> ## 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 <API_KEY>`). 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

# GreekFlow

> Aggregated delta and vega flow of option trades for a ticker, bucketed to the minute. Each message is a partial sum flushed roughly once per second. Consumers need to add messages with the same timestamp together to get the full minute bucket. Values are not running daily totals. total_* fields carry the greek's own sign (calls positive delta, puts negative), so they represent net greek exposure regardless of who was the aggressor. dir_* fields instead sign the magnitude by trade sentiment: bullish trades (bought calls, sold puts) positive, bearish trades negative, mid/no-side trades excluded.

Message
fields**12**
topic[greek-flow](/docs/kafka/topics/greek-flow.md)

**Proto definition**

```protobuf schema.proto theme={null}
message GreekFlow {
  string ticker = 1;
  int64 timestamp = 2;
  string total_delta_flow = 3;
  string dir_delta_flow = 4;
  string otm_total_delta_flow = 5;
  string otm_dir_delta_flow = 6;
  string total_vega_flow = 7;
  string dir_vega_flow = 8;
  string otm_total_vega_flow = 9;
  string otm_dir_vega_flow = 10;
  int32 transactions = 11;
  int32 volume = 12;
}
```

## Fields

The number on the right of each row is the protobuf field number.

ticker
string
1

Root underlying symbol. Index chains are normalized to their root (SPXW becomes SPX, NDXP becomes NDX).

timestamp
int64
2

The minute bucket the trades fall into, in milliseconds since 1970 (unix).

total\_delta\_flow
string
3

Sum of signed delta exposure: delta \* contracts \* 100. Decimal string.

dir\_delta\_flow
string
4

Directional delta flow: |delta \* contracts \* 100| signed positive for bullish trades (buy call / sell put), negative for bearish. Decimal string.

otm\_total\_delta\_flow
string
5

Same as total\_delta\_flow but only counting OTM trades.

otm\_dir\_delta\_flow
string
6

Same as dir\_delta\_flow but only counting OTM trades.

total\_vega\_flow
string
7

Sum of vega exposure: vega \* contracts \* 100. Decimal string.

dir\_vega\_flow
string
8

Directional vega flow: |vega \* contracts \* 100| signed positive for buys (ask side), negative for sells (bid side). Decimal string.

otm\_total\_vega\_flow
string
9

Same as total\_vega\_flow but only counting OTM trades.

otm\_dir\_vega\_flow
string
10

Same as dir\_vega\_flow but only counting OTM trades.

transactions
int32
11

Number of option trades aggregated into this message.

volume
int32
12

Total contracts traded across the aggregated trades.