v1

latestOpenAPI 3.1.02026-07-2655154175.6 KB

Underlying

Premium / volume by strike

Strike-level distribution of call/put premium, volume, and OI for the requested window, plus chain-wide aggregates and a max-pain estimate.

get/v1/underlying/{ticker}/by-strike

Path parameters

tickerstring required

Example:SPY

Underlying ticker symbol (uppercase, e.g. SPY, AAPL).

Query parameters

interval'1D' | '1W' | '7D'

dte_filter'all' | '0-7' | '8-30' | '31-90' | '90+'

DTE bucket — all, 0-7, 8-30, 31-90, or 90+.

datestring date

Example:2026-05-27

Trading date the request targets, in YYYY-MM-DD. Defaults to the current trading date (the most recent session that has settled enough data to be queryable). Past dates fall through to the daily rollup tables.

Response

Strike distribution.

Example response

{
  "meta": {
    "requestId": "d7574836"
  }
}