Ticker Interval flow

NOTE: This is the documentation for websocket channel interval_flow. Websocket access for personal use is only available through the Advanced plan. The data on this channel is the exact same data shown on https://unusualwhales.com/ticker-interval-flow. Ticker Interval flow shows you summary stats about option transactions for a given ticker in a 5min window. It shows the options volume, transactions count, greek exposure, net premium, implied move change and many more stats. This is very useful if you want to build an alerting system that alerts if there is a volume spike or some other sort of spike in a ticker in a short time frame. 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 you wish to stream: interval_flow for live per-interval option flow statistics. Each message carries a single ticker in its ticker field; subscribers receive updates for all tickers across the channel. Payload format:

[
  "interval_flow",
  {
    "ticker": "CVNA",
    "interval_type": "All",
    "start_time": "2026-04-27T14:25:00Z",
    "tape_time": "2026-04-27T14:27:54.391Z",
    "call_vol": 76,
    "put_vol": 155,
    "transactions": 73,
    "call_vol_ask_side": 38,
    "call_vol_bid_side": 37,
    "call_vol_neutral_side": 1,
    "put_vol_ask_side": 28,
    "put_vol_bid_side": 107,
    "put_vol_neutral_side": 20,
    "call_sweep_vol": 0,
    "put_sweep_vol": 0,
    "call_floor_vol": 0,
    "put_floor_vol": 0,
    "call_cross_vol": 0,
    "put_cross_vol": 0,
    "call_multi_vol": 22,
    "put_multi_vol": 12,
    "cum_net_call_delta": 200,
    "cum_net_put_delta": -149,
    "avg_dte": "4",
    "avg_otm": "0.697458",
    "avg_size": "1",
    "avg_prem": "54",
    "net_call_prem": 16424,
    "net_put_prem": -10344,
    "open": "407",
    "close": "406.322",
    "implied_move_perc_30d_open": 165,
    "implied_move_perc_30d_close": 165,
    "volatility_30d_open": 849,
    "volatility_30d_close": 855,
    "delta_flow": 1243,
    "gamma_flow": 11,
    "vega_flow": 6780,
    "dir_delta_flow": 8,
    "dir_gamma_flow": -38,
    "dir_vega_flow": -892
  }
]

Field reference

Each message describes a 5-minute window of option flow for a single ticker. Two messages are emitted per ticker per interval, distinguished by interval_type: one rolls up all contracts, the other restricts to OTM contracts.

Field	Type	Description
`ticker`	string	Underlying ticker.
`interval_type`	`"All"` \| `"OtmOnly"`	`"All"` includes every contract; `"OtmOnly"` restricts to OTM.
`start_time`	ISO 8601 string	Start of the 5-minute window (UTC).
`tape_time`	ISO 8601 string	Time of the snapshot within the window. The same window may emit multiple messages as the window fills; only the latest is current.
`call_vol` / `put_vol`	int	Total call / put volume in the window.
`transactions`	int	Distinct option transactions in the window.
`call_vol_ask_side`, `call_vol_bid_side`, `call_vol_neutral_side`	int	Call volume by trade-side classification.
`put_vol_ask_side`, `put_vol_bid_side`, `put_vol_neutral_side`	int	Put volume by trade-side classification.
`call_sweep_vol` / `put_sweep_vol`	int	Volume tagged as sweep (multi-exchange print).
`call_floor_vol` / `put_floor_vol`	int	Volume tagged as floor trade.
`call_cross_vol` / `put_cross_vol`	int	Volume from cross trades.
`call_multi_vol` / `put_multi_vol`	int	Volume from multi-leg trades.
`cum_net_call_delta` / `cum_net_put_delta`	int	Session-cumulative net delta from calls / puts (signed by side).
`avg_dte`	decimal string \| null	Average days-to-expiration across the window’s trades.
`avg_otm`	decimal string \| null	Average OTM percentage across the window.
`avg_size`	decimal string \| null	Average trade size in contracts.
`avg_prem`	decimal string \| null	Average per-trade premium in dollars.
`net_call_prem` / `net_put_prem`	int	Net call / put premium in the window (`ask_side - bid_side`), in dollars.
`open` / `close`	decimal string \| null	Underlying price at the start / end of the window.
`implied_move_perc_30d_open` / `implied_move_perc_30d_close`	int	30-day implied move at window open / close, in basis points.
`volatility_30d_open` / `volatility_30d_close`	int	30-day implied volatility at window open / close, in basis points.
`delta_flow` / `gamma_flow` / `vega_flow`	int	Absolute Greek flow in the window.
`dir_delta_flow` / `dir_gamma_flow` / `dir_vega_flow`	int	Directional (signed by side) Greek flow in the window.

Overview

Channels

Field reference

​Field reference

Field reference