# Daily Market Report

`GET` `https://api.unusualwhales.com/api/market/daily-report`

A curated daily report: today's biggest up-moves in volatility and biggest moves in skew over the
liquid options universe (reliably adjusted and cleaned for liquidity and outliers via the anomaly
universe), plus the top net-premium flow, the market tide, and the day's catalysts. One call for
the whole digest. Defaults to the last market day; pass `date` for a point-in-time report.


## Authentication

```
Authorization: Bearer YOUR_API_KEY
```

## Query Parameters

| Name | Type | Required | Description |
|------|------|----------|-------------|
| `date` | Optional Market Date | No | A trading date in the format of YYYY-MM-DD.
This is optional and by default the last trading date.
 |
| `limit` | integer | No | Max rows per section (default 25, max 100). |


## Response (200)

| Field | Type | Description |
|-------|------|-------------|
| `catalysts` | object | The day's high-signal catalysts — macro (econ/FOMC/CPI, market/OPEX) first, then FDA decisions, then optionable ≥$1B earnings ranked by expected move (blended with size), plus guidance, investor days, splits, IPOs and halts. Each entry carries an `impact` string (earnings expected move `±X%`, FDA decision, econ forecast). Low-signal ex-dividends and analyst notes are excluded. |
| `date` | General ISO Date | An ISO date. |
| `flow` | object | Top net-premium tickers for the day: `bullish` and `bearish`. |
| `skew` | array[object] | Biggest skew moves — the same universe ranked by the 25-delta risk-reversal component. |
| `stock_movers` | array[object] | Stocks with the biggest volume spike vs their 30-day average, liquidity-filtered. |
| `tide` | object | Market-wide net premium (market tide) for the day. |
| `unusual_options` | array[object] | The day's biggest unusual option contracts (the Hottest Chains unusual preset: volume>OI, OTM, ask-side, premium≥$10k). |
| `vol` | object | Biggest volatility moves: `richest` (IV expensive / vol elevated) and `cheapest` (vol crushed), ranked by the anomaly score, each row carrying the full component fields (iv_percentile, skew_percentile, vrp_z, vov_percentile, regime_score). |


## Example

### curl

```bash
curl -X GET "https://api.unusualwhales.com/api/market/daily-report" \
  -H "Authorization: Bearer YOUR_API_KEY" \
  -H "Accept: application/json"
```

### Python

```python
import http.client

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

## Response Example

```json
{
  "data": {
    "catalysts": {
      "counts_by_type": {},
      "data": [],
      "types": []
    },
    "date": "2026-09-02",
    "flow": {
      "bearish": [
        {
          "net_premium": -1.8e6,
          "ticker": "TSLA"
        }
      ],
      "bullish": [
        {
          "net_premium": 2.5e6,
          "ticker": "AAPL"
        }
      ]
    },
    "skew": [
      {
        "components": {
          "skew_percentile": {
            "value": 0.88
          }
        },
        "score": 78.2,
        "ticker": "XYZ"
      }
    ],
    "tide": {
      "data": [],
      "date": "2026-09-02"
    },
    "vol": {
      "cheapest": [
        {
          "components": {
            "iv_percentile": {
              "value": 0.04
            }
          },
          "direction": "long_vol",
          "sample_size": 5,
          "score": -71.4,
          "ticker": "ABC"
        }
      ],
      "richest": [
        {
          "components": {
            "iv_percentile": {
              "value": 0.96
            },
            "skew_percentile": {
              "value": 0.88
            }
          },
          "direction": "short_vol",
          "sample_size": 5,
          "score": 78.2,
          "ticker": "XYZ"
        }
      ]
    }
  }
}
```