Smart Option Flow Data API(Deprecated)
This API will be deprecated. New customers will not have access to it, while existing customers can continue using it until October 30th, 2024.
Smart Option Flow Data API returns real-time and historical structured data for Unusual Options Activity(UOA), representing anomalies in the Options Order Flow. This API service will aggregate the sweep orders traded within a specific timeframe, which helps our customers detect the hidden behaviors behind the aggressive trading intention. Usually, the premium of Smart Flow Data trades will be no less than $25K. Data latency is generally within 1 minute.
Get the Smart Flow Data via this API
POST https://api.optiondata.io/api-portal/s
Get the real-time or historical smart option flow data.
Headers
API-KEY*
String
Your API key, an essential token for accessing our services, is available through optiondata.io. After submitting the application form, you will be emailed a trial API token valid for 14 days to explore our offerings. If you wish to test our API immediately, feel free to use test_key as a temporary API key at no cost. Be aware that the test_key API token only provides support for the tickers AAPL and SPY.
Request Body
symbol
string
If you want to search for a specific stock symbol (e.g., TSLA), please provide the symbol. If you leave it blank, the start_date and end_date must be the same. However, if you provide a symbol, you can query multiple dates within the start_date and end_date range.
start_date*
string
The initial date of the specified search range, in the format of YYYY-MM-DD, ex: 2023-05-01. The start_date should be earlier than end_date.
end_date*
string
The end date of the specified search range, in the format of YYYY-MM-DD, ex: 2023-05-01.
The start_date should be earlier than end_date.
What is Smart Option Flow?
Smart Option Flow returns real-time and historical structured data for Unusual Options Activity(UOA), representing anomalies in the Options Order Flow. Usually, the premium of Smart Flow Data trades will be no less than $25K. Data latency is generally within 1 minute. In general, unusual options activity can be classified into block and sweep order.
What is the difference between the order type of sweep and block?
sweep and block?Block is a single order with an abnormally high trading volume than the average level. Blocks can be counted both by dollar value and contract size. The catalyst of a block is a real hurry and strong money flow to get filled by market players. Those market players are often big institutions or what we call “insiders” who have a relative edge over trading information, money pool, and algo system.
Sweep is typically a large order that is broken into a number of different smaller orders that can then be filled more quickly on multiple exchanges. A sweep order instructs the broker to identify the best prices on the market, regardless of offer size, and fill the order piece-by-piece until the entire order has been filled. The catalyst for sweep orders is to hide intention from the executor and make those orders stay “irrelevant”. This can also be a track of smart money who might be certain on the next day's market volatility with an edge but would not like to be radared. The other aim of a sweep may be taking as many as available contracts at the best prices, which indicates an aggressive bet on the underlying asset market. Our real-time Smart Option Flow Data API tracks the multi-exchange footprints of “smart money” by consolidating the data into an easy-to-interpret format, then printing it directly into the main feed in real-time.
Request Body Examples
Response Schema
date
string
The date the trade was created, eg: 2022-01-01
required
No
time
string
The time the trade was created
required
No
symbol
string
Ticker Symbol (TSLA, MSFT, etc...)
No
put_call
string
Indicates PUT or CALL
No
strike_price
float
Strike price of the option
No
date_expiration
string
The date on which the Option expires. The Option becomes invalid after this date and cannot be exercised ex: 2022-04-05
No
option_activity_type
string
Type of unusual option, BLOCK or SWEEP, BLCOK is the number of trades involved in the trade equals 1, SWEEP is the number of trades involved in the trade greater than 1.
No
open_interest
integer
The total number of this options contract that are still open.
No
updated
integer
The timestamp indicates the moment when this flow order is received and incorporated into the system.
Yes
size
integer
Total order size (either of the 1 trade, or the sum of trade sizes for a sweep)
No
price
float
Last price of a trade, or last price of last trade in a sweep.
No
premium
float
Cost in dollor of the entire sweep or block option trade
No
underlying_price
float
the price of the underlying asset when the order is executed.
No
sentiment
string
BULLISH, BEARISH, or NEUTRUAL The sentiment is estimated based on whether the trade was executed at the bid, ask, or mark price.
No
bid
float
Bid price at the time of the trade, or last trade in case of a sweep.
No
ask
float
Ask price at the time of the trade, or last trade in case of a sweep.
No
option_symbol
string
Option symbol, ex: SPY190826P00292000
No
trade_count
integer
Number of trades involved in the sweep.
NO
expiry_days
integer
The days left to expiration date.
No
delta
float
Delta is a measure of the change in an option's price
YES
theta
float
Theta measures an option's sensitivity to time.
YES
gamma
float
Gamma (Γ) indicates the amount that an option's option's delta would change in response to a $1 move in the underlying security.
YES
side
string
ASK means the trade was executed on the ask side which was more likely buyer-initiated. BID means the trade was executed on the bid side which was more likely seller-initiated. AASK means the trade was executed above the ask side which was more likely buyer urgently initiated. BBIDmeans the trade was executed below the bid side which was more likely the seller urgently initiated.
No
moneyness
string
Moneyness describes the intrinsic value of an option in its current state. ITM(In The Money) refers to an options contract where the strike price is greater than the current share price of the underlying asset. OTM(Out of the Money) refers to an options contract where the strike price is not yet greater than the current share price of the underlying asset. ATM(At the Money) refers to an options contract where the strike price is equal to the current share price of the underlying asset.
No
iv
float
Implied volatility (IV) is an estimate of the future volatility of the underlying stock based on options prices.
YES
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