> ## 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 # OptionState > Daily stats for Option contracts for the given date. Contracts are being pushed any time there is a volume or open interest update is available. Message fields**49** topic[option-states](/docs/kafka/topics/option-states.md) **Proto definition** ```protobuf schema.proto theme={null} message OptionState { string option_symbol = 1; int32 channel_id = 2; string nbbo_ask = 3; int64 nbbo_ask_size = 4; string nbbo_bid = 5; int64 nbbo_bid_size = 6; int64 last_tape_time = 7; string date = 8; int32 open_interest = 9; int64 volume = 10; string expires = 11; string option_type = 12; string underlying_symbol = 13; string strike = 14; string high_price = 15; string low_price = 16; string last_price = 17; string implied_volatility = 18; string delta = 19; string theta = 20; string gamma = 21; string vega = 22; string rho = 23; string theo = 24; string iv_low = 25; string iv_high = 26; int64 floor_volume = 27; int64 multi_leg_volume = 28; int64 stock_multi_leg_volume = 29; int64 cross_volume = 30; int64 sweep_volume = 31; int64 trades = 32; int64 ask_volume = 33; int64 bid_volume = 34; int64 mid_volume = 35; int64 neutral_volume = 36; int64 total_bid_changes = 37; int64 total_ask_changes = 38; int64 canceled_volume = 39; string total_premium = 40; string avg_price = 41; string open_price = 42; int32 option_symbol_id = 43; int32 ticker_id = 44; int32 root_ticker_id = 45; optional OptionExchange nbbo_bid_exchange = 46; optional OptionExchange nbbo_ask_exchange = 47; optional OptionContractQuote nbbo_bid_quote = 48; optional OptionContractQuote nbbo_ask_quote = 49; } ``` ## Fields The number on the right of each row is the protobuf field number. option\_symbol string 1 The option symbol in OSI format SPY241227C00480000 channel\_id int32 2 Internal, ignore. nbbo\_ask string 3 Current ask nbbo\_ask\_size int64 4 Current ask size nbbo\_bid string 5 Current bid nbbo\_bid\_size int64 6 Current bid size last\_tape\_time int64 7 Timestamp in milliseconds that this data represents date string 8 The trading date in YYYY-MM-DD format open\_interest int32 9 The OI of the chain volume int64 10 The cumulative volume for the day till this tape time. Note the volume between 2 ticks can be lower and does not necessary increase all the time if there was a cancel. A chain might have 10,000 volume at 9:32 and then at 9:33 it might have 8,000 volume as a transaction with the size of 2,000 had been canceled. The canceled volume is also tracked in the canceled field. expires string 11 The expiry of the chain in YYYY-MM-DD option\_type string 12 The option type either call or put underlying\_symbol string 13 The ticker of the chain. Note this is not the root symbol: For instance for NDXP260116C25250000 the underlying symbol would be NDXP and not NDX. strike string 14 The strike as a decimal number. high\_price string 15 The highest price at which there was a trade for the chain for the current trading day low\_price string 16 The lowest price at which there was a trade for the chain for the current trading day last\_price string 17 The last price at which a trade executed for this chain implied\_volatility string 18 Iv for the contract delta string 19 Delta for the contract theta string 20 Theta for the contract gamma string 21 Gamma for the contract vega string 22 Vega for the contract rho string 23 Rho for the contract theo string 24 Theo for the contract iv\_low string 25 Iv low for the contract for the session iv\_high string 26 Iv high for the contract for the session floor\_volume int64 27 Total amount of volume that came based on trade codes from the floor. If there is a canceled transaction this field is as of now not being adjusted. multi\_leg\_volume int64 28 Total amount of volume that based on trade codes was part of a multi leg trade. If there is a canceled transaction this field is as of now not being adjusted. stock\_multi\_leg\_volume int64 29 Total amount of volume that based on trade codes was part of a stock multi leg trade. If there is a canceled transaction this field is as of now not being adjusted. cross\_volume int64 30 Total amount of volume that based on trade codes was part of a cross trade. If there is a canceled transaction this field is as of now not being adjusted. sweep\_volume int64 31 Total amount of volume that based on trade codes was based on sweep transactions. If there is a canceled transaction this field is as of now not being adjusted. trades int64 32 Count of all transactions ask\_volume int64 33 Total amount of volume that transacted on the ask side of the spread. If there is a canceled transaction this field is as of now not being adjusted. bid\_volume int64 34 Total amount of volume that transacted on the bid side of the spread. If there is a canceled transaction this field is as of now not being adjusted. mid\_volume int64 35 Total amount of volume that transacted on the mid side of the spread. If there is a canceled transaction this field is as of now not being adjusted. neutral\_volume int64 36 Total amount of volume that has been marked as neutral (cross, out of sequence, late) If there is a canceled transaction this field is as of now not being adjusted. total\_bid\_changes int64 37 Total amount of NBBO bid changes of this chain. This can be used as a potential volatility proxy. total\_ask\_changes int64 38 Total amount of NBBO ask changes of this chain. This can be used as a potential volatility proxy. canceled\_volume int64 39 Total amount of volume of transactions that had been canceled total\_premium string 40 Total amount of premium that transacted avg\_price string 41 Volume weighted avg price of all transactions open\_price string 42 The first price at which a trade transacted for this chain. option\_symbol\_id int32 43 Unique id for the option symbol ticker\_id int32 44 Unique id for the underlying symbol. These IDs are consistent across different topics and can be used to merge data together. root\_ticker\_id int32 45 Unique ID for the root ticker. In most cases root\_ticker\_id will be the same as ticker\_id but for chains like SPXW260109P06810000 ticker\_id would be the ID for SPXW and root\_ticker\_id would be the id for SPX. nbbo\_bid\_exchange [OptionExchange](/docs/kafka/types/OptionExchange.md) optional 46 The exchange currently publishing the NBBO bid. nbbo\_ask\_exchange [OptionExchange](/docs/kafka/types/OptionExchange.md) optional 47 The exchange currently publishing the NBBO ask. nbbo\_bid\_quote [OptionContractQuote](/docs/kafka/types/OptionContractQuote.md) optional 48 The current NBBO bid and its last update time. nbbo\_ask\_quote [OptionContractQuote](/docs/kafka/types/OptionContractQuote.md) optional 49 The current NBBO ask and its last update time.