Option trades

NOTE: This is the documentation for websocket channels option_trades and option_trades:<TICKER>. Websocket access for personal use is only available through the Advanced plan. You can find fully-functional examples that stream data from many channels here:

Connect to the websocket URI: wss://api.unusualwhales.com/socket?token=<YOUR_API_TOKEN> then join the channel(s) you wish to stream, for example option_trades for all tickers or option_trades:TSLA for TSLA transactions only. Payload format:

{
    "id":"a4dc6020-0611-4c23-b0bc-99944c7348ab",
    "underlying_symbol":"UVIX",
    "executed_at":1726670167412,
    "nbbo_bid":"0.01",
    "nbbo_bid_size":37,
    "nbbo_bid_time":1726670167388,
    "nbbo_ask":"0.09",
    "nbbo_ask_size":18,
    "nbbo_ask_time":1726670167401,
    "size":1,
    "price":"0.01",
    "option_symbol":"UVIX240920C00025000",
    "created_at":1726670167461,
    "report_flags":[

    ],
    "tags":[
      "bid_side",
      "bearish",
      "etf"
    ],
    "expiry":"2024-09-20",
    "option_type":"call",
    "open_interest":410,
    "strike":"25.0000000000",
    "premium":"1.00",
    "volume":105,
    "underlying_price":"4.9261",
    "ewma_nbbo_ask":"0.09",
    "ewma_nbbo_bid":"0.01",
    "implied_volatility":"8.46381958089369",
    "delta":"0.01132315610146539",
    "theta":"-0.02291485773244166",
    "gamma":"0.00962272181839715",
    "vega":"0.0001082948756510385",
    "rho":"0.000002508438316242667",
    "theo":"0.01",
    "trade_code":"slan",
    "exchange":"XCBO",
    "ask_vol":10,
    "bid_vol":95,
    "no_side_vol":0,
    "mid_vol":0,
    "multi_vol":0,
    "stock_multi_vol":0
}

Field reference

Field	Type	Description
`id`	uuid string	Unique trade identifier. Use this to dedupe and to cross-reference `flow-alerts.trade_ids`.
`underlying_symbol`	string	Underlying ticker (e.g. `AAPL`, `SPX`).
`executed_at`	int (ms)	Trade execution time, unix epoch milliseconds (UTC).
`nbbo_bid` / `nbbo_ask`	decimal string	NBBO at the time of the trade.
`nbbo_bid_size` / `nbbo_ask_size`	int or null	Quoted size in contracts at the corresponding NBBO price. `null` when quote metadata is unavailable.
`nbbo_bid_time` / `nbbo_ask_time`	int (ms) or null	Last update time for the corresponding NBBO quote, in unix epoch milliseconds (UTC). `null` when quote metadata is unavailable.
`ewma_nbbo_bid` / `ewma_nbbo_ask`	decimal string	Exponentially-weighted moving average of the NBBO; smoother reference price for noisy quotes.
`size`	int	Number of contracts in this trade.
`price`	decimal string	Per-contract price.
`premium`	decimal string	Total dollar premium for the trade (`size * price * multiplier`). The multiplier is `100` for most contracts, including `XSP`, `XND` and `NQX`; `NANOS` uses `1`.
`option_symbol`	string	OSI option chain id (e.g. `UVIX240920C00025000`).
`expiry`	date string `YYYY-MM-DD`	Contract expiration.
`option_type`	`"call"` \| `"put"`
`strike`	decimal string	Strike price.
`open_interest`	int	Open interest as of the most recent trading day’s close.
`volume`	int	Cumulative session volume on this contract up to and including this trade.
`underlying_price`	decimal string	Spot price of the underlying at the time of the trade. Empty string when `tags` contains `"index"`.
`implied_volatility`, `delta`, `theta`, `gamma`, `vega`, `rho`, `theo`	decimal string	Greeks and theoretical price computed from the NBBO mid at trade time.
`trade_code`	string	Upstream condition codes (comma-separated), e.g. `"slan"`, `"auto"`, `"slan,isoi"`.
`exchange`	string	OPRA exchange identifier (`XCBO`, `MPRL`, `XPHL`, …).
`report_flags`	string[]	Out-of-band reporting flags from upstream (e.g. `"cross_trade"`). Empty for normal prints.
`tags`	string[]	Side and classification tags. Side: `"ask_side"` / `"bid_side"` / `"mid_side"` / `"no_side"`. Classification: `"bullish"` / `"bearish"`, plus `"index"`, `"etf"`, `"china"`, `"volatility"`, `"dividend"`, `"arbitrage"`.
`ask_vol` / `bid_vol` / `mid_vol` / `no_side_vol`	int	Cumulative session volume on this contract attributed to each side (NBBO at trade time). Sums to `volume` minus `multi_vol` and `stock_multi_vol`.
`multi_vol`	int	Cumulative session volume from multi-leg option trades.
`stock_multi_vol`	int	Cumulative session volume from option-stock combos (delta-neutral packages, etc.).

Overview

Channels

Field reference