v1

latestOpenAPI 3.0.02026-07-266091181.5 KB
Option Activity

OptionActivity V1

Returns unusual options activity data, including large or unusual options trades that may signal informed trading

get/api/v1/signal/option_activity

Query parameters

pageinteger

Page offset. For optimization, performance and technical reasons, page offsets are limited from 0 - 100000. Limit the query results by other parameters such as date. Default is 0

pageSizeinteger

Number of results returned. Limit 1000

parameters[date]string date

Date to query for calendar data. Shorthand for date_from and date_to if they are the same. Defaults for latest

parameters[date_from]string date

Start date in YYYY-MM-DD format

parameters[date_to]string date

End date in YYYY-MM-DD format

parameters[date_sort]'date'

Sort by date

parameters[tickers]string csv

One or more ticker symbols separated by a comma. Maximum 50 tickers

parameters[id]string

ID

parameters[updated]integer

Records last Updated Unix timestamp (UTC). This will force the sort order to be Greater Than or Equal to the timestamp indicated

Response

Option Activity

aggressor_indstring
askstring
bidstring
cost_basisstring
datestring
date_expirationstring
descriptionstring
description_extendedstring
exchangestring
execution_estimatestring
idstring
midpointstring
open_intereststring
option_activity_typestring
option_symbolstring
pricestring
put_callstring
sentimentstring
sizestring
strike_pricestring
tickerstring
timestring

Time of the option activity (EST)

trade_countinteger
underlying_pricestring
underlying_typestring
updatedinteger
volumestring

Example response

{
  "aggressor_ind": "1",
  "ask": "4.35",
  "bid": "4.25",
  "cost_basis": "2156000",
  "date": "2024-01-09",
  "date_expiration": "2024-01-19",
  "description": "Trade",
  "description_extended": "Sweep | Bullish | Above Ask",
  "exchange": "NASDAQ",
  "execution_estimate": "Above Ask",
  "id": "60a7f5e8e4b0f5a3c8e9f5ad",
  "midpoint": "4.30",
  "open_interest": "1523",
  "option_activity_type": "Sweep",
  "option_symbol": "AAPL240119C00195000",
  "price": "4.31",
  "put_call": "Call",
  "sentiment": "Bullish",
  "size": "500",
  "strike_price": "195.00",
  "ticker": "AAPL",
  "time": "14:35:22",
  "trade_count": 1,
  "underlying_price": "185.92",
  "underlying_type": "Common Stock",
  "updated": 1704819600,
  "volume": "2845"
}