Greek flow by expiry

GET https://api.unusualwhales.com/api/stock/{ticker}/greek-flow/{expiry}

Request

Security: Bearer Auth Authorization: Bearer <token>

Path Parameters

ticker SingleTicker required

A single ticker

Example: AAPL

expiry Single expiry date required

A single expiry date in ISO date format.

Example: 2024-02-02

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

Response Body 200 OK

dir_delta_flow Dir Delta Flow

The directional delta flow.

Example: -43593.96

dir_vega_flow Dir Vega Flow

The directional vega flow.

Example: 31243.04

expiry Option Contract Expiry

The contract expiry date in ISO format.

Example: 2023-12-22

otm_dir_delta_flow OTM Dir Delta Flow

The directional delta flow of out-of-the-money options.

Example: 14947.51

otm_dir_vega_flow OTM Dir Vega Flow

The directional vega flow of out-of-the-money options.

Example: 11421.03

otm_total_delta_flow OTM Total Delta Flow

The total delta flow of out-of-the-money options.

Example: -28564.02

otm_total_vega_flow OTM Total Vega Flow

The total vega flow of out-of-the-money options.

Example: 101745.64

ticker Stock Ticker

The stock ticker.

Example: AAPL

timestamp Timestamp

The (start of minute) timestamp of the data.

Example: 2024-10-28T18:46:00Z

total_delta_flow Total Delta Flow

The total delta flow.

Example: -21257.36

total_vega_flow Total Vega Flow

The total vega flow.

Example: 350944.58

transactions Transactions

The amount of transactions.

Example: 1188

volume Volume

The total options volume.

Example: 12348

Try It GET

API Token

Path Parameters

ticker required

expiry required

Query Parameters

date Optional Market Date

Request Sample

curl -X GET "https://api.unusualwhales.com/api/stock/{ticker}/greek-flow/{expiry}" \
  -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}/greek-flow/{expiry}", headers=headers)
response = conn.getresponse()
print(response.read().decode("utf-8"))

Response Example 200

{
  "data": [
    {
      "dir_delta_flow": "-43593.96",
      "dir_vega_flow": "31243.04",
      "expiry": "2024-10-28",
      "otm_dir_delta_flow": "14947.51",
      "otm_dir_vega_flow": "11421.03",
      "otm_total_delta_flow": "-28564.02",
      "otm_total_vega_flow": "101745.64",
      "ticker": "SPY",
      "timestamp": "2024-10-28T18:46:00Z",
      "total_delta_flow": "-21257.36",
      "total_vega_flow": "350944.58",
      "transactions": 1188,
      "volume": 12348
    }
  ]
}