v36

latestOpenAPI 3.1.0Apache 2.0raw.githubusercontent.com2024-11-1856109168.6 KB

Options Volume

Returns the options volume & premium for all trade executions that happened on a given trading date for the given ticker. This can be used to build a ticker options overview, such as a table or a line chart.

get/api/stock/{ticker}/options-volume

Path parameters

tickerstring required

Query parameters

limitinteger

Response

The options volume and premium details.

avg_30_day_call_volumestring

Avg 30 day call volume.

avg_30_day_put_volumestring

Avg 30 day put volume.

avg_3_day_call_volumestring

Avg 3 day call volume.

avg_3_day_put_volumestring

Avg 3 day put volume.

avg_7_day_call_volumestring

Avg 7 day call volume.

avg_7_day_put_volumestring

Avg 7 day put volume.

bearish_premiumstring

The bearish premium (call bid + put ask).

bullish_premiumstring

The bullish premium (call ask + put bid).

call_open_interestinteger

The sum of open interest for all call options.

call_premiumstring

The sum of premium for all call transactions.

call_volumeinteger

The total call volume.

call_volume_ask_sideinteger

The call volume on the ask side.

call_volume_bid_sideinteger

The call volume on the bid side.

datestring date

The trading date.

net_call_premiumstring

Net call premium (ask - bid).

net_put_premiumstring

Net put premium (ask - bid).

put_open_interestinteger

The sum of open interest for all put options.

put_premiumstring

The sum of premium for all put transactions.

put_volumeinteger

The total put volume.

put_volume_ask_sideinteger

The put volume on the ask side.

put_volume_bid_sideinteger

The put volume on the bid side.

Example response

[
  {
    "avg_30_day_call_volume": "679430.000000000000",
    "avg_30_day_put_volume": "401961.285714285714",
    "avg_3_day_call_volume": "606258.533333333333",
    "avg_3_day_put_volume": "436126.833333333333",
    "avg_7_day_call_volume": "679145.333333333333",
    "avg_7_day_put_volume": "388676.000000000000",
    "bearish_premium": "143198625",
    "bullish_premium": "196261414",
    "call_open_interest": 3975333,
    "call_premium": "9908777.0",
    "call_volume": 990943,
    "call_volume_ask_side": 417251,
    "call_volume_bid_side": 498271,
    "date": "2023-09-08",
    "net_call_premium": "-29138464",
    "net_put_premium": "23924325",
    "put_open_interest": 3564153,
    "put_premium": "163537151",
    "put_volume": 808326,
    "put_volume_ask_side": 431791,
    "put_volume_bid_side": 314160
  }
]