ATM Chains

GET https://api.unusualwhales.com/api/stock/{ticker}/atm-chains

Request

Security: Bearer Auth Authorization: Bearer <token>

Path Parameters

ticker SingleTicker required

A single ticker

Example: AAPL

Query Parameters

expirations[] Expiry dates required

An array of 1 or more expiry dates.

Example: 2024-02-022024-01-26

Responses

200 422 500

Response Body 200 OK

ask_side_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_side_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

chain_prev_close Option Contract Previous Close Price

The previous trading day's contract price.

Example: 1.29

close Option Contract Close

The last fill on the contract.

Example: 0.03

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

er_time Stock Earnings time

The time when the earnings will be released.

Example: premarket

expiry Option Contract Expiry

The contract expiry date in ISO format.

Example: 2023-12-22

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 Option Contract High

The highest fill on that contract.

Example: 2.95

last_fill 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 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

multileg_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

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

Example: 2023-10-26

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 Option Contract Open

The first fill on that contract.

Example: 0.92

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.

option_type Option Contract Option Type

The option type of the contract.

Example: call

premium Option Contract Premium

The total option premium.

Example: 27723806.00

sector Market General Sector

The financial sector of the ticker. Empty if unknown or not applicable such as ETF/Index.

Example: Technology

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

stock_price Stock Close Price

The close stock price of the ticker.

Example: 182.91

strike Option Contract Strike

The contract strike.

Example: 375

... and 6 more fields

Try It GET

API Token

Path Parameters

ticker required

Query Parameters

expirations[] required Expiry dates

Request Sample

curl -X GET "https://api.unusualwhales.com/api/stock/{ticker}/atm-chains?expirations[]=VALUE" \
  -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/stock/{ticker}/atm-chains?expirations[]=VALUE", headers=headers)
response = conn.getresponse()
print(response.read().decode("utf-8"))

Response Example 200

{
  "data": [
    {
      "ask_side_volume": 119403,
      "avg_price": "1.0465802437910297887119234370",
      "bid_side_volume": 122789,
      "chain_prev_close": "1.29",
      "close": "0.03",
      "cross_volume": 0,
      "er_time": "unknown",
      "expiry": "2023-09-08",
      "floor_volume": 142,
      "high": "2.95",
      "last_fill": "2023-09-08T17:45:32Z",
      "low": "0.02",
      "mid_volume": 22707,
      "multileg_volume": 7486,
      "next_earnings_date": "2023-10-18",
      "no_side_volume": 0,
      "open": "0.92",
      "open_interest": 18680,
      "option_symbol": "TSLA230908C00255000",
      "option_type": "call",
      "premium": "27723806.00",
      "sector": "Consumer Cyclical",
      "stock_multi_leg_volume": 52,
      "stock_price": "247.94",
      "strike": "255.0",
      "sweep_volume": 18260,
      "ticker_vol": 2546773,
      "total_ask_changes": 44343,
      "total_bid_changes": 43939,
      "trades": 39690,
      "volume": 264899
    }
  ]
}