Unusual Whales UnusualWhales API

Intraday Data

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

Request

Security: Bearer Auth Authorization: Bearer <token>

Path Parameters

id OptionContract required

An option contract in the OSI format.

Example: TSLA230526P00167500

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

Responses

200 422 500

Response Body 200 OK

avg_price Option Contract Avg Price

The volume weighted average fill price of the contract.

Example: 1.0465802437910297887119234370
close Option Contract Close

The last fill on the contract.

Example: 0.03
expiry Option Contract Expiry

The contract expiry date in ISO format.

Example: 2023-12-22
high Option Contract High

The highest fill on that contract.

Example: 2.95
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
low Option Contract Low

The lowest fill on that contract.

Example: 0.02
open Option Contract Open

The first fill on that contract.

Example: 0.92
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.

premium_ask_side Option Contract Premium Ask Side

The total premium value for transactions executed on the ask side.

Example: 3138.00
premium_bid_side Option Contract Premium Bid Side

The total premium value for transactions executed on the bid side.

Example: 1403.92
premium_mid_side Option Contract Premium Mid Side

The total premium value for transactions executed at the mid price.

Example: 60.50
premium_no_side Option Contract Premium No Side

The total premium value for transactions without an identifiable side.

Example: 0.00
start_time General UTC Timestamp

A UTC timestamp.

Example: 2023-12-12T16:35:52.168490Z
volume_ask_side 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
volume_bid_side 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
volume_mid_side 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
volume_multi 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
volume_no_side 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
volume_stock_multi 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
Try It GET
Path Parameters
Query Parameters
Request Sample 
curl -X GET "https://api.unusualwhales.com/api/option-contract/{id}/intraday" \
  -H "Authorization: Bearer YOUR_API_KEY" \
  -H "Accept: application/json"
Response Example 200 
{
  "data": [
    {
      "avg_price": "30.18641509433962264151",
      "close": "30.22",
      "expiry": "2024-06-21",
      "high": "30.25",
      "iv_high": "0.25478345",
      "iv_low": "0.24967245",
      "low": "30.05",
      "open": "30.15",
      "option_symbol": "AAPL240621C00190000",
      "premium_ask_side": "3138.00",
      "premium_bid_side": "1403.92",
      "premium_mid_side": "60.50",
      "premium_no_side": "0.00",
      "start_time": "2024-05-28T14:30:00.000000Z",
      "volume_ask_side": 104,
      "volume_bid_side": 47,
      "volume_mid_side": 2,
      "volume_multi": 15,
      "volume_no_side": 0,
      "volume_stock_multi": 0
    },
    {
      "avg_price": "30.2637719298245614035",
      "close": "30.20",
      "expiry": "2024-06-21",
      "high": "30.35",
      "iv_high": "0.25408976",
      "iv_low": "0.25108545",
      "low": "30.15",
      "open": "30.22",
      "option_symbol": "AAPL240621C00190000",
      "premium_ask_side": "1058.75",
      "premium_bid_side": "661.32",
      "premium_mid_side": "0.00",
      "premium_no_side": "0.00",
      "start_time": "2024-05-28T14:31:00.000000Z",
      "volume_ask_side": 35,
      "volume_bid_side": 22,
      "volume_mid_side": 0,
      "volume_multi": 5,
      "volume_no_side": 0,
      "volume_stock_multi": 0
    }
  ]
}