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Options · Order flow

Options flow leaders

Underlyings or contracts leading option flow: top premium, bullish, bearish and movers.
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Ranks underlyings (grain=root) by net, bullish or bearish sentiment premium, total premium, volume or trades, or contracts (grain=contract) by change from the previous close, premium or volume. Root rows carry the bullish, bearish and neutral premium, the bearish-to-bullish ratio, call and put volume and each underlying's share of the market total. Contract rows carry the last price, previous close, percent change, volume, open interest, premium and implied volatility. Fields of the other grain are not present.

Example request

curl -sS --get "https://api.ordermap.si/v1/options/flow/leaders" \
  -H "Authorization: Bearer $ORDERMAP_API_KEY" \
  --data-urlencode underlying_symbols=SPXW,SPY

Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.

Parameters

9 parameters, none required.

ParameterType and limitsDescription
grainqueryoptionalstringrootcontractdefault rootRank underlyings (root) or individual contracts (contract).
sortqueryoptionalstringnetbullishbearishpremiumvolumetradeschange_percentRanking measure. root: net, bullish, bearish, premium, volume, trades (default net); contract: change_percent, premium, volume (default change_percent).
orderqueryoptionalstringdescascdefault descDescending (largest first) or ascending.
limitqueryoptionalintegerdefault 50min 1max 200Rows to return.
min_premiumqueryoptionalnumbermin 0max 1000000000000Minimum premium in US dollars.
underlying_symbolsqueryoptionalarray<string>comma-separated in one parameter1 to 50 itemseach at most 128 characterspattern ^[A-Za-z][A-Za-z0-9.]{0,7}$Contract grain only: underlyings to rank, comma separated, at most 50. Default: every underlying the platform tabulates.
datequeryoptionalstringdateTrading date (YYYY-MM-DD). Default: the current session, else the most recent completed one.
sessionqueryoptionalstringrthgthalldefault rthTrading session: rth is the regular session, gth the overnight (global trading hours) session before the trading date, all both. Overnight data requires the Pro plan and exists only for underlyings with an overnight session; GET /v1/options/sessions shows which.
include_complexqueryoptionalbooleanInclude multi-leg (complex order) prints. Default false.

Response

StatusMeaningBody
200Successful response.Schema below
400Invalid, unknown or repeated parameters, or an invalid cursor.Error object
401Missing or invalid API key.Error object
403The plan, dataset release or account state does not allow this request.Error object
422The request is valid but no data exists for it.Error object
429Rate limit, burst limit or cooldown; wait Retry-After seconds.Retry-AfterError object
500Internal error.Error object
503Data temporarily unavailable; retry after Retry-After seconds.Retry-AfterError object
504The request timed out.Error object

Authenticated responses carry the X-RateLimit-* headers (see rate limits); 429 and 503 add Retry-After.

200 response body

  • dataarray<object>required21 fields inside
    • bearish_premiumnumberRoot grain: premium of bearish prints.
    • bearish_to_bullish_rationumber | nullRoot grain: bearish premium over bullish premium; null when there is no bullish premium.
    • bullish_premiumnumberRoot grain: premium of bullish prints in US dollars.
    • call_volumeintegerRoot grain: call contracts.
    • change_percentnumberContract grain: change from the previous close in percent.
    • contract_typestringCall or put.callput
    • date_of_expirystringdateContract grain: expiration.
    • implied_volatilitynumber | nullContract grain: implied volatility.
    • last_pricenumberContract grain: last price.
    • neutral_premiumnumberRoot grain: premium of prints at the mid.
    • open_interestintegerContract grain: open interest.
    • premiumnumberTotal premium in US dollars.
    • premium_sharenumberRoot grain: share of market premium, 0 to 1.
    • previous_closenumberContract grain: previous close.
    • put_volumeintegerRoot grain: put contracts.
    • strikenumberContract grain: strike.
    • tradesintegerRoot grain: prints.
    • trades_sharenumberRoot grain: share of market prints.
    • underlying_symbolstringrequiredUnderlying (root grain) or option root (contract grain).
    • volumeintegerContracts traded.
    • volume_sharenumberRoot grain: share of market volume.
  • metaobjectrequiredMeta object

Example response

{
  "data": [
    {
      "bearish_premium": 17900000,
      "bearish_to_bullish_ratio": 0.8404,
      "bullish_premium": 21300000,
      "call_volume": 182000,
      "neutral_premium": 8100000,
      "premium": 47300000,
      "premium_share": 0.31,
      "put_volume": 161000,
      "trades": 10100,
      "trades_share": 0.26,
      "underlying_symbol": "SPX",
      "volume": 343000,
      "volume_share": 0.28
    }
  ],
  "meta": {
    "as_of": 1760659200123,
    "coverage": {
      "complete": true
    },
    "delay_ms": 0,
    "delayed": false,
    "request_id": "0199f0c2-5a1e-7c3b-9d4e-2b6f8a1c3d5e",
    "source": "opra"
  }
}

Values are illustrative. Missing values are null, never 0.