OI Change

GET https://api.unusualwhales.com/api/market/oi-change

Request

Security: Bearer Auth Authorization: Bearer <token>

Query Parameters

date Optional Market Date optional

A trading date in the format of YYYY-MM-DD. This is optional and by default the last trading date.

Example: 2024-01-18

limit Default 100 Max 200 Min 1 optional

How many items to return. Default: 100. Max: 200. Min: 1.

Example: 10 Default: 100

>= 1 <= 200

order OrderDirection optional

Whether to sort descending or ascending. Descending by default.

Example: asc Default: desc

enum: desc, asc

Responses

200

Response Body 200 OK

avg_price ToBeDone

curr_date General ISO Date

An ISO date.

Example: 2024-01-09

curr_oi ToBeDone

last_ask ToBeDone

last_bid ToBeDone

last_date General ISO Date

An ISO date.

Example: 2024-01-09

last_fill ToBeDone

last_oi ToBeDone

oi_change ToBeDone

oi_diff_plain ToBeDone

option_symbol Option Contract Symbol

The option symbol of the contract. You can use the following regex to extract underlying ticker, option type, expiry & strike: `^(?<symbol>[\w]*)(?<expiry>(\d{2})(\d{2})(\d{2}))(?<type>[PC])(?<strike>\d{8})$` Keep in mind that the strike needs to be multiplied by 1,000.

percentage_of_total ToBeDone

prev_ask_volume ToBeDone

prev_bid_volume ToBeDone

prev_mid_volume ToBeDone

prev_multi_leg_volume ToBeDone

prev_neutral_volume ToBeDone

prev_stock_multi_leg_volume ToBeDone

prev_total_premium ToBeDone

rnk ToBeDone

trades ToBeDone

underlying_symbol ToBeDone

volume ToBeDone

Try It GET

API Token

Query Parameters

date Optional Market Date

limit Default 100 Max 200 Min 1

order OrderDirection

Request Sample

curl -X GET "https://api.unusualwhales.com/api/market/oi-change" \
  -H "Authorization: Bearer YOUR_API_KEY" \
  -H "Accept: application/json"

import http.client

conn = http.client.HTTPSConnection("api.unusualwhales.com")
headers = {"Authorization": "Bearer YOUR_API_KEY", "Accept": "application/json"}
conn.request("GET", "/api/market/oi-change", headers=headers)
response = conn.getresponse()
print(response.read().decode("utf-8"))

Response Example 200

{
  "data": [
    {
      "avg_price": "30.0543738131838322",
      "curr_date": "2024-01-09",
      "curr_oi": 35207,
      "last_ask": "34.00",
      "last_bid": "32.90",
      "last_date": "2024-01-08",
      "last_fill": "33.50",
      "last_oi": 2119,
      "oi_change": "15.6149126946672959",
      "oi_diff_plain": 33088,
      "option_symbol": "MSFT240315C00350000",
      "percentage_of_total": "0.08879378869021333312",
      "prev_ask_volume": 32861,
      "prev_bid_volume": 235,
      "prev_mid_volume": 81,
      "prev_multi_leg_volume": 32762,
      "prev_neutral_volume": 81,
      "prev_stock_multi_leg_volume": 0,
      "prev_total_premium": "99711396.00",
      "rnk": 74,
      "trades": 187,
      "underlying_symbol": "MSFT",
      "volume": 33177
    },
    {
      "avg_price": "0.16762696308382622884",
      "curr_date": "2024-01-09",
      "curr_oi": 33253,
      "last_ask": "0.23",
      "last_bid": "0.20",
      "last_date": "2024-01-08",
      "last_fill": "0.22",
      "last_oi": 27361,
      "oi_change": "0.21534300646906180330",
      "oi_diff_plain": 5892,
      "option_symbol": "MSFT240119C00400000",
      "percentage_of_total": "0.02624444319547373013",
      "prev_ask_volume": 8915,
      "prev_bid_volume": 860,
      "prev_mid_volume": 31,
      "prev_multi_leg_volume": 214,
      "prev_neutral_volume": 31,
      "prev_stock_multi_leg_volume": 0,
      "prev_total_premium": "164375.00",
      "rnk": 1638,
      "trades": 602,
      "underlying_symbol": "MSFT",
      "volume": 9806
    }
  ]
}