Options screener

Filters, sorts and pages the tracked contracts (grain=contract) or underlyings (grain=ticker) by their flow of the session, open interest, implied volatility, greeks, modeled dealer exposure and, for underlyings, volatility rank and gamma regime. Presets: unusual_activity, large_premium, sweeps, golden_sweeps, blocks, vol_gt_oi, zero_dte, zero_dte_lottos, high_iv, near_spot_gamma, bullish_flow, bearish_flow, oi_gainers, leaps_accumulation, unusual_short_otm, repeated_hits, call_sells, put_sells, overnight_spx, negative_gamma, near_walls, high_iv_rank, cheap_vol, iv_movers, backwardation. Contract presets are screens such as unusual_activity, large_premium, sweeps and 0dte; the last six are underlying screens. The screened universe is the underlyings the platform tabulates, listed in meta.coverage. Pages follow a snapshot by row offset (up to 10,000 rows); if the data was refreshed between pages the response carries the warning snapshot_changed. Gamma exposures are modeled estimates. Dealer positioning is a model, not observed: with classic_oi the dealer is assumed long the calls and short the puts of the open interest, with flow_adjusted the classified prints since the open interest date adjust it. Public open interest does not identify who holds a position, so the values are estimates of exposure under that assumption.

Example request

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

const params = new URLSearchParams({
  underlying_symbols: "SPXW,SPY",
});
const res = await fetch(`https://api.ordermap.si/v1/options/screener?${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);
// Paginated: repeat with cursor_id set to pagination.next_cursor_id until it is null.

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

Parameters

93 parameters, none required.

Response

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

200 response body

Example response

{
  "data": [
    {
      "ask_percent": 58.1,
      "contract_type": "call",
      "date_of_expiry": "2026-10-16",
      "days_to_expiry": 0,
      "delta": 0.31,
      "flags": [
        "unusual"
      ],
      "implied_volatility": 0.138,
      "net_premium": 1900000,
      "open_interest": 4120,
      "otm_percent": 0.479,
      "premium": 8400000,
      "strike": 6050,
      "underlying_price": 6021.4,
      "underlying_symbol": "SPXW",
      "volume": 18200,
      "volume_to_open_interest": 4.42
    }
  ],
  "meta": {
    "as_of": 1760659200123,
    "coverage": {
      "complete": true
    },
    "delay_ms": 0,
    "delayed": false,
    "request_id": "0199f0c2-5a1e-7c3b-9d4e-2b6f8a1c3d5e",
    "source": "opra"
  },
  "pagination": {
    "count": 1,
    "has_more": false,
    "limit": 100,
    "next_cursor_id": null,
    "next_url": null
  }
}

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

Related

• Export this endpointWrite the whole result to a file in the background