Unusual Whales UnusualWhales API

Option contracts

GET https://api.unusualwhales.com/api/stock/{ticker}/option-contracts

Request

Security: Bearer Auth Authorization: Bearer <token>

Path Parameters

ticker SingleTicker required

A single ticker

Example: AAPL

Query Parameters

expiry Single expiry date optional

A single expiry date in ISO date format.

Example: 2024-02-02
option_type OptionType optional

The option type to filter by if specified.

enum: call, Call, put, Put
vol_greater_oi boolean optional

Wether to only return chains where volume > open interest

exclude_zero_vol_chains boolean optional

Wether to only return chains where volume > 0

exclude_zero_dte boolean optional

Wether to only return chains which do not expire on the same day

exclude_zero_oi_chains boolean optional

Wether to only return chains where open interest > 0

maybe_otm_only boolean optional

Wether to only return chains which are out of the money

min_dte integer optional

Minimum days to expiration (expiry at least this many days from today).

max_dte integer optional

Maximum days to expiration (expiry at most this many days from today).

option_symbol[] array[string] optional

Options symbols to filter by

limit Default 500 Max 500 Min 1 optional

How many items to return. Default: 500. Max: 500. Min: 1.

Example: 10 Default: 500
>= 1 <= 500
page Page optional

Page number (use with limit). Starts on page 0.

Example: 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
delta string

First-order greek: delta.

Example: 0.42
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
gamma string

First-order greek: gamma.

Example: 0.031
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
last_price Option Contract Close

The last fill on the contract.

Example: 0.03
last_tape_time string

As-of timestamp anchoring row freshness — the contract's last trade (tape) time. Approximate for NBBO freshness (it is trade time, not a dedicated quote timestamp).

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 NBBO Ask

The National Best Bid and Offer (NBBO) ask price.

Example: 0.03
nbbo_bid NBBO Bid

The National Best Bid and Offer (NBBO) bid price.

Example: 0.03
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
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.

prev_oi Option Contract Previous Open Interest

The previous trading day's open interest.

Example: 18680
rho string

First-order greek: rho.

Example: 0.027
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
theta string

First-order greek: theta.

Example: -0.058
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/stock/{ticker}/option-contracts" \
  -H "Authorization: Bearer YOUR_API_KEY" \
  -H "Accept: application/json"
Response Example 200 
{
  "data": [
    {
      "ask_volume": 56916,
      "avg_price": "0.77927817593516586531",
      "bid_volume": 68967,
      "delta": "-0.187",
      "floor_volume": 1815,
      "gamma": "0.021",
      "high_price": "5.75",
      "implied_volatility": "0.542805337797143",
      "last_price": "0.01",
      "last_tape_time": "2024-02-01T20:59:58Z",
      "low_price": "0.01",
      "mid_volume": 6393,
      "multi_leg_volume": 9871,
      "nbbo_ask": "0.01",
      "nbbo_bid": "0",
      "no_side_volume": 6393,
      "open_interest": 22868,
      "option_symbol": "AAPL240202P00185000",
      "prev_oi": 20217,
      "rho": "-0.015",
      "stock_multi_leg_volume": 13,
      "sweep_volume": 12893,
      "theta": "-0.043",
      "total_premium": "10307980.00",
      "vega": "0.089",
      "volume": 132276
    },
    {
      "ask_volume": 54820,
      "avg_price": "0.19195350495251190385",
      "bid_volume": 60784,
      "floor_volume": 0,
      "high_price": "0.80",
      "implied_volatility": "0.462957019859562",
      "last_price": "0.01",
      "low_price": "0.01",
      "mid_volume": 2215,
      "multi_leg_volume": 5301,
      "nbbo_ask": "0.01",
      "nbbo_bid": "0",
      "no_side_volume": 2215,
      "open_interest": 19352,
      "option_symbol": "AAPL240202C00187500",
      "prev_oi": 18135,
      "stock_multi_leg_volume": 9,
      "sweep_volume": 11152,
      "total_premium": "2261577.00",
      "volume": 117819
    }
  ]
}