# Flow Data

`GET` `https://api.unusualwhales.com/api/option-contract/{id}/flow`

Returns the last 50 option trades for the given option chain. Optionally a min premium and a side can be supplied in the query for further filtering.
If no date is specified data for the last trading day is being returned.


## Authentication

```
Authorization: Bearer YOUR_API_KEY
```

## Path Parameters

| Name | Type | Required | Description |
|------|------|----------|-------------|
| `id` | OptionContract | Yes | An option contract in the OSI format. |

## Query Parameters

| Name | Type | Required | Description |
|------|------|----------|-------------|
| `side` | Side | No | The side of a stock trade. Must be one of ASK, BID, MID. If not set, will return all side's trades. |
| `min_premium` | StockTradesMinPremium | No | The minimum premium requested trades should have. |
| `limit` | Min Limit 1 | No | How many items to return. If no limit is given, returns all matching data. Min: 1. |
| `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.
 |


## Response (200)

| Field | Type | Description |
|-------|------|-------------|
| `ask_vol` | Option Contract Ask Volume | The amount of volume that happened on the ask side.

Ask side is defined as (ask + bid) / 2 < fill price.
 |
| `bid_vol` | Option Contract Bid Volume | The amount of volume that happened on the bid side.

Bid side is defined as (ask + bid) / 2 > fill price.
 |
| `canceled` | Canceled | Whether the option trade was canceled. |
| `delta` | Delta | The delta of the option trade. |
| `er_time` | Stock Earnings time | The time when the earnings will be released. |
| `ewma_nbbo_ask` | EWMA NBBO Ask | The exponentially weighted moving average of the National Best Bid and Offer ask side. |
| `ewma_nbbo_bid` | EWMA NBBO Bid | The exponentially weighted moving average of the National Best Bid and Offer bid side. |
| `exchange` | Exchange | The exchange the option trade was executed on. |
| `executed_at` | Executed At | The time the option trade was executed. |
| `expiry` | Option Contract Expiry | The contract expiry date in ISO format. |
| `flow_alert_id` | Flow Alert ID | 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.
 |
| `full_name` | Stock Full Name | Full name of the ticker. |
| `gamma` | Gamma | The gamma of the option trade. |
| `id` | Option Trade ID | The ID of the option trade. |
| `implied_volatility` | Implied Volatility | The implied volatility of the option trade. |
| `industry_type` | Stock Industry Type | The industry type of the ticker. |
| `is_agg` | boolean | Whether this response item combines related option transactions executed at the same time into a single transaction. |
| `issue_type` | string |  |
| `marketcap` | Stock Marketcap AUM | The marketcap of the underlying ticker. If the issue type of the ticker is ETF then the marketcap represents the AUM. |
| `mid_vol` | Option Contract Mid Volume | The amount of volume that happened in the middle of the ask and bid.

Mid is defined as (ask + bid) / 2 == fill price.
 |
| `multi_vol` | Option Contract Multi Leg Volume | The amount of volume that happened as part of a multileg trade with another contract.
This can be spreads/rolls/condors/butterflies and more.
 |
| `nbbo_ask` | NBBO Ask | The National Best Bid and Offer (NBBO) ask price. |
| `nbbo_bid` | NBBO Bid | The National Best Bid and Offer (NBBO) bid price. |
| `next_earnings_date` | Stock Next Earnings Date | 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 |
| `no_side_vol` | Option Contract No Side Volume | The amount of volume that happened on no identifiable side.
This can be late, out of sequence and/or cross transactions.
 |
| `open_interest` | Option Contract Open interest | The open interest for the contract. |
| `option_chain_id` | 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.
 |
| `option_type` | Option Contract Option Type | The option type of the contract. |
| `premium` | Premium | The premium of the option trade. |
| `price` | Fill Price | The fill price of the option trade. |
| `report_flags` | Report Flags | The report flags of the option trade. |
| `rho` | Rho | The rho of the option trade. |
| `rule_id` | Rule ID | The rule ID of the option trade that represents the rule that made up the flow alert
 |
| `sector` | Market General Sector | The financial sector of the ticker. Empty if unknown or not applicable such as ETF/Index. |
| `size` | Option Trade Size | The size of the option trade. |
| `stock_multi_vol` | Option Contract Stock Multi Leg Volume | The amount of volume that happened as part of a stock transaction and possibly other option contracts.
This can be covered calls and more.
 |
| `strike` | Option Contract Strike | The contract strike. |
| `tags` | Tags | Tags related to the institution. |
| `theo` | Theoretical Price | The theoretical price of the option trade. |
| `theta` | Theta | The theta of the option trade. |
| `trade_ids` | array[string] | The component trade IDs for an aggregated trade. |
| `underlying_price` | Underlying Price | The price of the underlying asset. |
| `underlying_symbol` | Option Contract Underlying Symbol | The underlying symbol of the contract. |
| `upstream_condition_detail` | Upstream Condition Detail | The upstream condition detail/trade code of the option trade. |
| `vega` | Vega | The vega of the option trade. |
| `volume` | Option Trade Volume | The amount of contracts traded till this point. |


## Example

### curl

```bash
curl -X GET "https://api.unusualwhales.com/api/option-contract/{id}/flow" \
  -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/option-contract/{id}/flow", headers=headers)
response = conn.getresponse()
print(response.read().decode("utf-8"))
```

## Response Example

```json
{
  "underlying_symbol": "NVDA",
  "open_interest": 6016,
  "ask_vol": 2,
  "ewma_nbbo_bid": "21.45",
  "bid_vol": 1,
  "option_type": "call",
  "delta": "0.610546281537814",
  "full_name": "NVIDIA CORP",
  "ewma_nbbo_ask": "21.60",
  "multi_vol": 30,
  "industry_type": "Semiconductors",
  "implied_volatility": "0.604347250962543",
  "er_time": "postmarket",
  "theo": "21.49999999999999",
  "rule_id": null,
  "stock_multi_vol": 0,
  "theta": "-0.0640155364004474",
  "gamma": "0.00775013889662635",
  "option_chain_id": "NVDA250117C00124000",
  "premium": "2150.00",
  "flow_alert_id": null,
  "id": "8ef90a2d-d881-41de-98c9-c1de4318dcb5",
  "exchange": "MXOP",
  "price": "21.50",
  "nbbo_ask": "21.60",
  "tags": [
    "bid_side",
    "bearish",
    "earnings_next_week"
  ],
  "size": 1,
  "expiry": "2025-01-17",
  "mid_vol": 30,
  "strike": "124.0000000000",
  "executed_at": "2024-08-21T13:50:52.278302Z",
  "canceled": false,
  "next_earnings_date": "2024-08-28",
  "report_flags": [],
  "underlying_price": "128.16",
  "volume": 33,
  "nbbo_bid": "21.45",
  "rho": "0.2316546330093438",
  "no_side_vol": 0,
  "upstream_condition_detail": "auto",
  "sector": "Technology",
  "vega": "0.3140468475903719",
  "marketcap": "3130350000000.00"
}
```