Skip to content

Options · Order flow

Options flow put call ratio

Put/call volume and premium ratios per bucket and cumulatively.
On this page

Put volume divided by call volume and put premium divided by call premium for every bucket, with the same ratios accumulated from the start of the session. All prints count, whatever their aggressor side. A ratio is null when its call side is zero. Buckets that have not started yet are not returned.

Example request

curl -sS --get "https://api.ordermap.si/v1/options/flow/put-call-ratio" \
  -H "Authorization: Bearer $ORDERMAP_API_KEY" \
  --data-urlencode underlying_symbol=SPXW

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

Parameters

22 parameters, 1 required.

ParameterType and limitsDescription
underlying_symbolqueryrequiredstringat most 8 characterspattern ^[A-Za-z][A-Za-z0-9.]{0,7}$Option root or family: SPX covers the SPX and SPXW roots, SPXW only the weekly root, QQQ, NDXP, RUTW, XSP ...
intervalqueryoptionalstring1m5m15m30m1hdefault 5mBucket length: 1m, 5m, 15m, 30m or 1h.
datequeryoptionalstringdateTrading date (YYYY-MM-DD). Default: the current session, else the most recent completed one. Overnight prints belong to the next trading date.
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.
start_timequeryoptionalintegerunix-msmin 946684800000max 4102444800000Start of the window (inclusive). The window must lie within one trading session; combine with date to name that session.
end_timequeryoptionalintegerunix-msmin 946684800000max 4102444800000End of the window (exclusive).
contract_typequeryoptionalstringcallputCalls or puts. Omit for both.
date_of_expiryqueryoptionalstringdateOnly contracts expiring on this date.
min_dtequeryoptionalintegermin 0max 3650Minimum days to expiration (0 = expires on the trading date).
max_dtequeryoptionalintegermin 0max 3650Maximum days to expiration.
min_premiumqueryoptionalnumbermin 0max 1000000000000Minimum premium in US dollars of a print (price x size x multiplier).
max_premiumqueryoptionalnumbermin 0max 1000000000000Maximum premium in US dollars of a print.
min_sizequeryoptionalintegermin 1max 1000000000Minimum print size in contracts.
max_sizequeryoptionalintegermin 1max 1000000000Maximum print size in contracts.
trade_typequeryoptionalarray<string>comma-separated in one parametersweepblocksplitsinglegoldenmultilegcrossfloorauctioniso1 to 10 itemsComma-separated order types: sweep, block, split, single, golden, multileg, cross, floor, auction, iso. A print matches when any listed type applies. Sweeps and splits are inferred groupings, not exchange-confirmed.
sidequeryoptionalarray<string>comma-separated in one parameterabove_askat_asknear_askaskmidnear_bidat_bidbidbelow_bidunknown1 to 10 itemsComma-separated aggressor classes: above_ask, at_ask, near_ask, mid, near_bid, at_bid, below_bid, unknown. ask selects at_ask and near_ask, bid selects near_bid and at_bid. at_ask without near_ask (and at_bid without near_bid) can be asked for only on /v1/options/trades and /v1/options/flow/overnight; elsewhere use ask and bid.
sentimentqueryoptionalarray<string>comma-separated in one parameterbullishbearishneutralunknown1 to 4 itemsComma-separated sentiments: bullish (calls bought or puts sold), bearish (puts bought or calls sold), neutral (traded at the mid) and unknown (direction not determinable).
otm_onlyqueryoptionalbooleanOnly out-of-the-money contracts (strike beyond the underlying price). Prints without a known underlying price are excluded.
include_complexqueryoptionalbooleanInclude multi-leg (complex order) prints. Default true.
unusual_onlyqueryoptionalbooleanOnly unusual activity: volume above open interest within 45 days, premium of at least $250,000, or an out-of-the-money sweep at the ask.
min_strikequeryoptionalnumber> 0max 1000000Lowest strike in dollars.
max_strikequeryoptionalnumber> 0max 1000000Highest strike in dollars.

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>required12 fields inside
    • call_premiumnumberrequiredCall premium in US dollars.
    • call_tradesintegerrequiredCall prints.
    • call_volumeintegerrequiredCall contracts traded in the bucket.
    • cumulative_put_call_premium_rationumber | nullrequiredPut/call premium ratio from the start of the session through this bucket.
    • cumulative_put_call_volume_rationumber | nullrequiredPut/call volume ratio from the start of the session through this bucket.
    • put_call_premium_rationumber | nullrequiredPut premium over call premium; null when there was no call premium.
    • put_call_volume_rationumber | nullrequiredPut volume over call volume; null when there was no call volume.
    • put_premiumnumberrequiredPut premium in US dollars.
    • put_tradesintegerrequiredPut prints.
    • put_volumeintegerrequiredPut contracts traded in the bucket.
    • timestampintegerunix-msrequiredStart of the bucket. Unix epoch milliseconds (UTC).
    • underlying_pricenumber | nullrequiredUnderlying price during the bucket; null when unknown.
  • metaobjectrequiredMeta object

Example response

{
  "data": [
    {
      "call_premium": 2410000,
      "call_trades": 410,
      "call_volume": 9200,
      "cumulative_put_call_premium_ratio": 0.8493,
      "cumulative_put_call_volume_ratio": 0.9121,
      "put_call_premium_ratio": 0.8216,
      "put_call_volume_ratio": 0.8804,
      "put_premium": 1980000,
      "put_trades": 372,
      "put_volume": 8100,
      "timestamp": 1792161000000,
      "underlying_price": 6021.4
    }
  ],
  "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.