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/options/v1/unusual-trades
Retrieve unusual trades for US options contracts, drawn from real-time data for the most recent days and from historical trade records before that. A trade qualifies when its notional premium (price x size x 100) is $100,000 or more, when its size is 1,000 contracts or more, or when it is an intermarket sweep (condition 219). Cancels, late reports, and compression trades are excluded. Each record includes the options ticker, underlying ticker, OCC root, price, size, exchange, condition codes, and SIP timestamp, along with a flags list naming every case the trade meets. Filter by ticker or sip_timestamp, for a single value or a range.
Use Cases: Options flow and block-trade analysis, sweep detection, unusual activity screening, positioning research.
Standard JSON response, a human-readable, text-based data format of fields and values. Learn more about JSON responses