Volume Profile

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

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

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.

Example: 119403

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.

Example: 122789

cross_vol 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_vol Option Contract Floor Volume

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

Example: 142

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.

Example: 22707

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.

Example: 7486

price Fill Price

The fill price of the option trade.

Example: 21.50

sweep_vol Option Contract Sweep Volume

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

Example: 18260

transactions Option Contract Total Trades Count

The amount of transaction for this contract.

Example: 39690

volume Option Contract Volume

The contract volume.

Example: 264899

Try It GET

API Token

Path Parameters

id required

Query Parameters

date Optional Market Date

Request Sample

curl -X GET "https://api.unusualwhales.com/api/option-contract/{id}/volume-profile" \
  -H "Authorization: Bearer YOUR_API_KEY" \
  -H "Accept: application/json"

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}/volume-profile", headers=headers)
response = conn.getresponse()
print(response.read().decode("utf-8"))

Response Example 200

{
  "data": [
    {
      "ask_vol": 850,
      "bid_vol": 325,
      "cross_vol": 5,
      "date": "2024-05-28",
      "floor_vol": 10,
      "mid_vol": 25,
      "multi_vol": 40,
      "price": "3.50",
      "sweep_vol": 120,
      "transactions": 42,
      "volume": 1250
    },
    {
      "ask_vol": 620,
      "bid_vol": 275,
      "cross_vol": 0,
      "date": "2024-05-28",
      "floor_vol": 5,
      "mid_vol": 15,
      "multi_vol": 25,
      "price": "3.55",
      "sweep_vol": 90,
      "transactions": 31,
      "volume": 950
    }
  ]
}