Options · Order flow

Options flow stats

Premium, volume and trades of a filtered option print set, by contract type and aggressor side.

GET/v1/options/flow/statsoptionsFlowStats

API Developer Overnight data: API Pro Streamable MCP tool: options_flow_stats History-bounded Dataset: options

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Example request
Parameters
Response
Example response
Related

Totals for the prints that match the filters: premium, volume and trades for calls and puts, each split by aggressor class (above the ask, ask side, mid, bid side, below the bid, unknown); the bullish, bearish and neutral premium; put/call ratios; delta notional; counts of sweeps, splits, blocks and golden sweeps; and the largest prints. The ask side is prints at or near the ask, the bid side at or near the bid. Direction that cannot be determined is reported as unknown, never guessed. Delta notional is the customer net delta of the prints in dollars of underlying exposure.

Example request

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

const params = new URLSearchParams({
  underlying_symbol: "SPXW",
});
const res = await fetch(`https://api.ordermap.si/v1/options/flow/stats?${params}`, {
  headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);

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

Parameters

21 parameters, 1 required.

Parameter	Type and limits	Description
`underlying_symbol`queryrequired	stringat 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 ...
`date`queryoptional	stringdate	Trading date (YYYY-MM-DD). Default: the current session, else the most recent completed one. Overnight prints belong to the next trading date.
`session`queryoptional	stringrthgthalldefault rth	Trading 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_time`queryoptional	integerunix-msmin 946684800000max 4102444800000	Start of the window (inclusive). The window must lie within one trading session; combine with date to name that session.
`end_time`queryoptional	integerunix-msmin 946684800000max 4102444800000	End of the window (exclusive).
`contract_type`queryoptional	stringcallput	Calls or puts. Omit for both.
`date_of_expiry`queryoptional	stringdate	Only contracts expiring on this date.
`min_dte`queryoptional	integermin 0max 3650	Minimum days to expiration (0 = expires on the trading date).
`max_dte`queryoptional	integermin 0max 3650	Maximum days to expiration.
`min_premium`queryoptional	numbermin 0max 1000000000000	Minimum premium in US dollars of a print (price x size x multiplier).
`max_premium`queryoptional	numbermin 0max 1000000000000	Maximum premium in US dollars of a print.
`min_size`queryoptional	integermin 1max 1000000000	Minimum print size in contracts.
`max_size`queryoptional	integermin 1max 1000000000	Maximum print size in contracts.
`trade_type`queryoptional	array<string>comma-separated in one parametersweepblocksplitsinglegoldenmultilegcrossfloorauctioniso1 to 10 items	Comma-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.
`side`queryoptional	array<string>comma-separated in one parameterabove_askat_asknear_askaskmidnear_bidat_bidbidbelow_bidunknown1 to 10 items	Comma-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.
`sentiment`queryoptional	array<string>comma-separated in one parameterbullishbearishneutralunknown1 to 4 items	Comma-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_only`queryoptional	boolean	Only out-of-the-money contracts (strike beyond the underlying price). Prints without a known underlying price are excluded.
`include_complex`queryoptional	boolean	Include multi-leg (complex order) prints. Default true.
`unusual_only`queryoptional	boolean	Only 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_strike`queryoptional	number> 0max 1000000	Lowest strike in dollars.
`max_strike`queryoptional	number> 0max 1000000	Highest strike in dollars.

Response

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

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

200 response body

dataobjectrequiredStatistics of a filtered print set.112 fields inside
- callobjectrequiredCall activity.28 fields inside
  - by_sideobjectrequiredActivity by aggressor class.24 fields inside
    above_askobjectrequiredPrints through the ask.3 fields inside
    premiumnumber | nullrequiredPremium in US dollars.
    tradesintegerrequiredPrints.
    volumeintegerrequiredContracts traded.
    askobjectrequiredPrints at or near the ask.3 fields inside
    premiumnumber | nullrequiredPremium in US dollars.
    tradesintegerrequiredPrints.
    volumeintegerrequiredContracts traded.
    below_bidobjectrequiredPrints through the bid.3 fields inside
    premiumnumber | nullrequiredPremium in US dollars.
    tradesintegerrequiredPrints.
    volumeintegerrequiredContracts traded.
    bidobjectrequiredPrints at or near the bid.3 fields inside
    premiumnumber | nullrequiredPremium in US dollars.
    tradesintegerrequiredPrints.
    volumeintegerrequiredContracts traded.
    midobjectrequiredPrints around the mid.3 fields inside
    premiumnumber | nullrequiredPremium in US dollars.
    tradesintegerrequiredPrints.
    volumeintegerrequiredContracts traded.
    unknownobjectrequiredPrints whose side could not be determined.3 fields inside
    premiumnumber | nullrequiredPremium in US dollars.
    tradesintegerrequiredPrints.
    volumeintegerrequiredContracts traded.
  - premiumnumber | nullrequiredPremium in US dollars.
  - tradesintegerrequiredPrints.
  - volumeintegerrequiredContracts traded.
- delta_notionalobjectrequiredCustomer delta notional of the prints in dollars of underlying exposure (absolute delta x size x multiplier x underlying price, buys minus sells).3 fields inside
  - callnumber | nullrequiredCalls.
  - netnumber | nullrequiredCalls minus puts.
  - putnumber | nullrequiredPuts.
- largest_printsarray<object>requiredThe largest prints by premium.10 fields inside
  - contract_typestringrequiredCall or put.callput
  - date_of_expirystringdaterequiredExpiration date.
  - idstringrequiredPrint identifier.
  - premiumnumberrequiredPremium in US dollars.
  - pricenumberrequiredPrice.
  - sidestringrequiredAggressor class of the order's most aggressive print: above_ask, ask (at or near the ask), mid, bid (at or near the bid), below_bid, or unknown.above_askaskmidbidbelow_bidunknown
  - sizeintegerrequiredContracts.
  - strikenumberrequiredStrike.
  - timestampintegerunix-msrequiredExecution time. Unix epoch milliseconds (UTC).
  - underlying_symbolstringrequiredOption root.
- open_interestobjectrequiredOpen interest of the contracts in scope.3 fields inside
  - callinteger | nullrequiredCall open interest.
  - putinteger | nullrequiredPut open interest.
  - put_callnumber | nullrequiredPut open interest over call open interest.
- order_typesobjectrequiredCounts of order types.21 fields inside
  - blockobjectrequiredBlocks.2 fields inside
    countintegerrequiredOrders or prints of this type.
    premiumnumber | nullrequiredTheir premium in US dollars.
  - crossobjectrequiredCrosses.2 fields inside
    countintegerrequiredOrders or prints of this type.
    premiumnumber | nullrequiredTheir premium in US dollars.
  - floorobjectrequiredFloor prints.2 fields inside
    countintegerrequiredOrders or prints of this type.
    premiumnumber | nullrequiredTheir premium in US dollars.
  - goldenobjectrequiredGolden sweeps.2 fields inside
    countintegerrequiredOrders or prints of this type.
    premiumnumber | nullrequiredTheir premium in US dollars.
  - multilegobjectrequiredMulti-leg prints.2 fields inside
    countintegerrequiredOrders or prints of this type.
    premiumnumber | nullrequiredTheir premium in US dollars.
  - splitobjectrequiredSplits.2 fields inside
    countintegerrequiredOrders or prints of this type.
    premiumnumber | nullrequiredTheir premium in US dollars.
  - sweepobjectrequiredSweeps.2 fields inside
    countintegerrequiredOrders or prints of this type.
    premiumnumber | nullrequiredTheir premium in US dollars.
- putobjectrequiredPut activity.28 fields inside
  - by_sideobjectrequiredActivity by aggressor class.24 fields inside
    above_askobjectrequiredPrints through the ask.3 fields inside
    premiumnumber | nullrequiredPremium in US dollars.
    tradesintegerrequiredPrints.
    volumeintegerrequiredContracts traded.
    askobjectrequiredPrints at or near the ask.3 fields inside
    premiumnumber | nullrequiredPremium in US dollars.
    tradesintegerrequiredPrints.
    volumeintegerrequiredContracts traded.
    below_bidobjectrequiredPrints through the bid.3 fields inside
    premiumnumber | nullrequiredPremium in US dollars.
    tradesintegerrequiredPrints.
    volumeintegerrequiredContracts traded.
    bidobjectrequiredPrints at or near the bid.3 fields inside
    premiumnumber | nullrequiredPremium in US dollars.
    tradesintegerrequiredPrints.
    volumeintegerrequiredContracts traded.
    midobjectrequiredPrints around the mid.3 fields inside
    premiumnumber | nullrequiredPremium in US dollars.
    tradesintegerrequiredPrints.
    volumeintegerrequiredContracts traded.
    unknownobjectrequiredPrints whose side could not be determined.3 fields inside
    premiumnumber | nullrequiredPremium in US dollars.
    tradesintegerrequiredPrints.
    volumeintegerrequiredContracts traded.
  - premiumnumber | nullrequiredPremium in US dollars.
  - tradesintegerrequiredPrints.
  - volumeintegerrequiredContracts traded.
- ratiosobjectrequiredPut/call ratios.4 fields inside
  - call_share_of_tradesnumber | nullrequiredShare of prints that are calls.
  - put_call_premiumnumber | nullrequiredPut premium over call premium.
  - put_call_tradesnumber | nullrequiredPut prints over call prints.
  - put_call_volumenumber | nullrequiredPut volume over call volume.
- sentimentobjectrequiredPremium by implied direction.4 fields inside
  - bearish_premiumnumber | nullrequiredPremium of bearish prints (puts bought, calls sold).
  - bullish_premiumnumber | nullrequiredPremium of bullish prints (calls bought, puts sold).
  - labelstringrequiredThe larger of the bullish and bearish premium.bullishbearishneutral
  - neutral_premiumnumber | nullrequiredPremium of prints at the mid.
- sessionstringrequiredSession covered.rthgthcurball
- trading_datestringdaterequiredTrading date of the statistics.
- underlying_symbolstringrequiredThe requested underlying.
metaobjectrequiredMeta object

Example response

{
  "data": {
    "call": {
      "by_side": {
        "above_ask": {
          "premium": 1648000,
          "trades": 270,
          "volume": 7280
        },
        "ask": {
          "premium": 14832000,
          "trades": 1620,
          "volume": 54600
        },
        "below_bid": {
          "premium": 824000,
          "trades": 216,
          "volume": 3640
        },
        "bid": {
          "premium": 12360000,
          "trades": 1350,
          "volume": 45500
        },
        "mid": {
          "premium": 8240000,
          "trades": 1080,
          "volume": 36400
        },
        "unknown": {
          "premium": 3296000,
          "trades": 450,
          "volume": 15166
        }
      },
      "premium": 41200000,
      "trades": 5400,
      "volume": 182000
    },
    "delta_notional": {
      "call": 1820000000,
      "net": 410000000,
      "put": 1410000000
    },
    "largest_prints": [
      {
        "contract_type": "call",
        "date_of_expiry": "2026-10-16",
        "id": "SPXW:20261016:6050000:C:20261016:48213",
        "premium": 850000,
        "price": 3.4,
        "side": "ask",
        "size": 2500,
        "strike": 6050,
        "timestamp": 1792161012345,
        "underlying_symbol": "SPXW"
      }
    ],
    "open_interest": {
      "call": 3120000,
      "put": 3680000,
      "put_call": 1.1795
    },
    "order_types": {
      "block": {
        "count": 96,
        "premium": 18200000
      },
      "cross": {
        "count": 3,
        "premium": 380000
      },
      "floor": {
        "count": 1,
        "premium": 95000
      },
      "golden": {
        "count": 0,
        "premium": 0
      },
      "multileg": {
        "count": 410,
        "premium": 6100000
      },
      "split": {
        "count": 212,
        "premium": 9400000
      },
      "sweep": {
        "count": 0,
        "premium": 0
      }
    },
    "put": {
      "by_side": {
        "above_ask": {
          "premium": 1352000,
          "trades": 235,
          "volume": 6440
        },
        "ask": {
          "premium": 12168000,
          "trades": 1410,
          "volume": 48300
        },
        "below_bid": {
          "premium": 676000,
          "trades": 188,
          "volume": 3220
        },
        "bid": {
          "premium": 10140000,
          "trades": 1175,
          "volume": 40250
        },
        "mid": {
          "premium": 6760000,
          "trades": 940,
          "volume": 32200
        },
        "unknown": {
          "premium": 2704000,
          "trades": 391,
          "volume": 13416
        }
      },
      "premium": 33800000,
      "trades": 4700,
      "volume": 161000
    },
    "ratios": {
      "call_share_of_trades": 0.5347,
      "put_call_premium": 0.8204,
      "put_call_trades": 0.8704,
      "put_call_volume": 0.8846
    },
    "sentiment": {
      "bearish_premium": 17900000,
      "bullish_premium": 21300000,
      "label": "bullish",
      "neutral_premium": 8100000
    },
    "session": "rth",
    "trading_date": "2026-10-16",
    "underlying_symbol": "SPX"
  },
  "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.