Unusual Whales UnusualWhales API

Historic Data

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

Request

Security: Bearer Auth Authorization: Bearer <token>

Path Parameters

id OptionContract required

An option contract in the OSI format.

Example: TSLA230526P00167500

Query Parameters

limit Min Limit 1 optional

How many items to return. If no limit is given, returns all matching data. Min: 1.

Example: 10
>= 1

Responses

200 422 500

Response Body 200 OK

ask_volume Option Contract Ask Volume

The amount of volume that happened on the ask side. Ask side is defined as (ask + bid) / 2 < fill price.

Example: 119403
avg_price Option Contract Avg Price

The volume weighted average fill price of the contract.

Example: 1.0465802437910297887119234370
bid_volume Option Contract Bid Volume

The amount of volume that happened on the bid side. Bid side is defined as (ask + bid) / 2 > fill price.

Example: 122789
cross_volume Option Contract Cross Volume

The amount of cross volume. Cross volume consists of all transaction that have the cross trade code.

Example: 0
date Market General Trading day

A trading date in ISO format.

Example: 2023-09-08
floor_volume Option Contract Floor Volume

The amount of floor volume. Floor volume consists of all transaction that have the floor trade code.

Example: 142
high_price Option Contract High

The highest fill on that contract.

Example: 2.95
implied_volatility Option Contract Last Transaction IV

The implied volatility for the last transaction.

Example: 0.675815680048166
iv_high Option Contract IV High

The highest implied volatility at which a transaction occurred.

Example: 0.675815680048166
iv_low Option Contract IV Low

The lowest implied volatility at which a transaction occurred.

Example: 0.310502942482285
last_price Option Contract Close

The last fill on the contract.

Example: 0.03
last_tape_time Option Contract Last Transaction Time

The last time there was a transaction for the given contract as UTC timestamp.

Example: 2023-09-08T17:45:32Z
low_price Option Contract Low

The lowest fill on that contract.

Example: 0.02
mid_volume 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.

Example: 22707
multi_leg_volume 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.

Example: 7486
nbbo_ask Last NBBO Ask

The NBBO Ask price for the final tick of that day's trading session.

Example: 0.45
nbbo_bid Last NBBO Bid

The NBBO Bid price for the final tick of that day's trading session.

Example: 0.30
no_side_volume 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.

Example: 0
open_interest Option Contract Open interest

The open interest for the contract.

Example: 18680
open_price Option Contract Open

The first fill on that contract.

Example: 0.92
stock_multi_leg_volume 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.

Example: 52
sweep_volume Option Contract Sweep Volume

The amount of sweep volume. Sweep volume consists of all transaction that have the sweep trade code.

Example: 18260
total_ask_changes Option Contract Total Ask Changes

The total count of changes to the NBBO ask during that day's trading session.

Example: 165
total_bid_changes Option Contract Total Bid Changes

The total count of changes to the NBBO bid during that day's trading session.

Example: 28
total_premium Option Contract Premium

The total option premium.

Example: 27723806.00

... and 2 more fields

Try It GET
Path Parameters
Query Parameters
Request Sample 
curl -X GET "https://api.unusualwhales.com/api/option-contract/{id}/historic" \
  -H "Authorization: Bearer YOUR_API_KEY" \
  -H "Accept: application/json"
Response Example 200 
{
  "chains": [
    {
      "ask_volume": 1766,
      "avg_price": "0.01360828625235404896",
      "bid_volume": 887,
      "cross_volume": 0,
      "date": "2023-05-26",
      "floor_volume": 0,
      "high_price": "0.03",
      "implied_volatility": "0.310502942482285",
      "iv_high": "0.675815680048166",
      "iv_low": "0.310502942482285",
      "last_price": "0.01",
      "last_tape_time": "2023-05-26T21:30:29.000000Z",
      "low_price": "0.01",
      "mid_volume": 0,
      "multi_leg_volume": 393,
      "nbbo_ask": "0.45",
      "nbbo_bid": "0.30",
      "neutral_volume": 2,
      "open_interest": 15907,
      "open_price": "0.02",
      "stock_multi_leg_volume": 0,
      "sweep_volume": 752,
      "total_ask_changes": 165,
      "total_bid_changes": 28,
      "total_premium": "3613.00",
      "trades": 244,
      "volume": 2655
    }
  ]
}