 2024.10.28 - Added [`/group-flow/:flow_group/greek-flow`](https://api.unusualwhales.com/docs#/operations/PublicApi.GroupFlowController.greek_flow) - Added [`/group-flow/:flow_group/greek-flow/:expiry`](https://api.unusualwhales.com/docs#/operations/PublicApi.GroupFlowController.greek_flow_expiry) - Added [`/stock/:ticker/greek-flow`](https://api.unusualwhales.com/docs#/operations/PublicApi.TickerController.greek_flow) - Added [`/stock/:ticker/greek-flow/:epxiry`](https://api.unusualwhales.com/docs#/operations/PublicApi.TickerController.greek_flow_expiry) # 2024.10.16 - Added etf inflow & outflow endpoint [`/etfs/:ticker/in_outflow`](PublicApi.EtfController.in_outflow) # 2024.10.15 - Added institutional latest filings endpoint [`/institution/latest_filings`](PublicApi.InstitutionController.latest_filings) - Added institutional ownership endpoint [`/institution/:ticker/ownership`](PublicApi.InstitutionController.ownership) # 2024.10.14 - Added 2 new fields: `days_of_oi_increases` & `days_of_vol_greater_than_oi` to [`/market/oi-change`](PublicApi.MarketController.oi_change) ``` days_of_oi_increases: The number of consecutive days that the open interest has increased for this contract. If on any day the open interest decreases or does not change the count will reset. days_of_vol_greater_than_oi: The number of consecutive days that the volume has been greater than the open interest for this contract. If on any day the volume is less than or equal to the open interest the count will reset. ```
# 2024.10.10 - Added institutional activity endpoint [`/institution/:name/activity`](PublicApi.InstitutionController.activity) # 2024.10.09 - Added institutional list endpoint [`institutions`](PublicApi.InstitutionController.list) - Added institutional holdings endpoint [`/institution/:name/holdings`](PublicApi.InstitutionController.holdings) - Added institutional sector exposure endpoint [`/institution/:name/sectors`](PublicApi.InstitutionController.sectors) # 2024.08.01 - Added new flow per strike intraday endpoint [`/stock/:ticker/flow-per-strike-intraday`](PublicApi.TickerController.flow_per_strike_intraday) # 2024.07.11 - Added new correlation endpoint [`/market/correlations?tickers=SPY,QQQ,JPM,BAC`](PublicApi.MarketController.correlations) # 2024.05.30 - Added the ability to filter [`/darkpool/:ticker`](PublicApi.DarkPoolController.darkpool_ticker) by timestamps through the two new query parameters `older_than` and `newer_than` # 2024.05.21 - Added directionalized volume fields to [`/stock/:ticker/spot-exposures`](PublicApi.TickerController.spot_exposures_one_minute) and [`/stock/:ticker/spot-exposures/strike`](PublicApi.TickerController.spot_exposures_by_strike) # 2024.05.17 - Added the channels `gex:TICKER` & `gex_strike:TICKER` to the [websocket](https://api.unusualwhales.com/docs/websocket) # 2024.05.07 - Added the ability to filter [`/option-trades/flow-alerts`](PublicApi.OptionTradeController.flow_alerts) by timestamps through the two new query parameters `older_than` and `newer_than` # 2024.05.06 - Added endpoint [`/stock/:ticker/stock-state`](PublicApi.TickerController.last_stock_state) to retrieve the last stock price & volume - Added endpoint [`/stock/:ticker/volatility/realized`](PublicApi.TickerController.realized_volatility) to retrieve a stock's realized volatility # 2024.05.03 - The data returned by /stock/:ticker/option-contracts has been limited to 500 results # 2024.05.02 - Added endpoint [`/market/:ticker/etf-tide`](PublicApi.MarketController.etf_tide) # 2024.05.01 - Added endpoint [`/stock/:ticker/spot-exposures/strike`](PublicApi.TickerController.spot_exposures_by_strike) - Added new channel [`price:TICKER`](https://api.unusualwhales.com/docs/websocket) to the websocket. The channel will push live price updates for the given ticker. # 2024.04.25 - Added endpoint [`/stock/:ticker/greek-exposure/strike`](PublicApi.TickerController.greek_exposure_by_strike) - Added endpoint [`/stock/:ticker/greek-exposure/expiry`](PublicApi.TickerController.greek_exposure_by_expiry) - Added endpoint [`/stock/:ticker/greek-exposure/strike-expiry`](PublicApi.TickerController.greek_exposure_by_strike_expiry) # 2024.03.28 - Fixed field name volatility -> risk_reversal for endpoint [`/stock/:ticker/historical_risk_reversal_skew`](PublicApi.TickerController.historical_risk_reversal_skew) # 2024.03.26 - Added endpoint [`/stock/:ticker/greeks`](PublicApi.TickerController.greeks) - Added endpoint [`/stock/:ticker/historical_risk_reversal_skew`](PublicApi.TickerController.historical_risk_reversal_skew) # 2024.03.23 - BREAKING CHANGE: Previously `/option-contract/:id/flow` would return the data as a json list. This has been now changed so that the endpoint returns the data in the format `{"data": [], "date": "2024-03-22"}`. Secondly, the endpoint will now only return data for a single trading day. # 2024.03.06 - Added endpoint [`/option-trades/flow-alerts`](PublicApi.OptionTradeController.flow_alerts) - Added flow-alerts streaming to the WebSocket. # 2024.03.04 - Added endpoint [`/stock/:ticker/max-pain`](https://api.unusualwhales.com/docs#/operations/PublicApi.TickerController.max_pain) # 2024.02.16 - Added new endpoint section [`Seasonality`](https://api.unusualwhales.com/docs#/operations/PublicApi.SeasonalityController.market_seasonality) with new endpoints: - [`/seasonality/market`](https://api.unusualwhales.com/docs#/operations/PublicApi.SeasonalityController.market_seasonality) - [`/seasonality/:month/performers`](https://api.unusualwhales.com/docs#/operations/PublicApi.SeasonalityController.month_performers) - [`/seasonality/:ticker/monthly`](https://api.unusualwhales.com/docs#/operations/PublicApi.SeasonalityController.monthly) - [`/seasonality/:ticker/year-month`](https://api.unusualwhales.com/docs#/operations/PublicApi.SeasonalityController.year_month) # 2024.02.07 - Added endpoints [`/stock/:ticker/expiry-breakdown`](https://api.unusualwhales.com/docs#/operations/PublicApi.OptionContractController.expiry_breakdown) & [`/stock/:ticker/option-contracts`](https://api.unusualwhales.com/docs#/operations/PublicApi.OptionContractController.option_contracts). These 2 endpoints allow access to the data located here: [https://unusualwhales.com/stock/AAPL/option-chains](https://unusualwhales.com/stock/AAPL/option-chains) title: UnusualWhales Api version: '1.0' servers: - url: https://api.unusualwhales.com variables: {} security: - authorization: [] tags: [] paths: /api/option-trades: get: tags: - option-trade summary: Option Trades description: > Filter the full option trades tape. This endpoint returns the same data and supports the same filter params as on the unusualwhales website [https://unusualwhales.com/live-options-flow](https://unusualwhales.com/live-options-flow). This endpoint only returns data for the latest trading day. To retrieve historical option trades, use the `/api/option-trades/full-tape/:date` endpoint to download the full market file for a trading day. List parameters may be supplied using repeated bracket notation, for example `tags[]=ask_side&tags[]=bid_side`. Unix timestamps may be supplied in seconds or milliseconds. Pagination uses the `older_than` and `newer_than` cursors, which accept Unix seconds, Unix milliseconds or ISO 8601 values. `page` and `offset` are not supported. `limit` defaults to 50 and has a maximum of 500. A cursor earlier than the latest trading day returns HTTP 400. Use `/api/option-trades/full-tape/{date}` for older history. The side-volume fields (`ask_vol`, `bid_vol`, `mid_vol` and `no_side_vol`) sum to `volume`. `multi_vol` and `stock_multi_vol` are overlapping subsets of `volume`, not separate amounts to subtract. On this REST endpoint, `executed_at`, `nbbo_bid_time` and `nbbo_ask_time` are ISO 8601 timestamps in UTC. On the WebSocket [`option_trades`](https://api.unusualwhales.com/docs/websocket/option-trades) channel, the same fields are Unix epoch timestamps in milliseconds. operationId: PublicApi.OptionTradeController.index parameters: - description: '' in: query name: limit required: false schema: $ref: '#/components/schemas/Default_50_Max_500_Min_1' - description: '' in: query name: ticker_symbol required: false schema: $ref: '#/components/schemas/Ticker' - description: '' in: query name: option_contracts[] required: false schema: description: Option contracts to include. example: - AAPL250117C00200000 items: $ref: '#/components/schemas/OptionContract' type: array - description: '' in: query name: chain[] required: false schema: description: Alias for `option_contracts[]`. example: - AAPL250117C00200000 items: $ref: '#/components/schemas/OptionContract' type: array - description: '' in: query name: strike required: false schema: $ref: '#/components/schemas/Strike' - description: '' in: query name: type required: false schema: $ref: '#/components/schemas/OptionType' - description: '' in: query name: newer_than required: false schema: $ref: '#/components/schemas/NewerThan' - description: '' in: query name: older_than required: false schema: $ref: '#/components/schemas/OlderThan' - description: '' in: query name: canceled required: false schema: $ref: '#/components/schemas/Canceled' - description: '' in: query name: is_multi_leg required: false schema: $ref: '#/components/schemas/Flow_Alerts_Is_Multi_Leg' - description: '' in: query name: volume_greater_oi required: false schema: $ref: '#/components/schemas/Volume_Greater_Than_Open_Interest_Contract' - description: '' in: query name: exclude_deep_itm required: false schema: description: Exclude deep in-the-money contracts. example: true type: boolean - description: '' in: query name: force_15_min_delay required: false schema: description: Only return trades that are at least 15 minutes old. example: true type: boolean - description: '' in: query name: hide_expired required: false schema: description: Exclude expired option contracts. example: true type: boolean - description: '' in: query name: include_agg_trades required: false schema: description: >- 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 type: boolean - description: '' in: query name: intraday_only required: false schema: description: Only return trades from the current trading day. example: true type: boolean - description: '' in: query name: is_otm required: false schema: description: Filter out-of-the-money or in-the-money trades. example: true type: boolean - description: '' in: query name: opening required: false schema: description: Filter opening or non-opening transactions. example: true type: boolean - description: '' in: query name: opex_only required: false schema: description: Filter contracts by whether they expire on monthly OpEx Friday. example: true type: boolean - description: '' in: query name: size_greater_oi required: false schema: description: Filter by whether trade size exceeds open interest. example: true type: boolean - description: '' in: query name: exchanges[] required: false schema: description: Options exchanges to include. example: - AMXO - MXOP items: enum: - AMXO - ARCO - BATO - C2OX - EDGO - EMLD - GMNI - MCRY - MPRL - XBOX - XBXO - XCBO - XISX - XMIO - XNDQ - XPHO - MXOP - SPHR - MXTO - IEXO type: string type: array - description: '' in: query name: excluded_tags[] required: false schema: description: Exclude trades containing any of these tags. example: - bid_side items: enum: - ask_side - bid_side - mid_side - no_side - china - volatility - dividend - index - arbitrage type: string type: array - description: '' in: query name: expiry_dates[] required: false schema: $ref: '#/components/schemas/Expiry_dates' - description: '' in: query name: industries[] required: false schema: $ref: '#/components/schemas/Industries' - description: '' in: query name: issue_types[] required: false schema: $ref: '#/components/schemas/Issue_types' - description: '' in: query name: marketcap_size[] required: false schema: $ref: '#/components/schemas/Market_cap_sizes' - description: '' in: query name: report_flag[] required: false schema: description: Trade report flags to include. example: - intermarket_sweep items: enum: - opening - closing - reopening - cross_trade - extended_hours - intermarket_sweep - trade_through_exempt - odd_lot - official_price_report - futures_floor - summary - printable - normal type: string type: array - description: '' in: query name: sectors[] required: false schema: $ref: '#/components/schemas/Sectors' - description: '' in: query name: tags[] required: false schema: description: Include trades containing any of these tags. example: - ask_side items: enum: - ask_side - bid_side - mid_side - no_side - china - volatility - dividend - index - arbitrage type: string type: array - description: '' in: query name: trade_codes[] required: false schema: description: OPRA trade code of the executed transaction. example: - auto - slan items: enum: - 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 type: string type: array - description: '' in: query name: min_ask_perc required: false schema: $ref: '#/components/schemas/Flow_Alerts_Min_Ask_Percentage' - description: '' in: query name: max_ask_perc required: false schema: $ref: '#/components/schemas/Flow_Alerts_Max_Ask_Percentage' - description: '' in: query name: min_bear_perc required: false schema: $ref: '#/components/schemas/Flow_Alerts_Min_Bear_Percentage' - description: '' in: query name: max_bear_perc required: false schema: $ref: '#/components/schemas/Flow_Alerts_Max_Bear_Percentage' - description: '' in: query name: min_bid_perc required: false schema: $ref: '#/components/schemas/Flow_Alerts_Min_Bid_Percentage' - description: '' in: query name: max_bid_perc required: false schema: $ref: '#/components/schemas/Flow_Alerts_Max_Bid_Percentage' - description: '' in: query name: min_bull_perc required: false schema: $ref: '#/components/schemas/Flow_Alerts_Min_Bull_Percentage' - description: '' in: query name: max_bull_perc required: false schema: $ref: '#/components/schemas/Flow_Alerts_Max_Bull_Percentage' - description: '' in: query name: min_skew required: false schema: $ref: '#/components/schemas/Flow_Alerts_Min_Skew' - description: '' in: query name: max_skew required: false schema: $ref: '#/components/schemas/Flow_Alerts_Max_Skew' - description: '' in: query name: min_days_between_expiry_and_earnings required: false schema: $ref: '#/components/schemas/MinDaysBetweenExpiryAndEarnings' - description: '' in: query name: max_days_between_expiry_and_earnings required: false schema: $ref: '#/components/schemas/MaxDaysBetweenExpiryAndEarnings' - description: '' in: query name: min_dte required: false schema: $ref: '#/components/schemas/Min_DTE' - description: '' in: query name: max_dte required: false schema: $ref: '#/components/schemas/Max_DTE' - description: '' in: query name: min_earnings_dte required: false schema: $ref: '#/components/schemas/Min_Earnings_DTE' - description: '' in: query name: max_earnings_dte required: false schema: $ref: '#/components/schemas/Max_Earnings_DTE' - description: '' in: query name: min_open_interest required: false schema: $ref: '#/components/schemas/Min_Open_Interest' - description: '' in: query name: max_open_interest required: false schema: $ref: '#/components/schemas/Max_Open_Interest' - description: '' in: query name: min_volume required: false schema: $ref: '#/components/schemas/Min_Contract_Volume' - description: '' in: query name: max_volume required: false schema: $ref: '#/components/schemas/Max_Contract_Volume' - description: '' in: query name: min_size required: false schema: description: Minimum trade size in contracts. example: 100 format: int64 type: integer - description: '' in: query name: max_size required: false schema: description: Maximum trade size in contracts. example: 100 format: int64 type: integer - description: '' in: query name: min_delta required: false schema: description: Minimum option delta. example: abs(0.5) type: string - description: '' in: query name: max_delta required: false schema: description: Maximum option delta. example: abs(0.5) type: string - description: '' in: query name: min_gamma required: false schema: description: Minimum option gamma. example: abs(0.05) type: string - description: '' in: query name: max_gamma required: false schema: description: Maximum option gamma. example: abs(0.05) type: string - description: '' in: query name: min_iv required: false schema: description: Minimum implied volatility as a decimal. example: '0.5' type: string - description: '' in: query name: max_iv required: false schema: description: Maximum implied volatility as a decimal. example: '0.5' type: string - description: '' in: query name: min_theta required: false schema: description: Minimum option theta. example: abs(0.1) type: string - description: '' in: query name: max_theta required: false schema: description: Maximum option theta. example: abs(0.1) type: string - description: '' in: query name: min_diff required: false schema: $ref: '#/components/schemas/Min_Contract_Diff' - description: '' in: query name: max_diff required: false schema: $ref: '#/components/schemas/Max_Contract_Diff' - description: '' in: query name: min_marketcap required: false schema: $ref: '#/components/schemas/Min_Marketcap' - description: '' in: query name: max_marketcap required: false schema: $ref: '#/components/schemas/Max_Marketcap' - description: '' in: query name: min_strike required: false schema: $ref: '#/components/schemas/Min_Strike' - description: '' in: query name: max_strike required: false schema: $ref: '#/components/schemas/Max_Strike' - description: '' in: query name: min_vol_oi_ratio required: false schema: $ref: '#/components/schemas/Min_Volume_OI_Ratio' - description: '' in: query name: max_vol_oi_ratio required: false schema: $ref: '#/components/schemas/Max_Volume_OI_Ratio' - description: '' in: query name: min_premium required: false schema: description: Minimum trade premium in dollars. example: '25000' type: string - description: '' in: query name: max_premium required: false schema: description: Maximum trade premium in dollars. example: '25000' type: string - description: '' in: query name: min_price required: false schema: description: Minimum option trade price. example: '5.25' type: string - description: '' in: query name: max_price required: false schema: description: Maximum option trade price. example: '5.25' type: string - description: '' in: query name: min_spread required: false schema: description: Minimum bid-ask spread percentage. example: '0.1' type: string - description: '' in: query name: max_spread required: false schema: description: Maximum bid-ask spread percentage. example: '0.1' type: string - description: '' in: query name: min_underlying_price required: false schema: description: Minimum underlying price at execution. example: '195.50' type: string - description: '' in: query name: max_underlying_price required: false schema: description: Maximum underlying price at execution. example: '195.50' type: string responses: '200': content: application/json: schema: $ref: '#/components/schemas/Option_Trades_Response' description: '' '400': content: application/json: schema: $ref: '#/components/schemas/Option_Trades_Error_Response' description: Invalid or unsupported option trade request '401': content: application/json: schema: $ref: '#/components/schemas/Authentication_Error' description: Unauthorized '403': content: application/json: schema: $ref: '#/components/schemas/Forbidden_Error' description: Forbidden '422': content: application/json: schema: $ref: '#/components/schemas/Error_Message' description: Unprocessable Entity '500': content: text/plain: schema: $ref: >- #/components/schemas/Error_Message_on_an_internal_server_error. description: Internal Server Error '502': content: application/json: schema: $ref: '#/components/schemas/Option_Trades_Error_Response' description: Option trades service unavailable callbacks: {} components: schemas: Default_50_Max_500_Min_1: default: 50 description: 'How many items to return. Default: 50. Max: 500. Min: 1.' example: 10 maximum: 500 minimum: 1 title: Default 50, Max 500 Min 1 type: integer Ticker: description: >- A comma separated list of tickers. To exclude certain tickers prefix the first ticker with a `-`. example: AAPL,INTC title: Ticker type: string OptionContract: description: An option contract in the OSI format. example: TSLA230526P00167500 title: OptionContract type: string Strike: description: The strike price of an option contract. example: '150.0' title: Strike type: string OptionType: description: The option type to filter by if specified. enum: - call - Call - put - Put title: OptionType type: string NewerThan: description: >- 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 title: NewerThan type: string OlderThan: description: >- 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 title: OlderThan type: string Canceled: description: Whether the option trade was canceled. example: false title: Canceled type: boolean Flow_Alerts_Is_Multi_Leg: description: Boolean flag whether the transaction is a multi-leg transaction. example: true title: Flow Alerts Is Multi Leg type: boolean Volume_Greater_Than_Open_Interest_Contract: description: >- Only include contracts where the volume is greater than the open interest. example: true title: Volume Greater Than Open Interest Contract type: boolean Expiry_dates: description: An array of 1 or more expiry dates. example: - '2024-02-02T00:00:00.000Z' - '2024-01-26T00:00:00.000Z' items: $ref: '#/components/schemas/Single_expiry_date' title: Expiry dates type: array Industries: description: An array of one or more industries. example: - Semiconductors - Software - Infrastructure items: type: string title: Industries type: array Issue_types: description: An array of 1 or more issue types. example: - Common Stock - Index items: $ref: '#/components/schemas/Single_issue_type' title: Issue types type: array Market_cap_sizes: description: An array of one or more market capitalization size categories. example: - large - big items: $ref: '#/components/schemas/Single_market_cap_size' title: Market cap sizes type: array Sectors: description: An array of 1 or more sectors. example: - Consumer Cyclical - Technology - Utilities items: $ref: '#/components/schemas/Single_sector' title: Sectors type: array Flow_Alerts_Min_Ask_Percentage: description: >- The minimum ask percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1. example: 0.25 maximum: 1 minimum: 0 title: Flow Alerts Min Ask Percentage type: number Flow_Alerts_Max_Ask_Percentage: description: >- The maximum ask percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1. example: 0.75 maximum: 1 minimum: 0 title: Flow Alerts Max Ask Percentage type: number Flow_Alerts_Min_Bear_Percentage: description: >- The minimum bear percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1. example: 0.5 maximum: 1 minimum: 0 title: Flow Alerts Min Bear Percentage type: number Flow_Alerts_Max_Bear_Percentage: description: >- The maximum bear percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1. example: 0.9 maximum: 1 minimum: 0 title: Flow Alerts Max Bear Percentage type: number Flow_Alerts_Min_Bid_Percentage: description: >- The minimum bid percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1. example: 0.25 maximum: 1 minimum: 0 title: Flow Alerts Min Bid Percentage type: number Flow_Alerts_Max_Bid_Percentage: description: >- The maximum bid percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1. example: 0.75 maximum: 1 minimum: 0 title: Flow Alerts Max Bid Percentage type: number Flow_Alerts_Min_Bull_Percentage: description: >- The minimum bull percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1. example: 0.5 maximum: 1 minimum: 0 title: Flow Alerts Min Bull Percentage type: number Flow_Alerts_Max_Bull_Percentage: description: >- The maximum bull percentage. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1. example: 0.9 maximum: 1 minimum: 0 title: Flow Alerts Max Bull Percentage type: number Flow_Alerts_Min_Skew: description: 'The minimum skew. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1.' example: 0.3 maximum: 1 minimum: 0 title: Flow Alerts Min Skew type: number Flow_Alerts_Max_Skew: description: 'The maximum skew. Decimal proxy for percentage (0 to 1). Min: 0. Max: 1.' example: 0.7 maximum: 1 minimum: 0 title: Flow Alerts Max Skew type: number MinDaysBetweenExpiryAndEarnings: description: >- 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 title: MinDaysBetweenExpiryAndEarnings type: integer MaxDaysBetweenExpiryAndEarnings: description: >- 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 title: MaxDaysBetweenExpiryAndEarnings type: integer Min_DTE: description: 'The minimum days to expiry. Min: 0.' example: 1 minimum: 0 title: Min DTE type: integer Max_DTE: description: 'The maximum days to expiry. Min: 0.' example: 3 minimum: 0 title: Max DTE type: integer Min_Earnings_DTE: description: The minimum days until the next earnings report. example: 5 title: Min Earnings DTE type: integer Max_Earnings_DTE: description: The maximum days until the next earnings report. example: 30 title: Max Earnings DTE type: integer Min_Open_Interest: description: 'The minimum open interest. Min: 0.' example: 10000 minimum: 0 title: Min Open Interest type: integer Max_Open_Interest: description: 'The maximum open interest. Min: 0.' example: 35000 minimum: 0 title: Max Open Interest type: integer Min_Contract_Volume: description: 'The minimum volume on the option contract. Min: 0.' example: 12300 minimum: 0 title: Min Contract Volume type: integer Max_Contract_Volume: description: 'The maximum volume on the option contract. Min: 0.' example: 55600 minimum: 0 title: Max Contract Volume type: integer Min_Contract_Diff: description: | 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 title: Min Contract Diff type: string Max_Contract_Diff: description: | 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 title: Max Contract Diff type: string Min_Marketcap: description: 'The minimum marketcap. Min: 0.' example: 1000000 minimum: 0 title: Min Marketcap type: number Max_Marketcap: description: 'The maximum marketcap. Min: 0.' example: 250000000 minimum: 0 title: Max Marketcap type: number Min_Strike: description: 'The minimum strike. Min: 0.' example: 120.5 minimum: 0 title: Min Strike type: number Max_Strike: description: 'The maximum strike. Min: 0.' example: 1200 minimum: 0 title: Max Strike type: number Min_Volume_OI_Ratio: description: >- 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. example: 0.32 minimum: 0 title: Min Volume OI Ratio type: number Max_Volume_OI_Ratio: description: >- 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. example: 1.58 minimum: 0 title: Max Volume OI Ratio type: number Option_Trades_Response: example: data: - ask_vol: 2 bid_vol: 1 canceled: false delta: '0.610546281537814' er_time: postmarket ewma_nbbo_ask: '21.60' ewma_nbbo_bid: '21.45' exchange: MXOP executed_at: '2024-08-21T13:50:52.278Z' expiry: '2025-01-17T00:00:00.000Z' flow_alert_id: null full_name: NVIDIA CORP gamma: '0.00775013889662635' id: 8ef90a2d-d881-41de-98c9-c1de4318dcb5 implied_volatility: '0.604347250962543' industry_type: Semiconductors marketcap: '3130350000000.00' mid_vol: 30 multi_vol: 30 nbbo_ask: '21.60' nbbo_ask_size: 24 nbbo_ask_time: '2024-08-21T13:50:52.274Z' nbbo_bid: '21.45' nbbo_bid_size: 17 nbbo_bid_time: '2024-08-21T13:50:52.271Z' next_earnings_date: '2024-08-28T00:00:00.000Z' no_side_vol: 0 open_interest: 6016 option_chain_id: NVDA250117C00124000 option_type: call premium: '2150.00' price: '21.50' report_flags: [] rho: '0.2316546330093438' rule_id: null sector: Technology size: 1 stock_multi_vol: 0 strike: '124.0000000000' tags: - bid_side - bearish - earnings_next_week theo: '21.49999999999999' theta: '-0.0640155364004474' underlying_price: '128.16' underlying_symbol: NVDA upstream_condition_detail: auto vega: '0.3140468475903719' volume: 33 properties: data: items: $ref: '#/components/schemas/Option_Trade' type: array title: Option Trades Response type: object Option_Trades_Error_Response: properties: error: properties: code: example: historical_data_not_supported type: string message: example: >- This endpoint only returns data for the latest trading day. Use /api/option-trades/full-tape/:date to download the full market file for a historical trading day. type: string type: object title: Option Trades Error Response type: object Authentication_Error: description: >- Returned with HTTP 401 when a request carries no API token, or carries one the API cannot use. The response also carries a `WWW-Authenticate` header with the `Bearer` challenge. Branch on `reason` rather than on `message`, whose wording can change. example: code: authentication_required documentation_url: https://api.unusualwhales.com/docs expected_format: uuid message: >- The API token provided is not in the expected format. Unusual Whales API tokens are UUIDs, such as 123e4567-e89b-12d3-a456-426614174000. reason: malformed_token request_id: GNI_YTC1CRnw2LACGBvE retryable: false support_email: dev@unusualwhales.com token_url: https://unusualwhales.com/dashboard/api properties: code: description: Always `authentication_required`. enum: - authentication_required type: string documentation_url: description: Where to read this API documentation. type: string expected_format: description: >- Present only when `reason` is `malformed_token`. The format the token must take. enum: - uuid type: string message: description: A plain description of the failure, written for a person. type: string reason: description: >- Which authentication failure occurred. `missing_token` means the request carried no token. `malformed_token` means a token was supplied but is not a UUID. `unrecognized_token` means the token is a UUID that no active token matches, which happens after a token is revoked or regenerated, or when it belongs to a different account. enum: - missing_token - malformed_token - unrecognized_token type: string request_id: description: >- Identifies this request in Unusual Whales logs. Quote it when contacting support. It matches the `x-request-id` response header, and is absent when no request id was assigned. type: string retryable: description: >- Always `false`. Replaying the same request unchanged returns the same error. Retrying with a corrected token can succeed. enum: - false type: boolean support_email: description: Where to send questions about API access. type: string token_url: description: Where to create and manage API tokens. type: string title: Authentication Error type: object Forbidden_Error: description: >- Returned with HTTP 403 when the API token is valid and recognized, but is not entitled to what the request asked for. Branch on `code`, which names the entitlement that is missing; `message` is written for a person and its wording can change. Unlike a 401 this response carries no `WWW-Authenticate` header, because presenting different credentials for the same token does not change the outcome. Only `code` and `message` are guaranteed. The remaining fields are sent by some checks and not others, so treat every one of them as optional. A 403 whose body is not JSON, or is JSON without a `code` field, did not come from this API. Those are produced by Cloudflare in front of the API, or by a proxy on the caller's own network, and neither says anything about the token or the subscription. example: code: missing_access documentation_url: https://api.unusualwhales.com/docs message: >- The API token provided is valid but is not permitted to access this route. reason: route_not_permitted request_id: GNI_YTC1CRnw2LACGBvE retryable: false support_email: dev@unusualwhales.com token_url: https://unusualwhales.com/dashboard/api properties: code: description: >- Which entitlement is missing. `missing_access` means the token is restricted to a set of routes that excludes the requested one. `historic_data_access_missing` means a date in the request predates the earliest date the token may query. `advanced_tier_required`, `futures_access_required`, `politics_scope_required` and `volatility_scope_required` each mean the endpoint needs a subscription tier or data add-on the account does not have. `admin_required` means the endpoint is internal to Unusual Whales. enum: - missing_access - historic_data_access_missing - advanced_tier_required - futures_access_required - politics_scope_required - volatility_scope_required - admin_required type: string documentation_url: description: Where to read this API documentation. type: string message: description: >- A plain description of what is missing and how to obtain it, written for a person. Do not branch on this string. type: string reason: description: >- Present only when `code` is `missing_access`. Narrows the cause within that code. enum: - route_not_permitted type: string request_id: description: >- Identifies this request in Unusual Whales logs. Quote it when contacting support. It matches the `x-request-id` response header, and is absent when no request id was assigned. type: string retryable: description: >- When present, always `false`. Replaying the same request unchanged returns the same error. Changing the request, the token, or the subscription can succeed. enum: - false type: boolean support_email: description: Where to send questions about API access. type: string token_url: description: Where to create and manage API tokens. type: string required: - code - message title: Forbidden Error type: object Error_Message: description: A json object containing information on the error cause. example: msg: >- Invalid path input: MSFT12 (valid example: AAPL) - Invalid query input(s): date=2023-02-140 (valid example: date=2024-01-18) path: /api/darkpool/MSFT12 query: date=2023-02-140 url: localhost:4000/api/darkpool/MSFT12?date=2023-02-140 properties: msg: description: An error message containing information about the faulty input. type: string path: description: The URL path segment. type: string query: description: The URL query segment. type: string url: description: The full URL causing the error. type: string title: Error Message type: object Error_Message_on_an_internal_server_error.: description: >- A plain message informing, that an internal server error occured. In this case please send a mail with the full URL that caused the issue to support@unusualwhales.com. example: Something went wrong title: Error Message on an internal server error. type: string Single_expiry_date: description: A single expiry date in ISO date format. example: '2024-02-02T00:00:00.000Z' title: Single expiry date type: string Single_issue_type: description: A singular issue type. enum: - Common Stock - ETF - Index - ADR example: Common Stock title: Single issue type type: string Single_market_cap_size: description: A market capitalization size category. enum: - micro - small - mid - large - big example: large title: Single market cap size type: string Single_sector: description: A singular sector. enum: - Basic Materials - Communication Services - Consumer Cyclical - Consumer Defensive - Energy - Financial Services - Healthcare - Industrials - Real Estate - Technology - Utilities example: Real Estate title: Single sector type: string Option_Trade: description: '' example: ask_vol: 2 bid_vol: 1 canceled: false delta: '0.610546281537814' er_time: postmarket ewma_nbbo_ask: '21.60' ewma_nbbo_bid: '21.45' exchange: MXOP executed_at: '2024-08-21T13:50:52.278Z' expiry: '2025-01-17T00:00:00.000Z' flow_alert_id: null full_name: NVIDIA CORP gamma: '0.00775013889662635' id: 8ef90a2d-d881-41de-98c9-c1de4318dcb5 implied_volatility: '0.604347250962543' industry_type: Semiconductors marketcap: '3130350000000.00' mid_vol: 30 multi_vol: 30 nbbo_ask: '21.60' nbbo_ask_size: 24 nbbo_ask_time: '2024-08-21T13:50:52.274Z' nbbo_bid: '21.45' nbbo_bid_size: 17 nbbo_bid_time: '2024-08-21T13:50:52.271Z' next_earnings_date: '2024-08-28T00:00:00.000Z' no_side_vol: 0 open_interest: 6016 option_chain_id: NVDA250117C00124000 option_type: call premium: '2150.00' price: '21.50' report_flags: [] rho: '0.2316546330093438' rule_id: null sector: Technology size: 1 stock_multi_vol: 0 strike: '124.0000000000' tags: - bid_side - bearish - earnings_next_week theo: '21.49999999999999' theta: '-0.0640155364004474' underlying_price: '128.16' underlying_symbol: NVDA upstream_condition_detail: auto vega: '0.3140468475903719' volume: 33 properties: ask_vol: $ref: '#/components/schemas/Option_Contract_Ask_Volume' bid_vol: $ref: '#/components/schemas/Option_Contract_Bid_Volume' canceled: $ref: '#/components/schemas/Canceled' delta: $ref: '#/components/schemas/Delta' er_time: $ref: '#/components/schemas/Stock_Earnings_time' ewma_nbbo_ask: $ref: '#/components/schemas/EWMA_NBBO_Ask' ewma_nbbo_bid: $ref: '#/components/schemas/EWMA_NBBO_Bid' exchange: $ref: '#/components/schemas/Exchange' executed_at: $ref: '#/components/schemas/Executed_At' expiry: $ref: '#/components/schemas/Option_Contract_Expiry' flow_alert_id: $ref: '#/components/schemas/Flow_Alert_ID' full_name: $ref: '#/components/schemas/Stock_Full_Name' gamma: $ref: '#/components/schemas/Gamma' id: $ref: '#/components/schemas/Option_Trade_ID' implied_volatility: $ref: '#/components/schemas/Implied_Volatility' industry_type: $ref: '#/components/schemas/Stock_Industry_Type' is_agg: description: >- Whether this response item combines related option transactions executed at the same time into a single transaction. example: true type: boolean issue_type: example: Common Stock nullable: true type: string marketcap: $ref: '#/components/schemas/Stock_Marketcap_AUM' mid_vol: $ref: '#/components/schemas/Option_Contract_Mid_Volume' multi_vol: $ref: '#/components/schemas/Option_Contract_Multi_Leg_Volume' nbbo_ask: $ref: '#/components/schemas/NBBO_Ask' nbbo_ask_size: $ref: '#/components/schemas/NBBO_Ask_Size' nbbo_ask_time: $ref: '#/components/schemas/NBBO_Ask_Time' nbbo_bid: $ref: '#/components/schemas/NBBO_Bid' nbbo_bid_size: $ref: '#/components/schemas/NBBO_Bid_Size' nbbo_bid_time: $ref: '#/components/schemas/NBBO_Bid_Time' next_earnings_date: $ref: '#/components/schemas/Stock_Next_Earnings_Date' no_side_vol: $ref: '#/components/schemas/Option_Contract_No_Side_Volume' open_interest: $ref: '#/components/schemas/Option_Contract_Open_interest' option_chain_id: $ref: '#/components/schemas/Option_Contract_Symbol' option_type: $ref: '#/components/schemas/Option_Contract_Option_Type' premium: $ref: '#/components/schemas/Premium' price: $ref: '#/components/schemas/Fill_Price' report_flags: $ref: '#/components/schemas/Report_Flags' rho: $ref: '#/components/schemas/Rho' rule_id: $ref: '#/components/schemas/Rule_ID' sector: $ref: '#/components/schemas/Market_General_Sector' size: $ref: '#/components/schemas/Option_Trade_Size' stock_multi_vol: $ref: '#/components/schemas/Option_Contract_Stock_Multi_Leg_Volume' strike: $ref: '#/components/schemas/Option_Contract_Strike' tags: $ref: '#/components/schemas/Tags' theo: $ref: '#/components/schemas/Theoretical_Price' theta: $ref: '#/components/schemas/Theta' trade_ids: description: The component trade IDs for an aggregated trade. items: format: uuid type: string type: array underlying_price: $ref: '#/components/schemas/Underlying_Price' underlying_symbol: $ref: '#/components/schemas/Option_Contract_Underlying_Symbol' upstream_condition_detail: $ref: '#/components/schemas/Upstream_Condition_Detail' vega: $ref: '#/components/schemas/Vega' volume: $ref: '#/components/schemas/Option_Trade_Volume' title: Option Trade type: object Option_Contract_Ask_Volume: description: | The amount of volume that happened on the ask side. Ask side is defined as (ask + bid) / 2 < fill price. example: 119403 title: Option Contract Ask Volume type: integer Option_Contract_Bid_Volume: description: | The amount of volume that happened on the bid side. Bid side is defined as (ask + bid) / 2 > fill price. example: 122789 title: Option Contract Bid Volume type: integer Delta: description: The delta of the option trade. example: '0.610546281537814' title: Delta type: string Stock_Earnings_time: description: The time when the earnings will be released. enum: - unknown - afterhours - premarket example: premarket title: Stock Earnings time type: string EWMA_NBBO_Ask: description: >- The exponentially weighted moving average of the National Best Bid and Offer ask side. example: '21.60' title: EWMA NBBO Ask type: string EWMA_NBBO_Bid: description: >- The exponentially weighted moving average of the National Best Bid and Offer bid side. example: '21.45' title: EWMA NBBO Bid type: string Exchange: description: The exchange the option trade was executed on. example: MXOP title: Exchange type: string Executed_At: description: >- The option trade execution time as an ISO 8601 UTC timestamp. The WebSocket `option_trades` channel represents this field as Unix epoch milliseconds instead. example: '2024-08-21T13:50:52.278Z' format: date-time title: Executed At type: string Option_Contract_Expiry: description: The contract expiry date in ISO format. example: '2023-12-22T00:00:00.000Z' title: Option Contract Expiry type: string Flow_Alert_ID: description: > The flow alert ID of the option trade. If the flow alert ID is null, it means that there is no flow alert associated with the option trade. title: Flow Alert ID type: string Stock_Full_Name: description: Full name of the ticker. example: APPLE title: Stock Full Name type: string Gamma: description: The gamma of the option trade. example: '0.00775013889662635' title: Gamma type: string Option_Trade_ID: description: The ID of the option trade. example: 8ef90a2d-d881-41de-98c9-c1de4318dcb5 title: Option Trade ID type: string Implied_Volatility: description: The implied volatility of the option trade. example: '0.604347250962543' title: Implied Volatility type: string Stock_Industry_Type: description: The industry type of the ticker. example: Semiconductors title: Stock Industry Type type: string Stock_Marketcap_AUM: description: >- The marketcap of the underlying ticker. If the issue type of the ticker is ETF then the marketcap represents the AUM. example: '2965813810400' title: Stock Marketcap AUM type: string Option_Contract_Mid_Volume: description: | The amount of volume that happened in the middle of the ask and bid. Mid is defined as (ask + bid) / 2 == fill price. example: 22707 title: Option Contract Mid Volume type: integer Option_Contract_Multi_Leg_Volume: description: > The amount of volume that happened as part of a multileg trade with another contract. This can be spreads/rolls/condors/butterflies and more. example: 7486 title: Option Contract Multi Leg Volume type: integer NBBO_Ask: description: The National Best Bid and Offer (NBBO) ask price. example: '0.03' title: NBBO Ask type: string NBBO_Ask_Size: description: >- The quoted size in contracts at the NBBO ask price. `null` when quote metadata is unavailable. example: 24 format: int64 nullable: true title: NBBO Ask Size type: integer NBBO_Ask_Time: description: >- The last update time for the NBBO ask quote as an ISO 8601 UTC timestamp. `null` when quote metadata is unavailable. The WebSocket `option_trades` channel represents this field as Unix epoch milliseconds instead. example: '2024-08-21T13:50:52.274Z' format: date-time nullable: true title: NBBO Ask Time type: string NBBO_Bid: description: The National Best Bid and Offer (NBBO) bid price. example: '0.03' title: NBBO Bid type: string NBBO_Bid_Size: description: >- The quoted size in contracts at the NBBO bid price. `null` when quote metadata is unavailable. example: 17 format: int64 nullable: true title: NBBO Bid Size type: integer NBBO_Bid_Time: description: >- The last update time for the NBBO bid quote as an ISO 8601 UTC timestamp. `null` when quote metadata is unavailable. The WebSocket `option_trades` channel represents this field as Unix epoch milliseconds instead. example: '2024-08-21T13:50:52.271Z' format: date-time nullable: true title: NBBO Bid Time type: string Stock_Next_Earnings_Date: description: >- The next earnings date of the ticker. Null if either unknown as of now or if the ticker does not have any earnings such as an ETF example: '2023-10-26T00:00:00.000Z' format: date title: Stock Next Earnings Date type: string Option_Contract_No_Side_Volume: description: | The amount of volume that happened on no identifiable side. This can be late, out of sequence and/or cross transactions. example: 0 title: Option Contract No Side Volume type: integer Option_Contract_Open_interest: description: The open interest for the contract. example: 18680 title: Option Contract Open interest type: integer Option_Contract_Symbol: description: > The option symbol of the contract. You can use the following regex to extract underlying ticker, option type, expiry & strike: `^(?[\w]*)(?(\d{2})(\d{2})(\d{2}))(?[PC])(?\d{8})$` Keep in mind that the strike needs to be multiplied by 1,000. title: Option Contract Symbol type: string Option_Contract_Option_Type: description: The option type of the contract. enum: - call - put example: call title: Option Contract Option Type type: string Premium: description: The premium of the option trade. example: '2150.00' title: Premium type: string Fill_Price: description: The fill price of the option trade. example: '21.50' title: Fill Price type: string Report_Flags: description: The report flags of the option trade. example: cross_trade items: type: string title: Report Flags type: array Rho: description: The rho of the option trade. example: '0.2316546330093438' title: Rho type: string Rule_ID: description: > The rule ID of the option trade that represents the rule that made up the flow alert title: Rule ID type: string Market_General_Sector: description: >- The financial sector of the ticker. Empty if unknown or not applicable such as ETF/Index. enum: - Basic Materials - Communication Services - Consumer Cyclical - Consumer Defensive - Energy - Financial Services - Healthcare - Industrials - Real Estate - Technology - Utilities example: Technology title: Market General Sector type: string Option_Trade_Size: description: The size of the option trade. example: 1 title: Option Trade Size type: integer Option_Contract_Stock_Multi_Leg_Volume: description: > The amount of volume that happened as part of a stock transaction and possibly other option contracts. This can be covered calls and more. example: 52 title: Option Contract Stock Multi Leg Volume type: integer Option_Contract_Strike: description: The contract strike. example: '375' title: Option Contract Strike type: string Tags: description: Tags related to the institution. example: - activist - value_investor items: type: string title: Tags Theoretical_Price: description: The theoretical price of the option trade. example: '21.49999999999999' title: Theoretical Price type: string Theta: description: The theta of the option trade. example: '-0.0640155364004474' title: Theta type: string Underlying_Price: description: The price of the underlying asset. example: '128.16' title: Underlying Price type: string Option_Contract_Underlying_Symbol: description: The underlying symbol of the contract. example: AAPL title: Option Contract Underlying Symbol type: string Upstream_Condition_Detail: description: The upstream condition detail/trade code of the option trade. example: auto title: Upstream Condition Detail type: string Vega: description: The vega of the option trade. example: '0.3140468475903719' title: Vega type: string Option_Trade_Volume: description: The amount of contracts traded till this point. example: 33 title: Option Trade Volume type: integer securitySchemes: authorization: scheme: bearer type: http ````