Unusual Options Activity Scraper — Barchart

Scrape real-time unusual options activity, full options chains, and intraday flow data from Barchart. Identify smart money moves, sweep orders, and high-conviction signals by filtering contracts where today's volume dramatically exceeds open interest.

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What This Actor Does

This actor connects to Barchart's internal data API to extract structured options data across three modes:

• Unusual Activity — market-wide scan returning contracts where volume/OI ratio signals unusual positioning. Covers stocks, ETFs, and indices.
• Options Chain — full contract-level chain for one or more specific tickers, with optional expiry filtering.
• Ticker Flow — intraday order flow for specific tickers, including trade condition classification (ISO, electronic, floor, etc.).

Results are returned as clean, structured JSON — ready for downstream use in spreadsheets, Python, trading dashboards, or automated alert systems.

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Pricing

$1.50 flat per run. No per-record charges.

• You are only charged if the actor successfully delivers results.
• If the run fails or your filters return zero records, no charge is made.
• A single run in unusual-activity mode typically returns 800–1,200 records covering all meaningful signals across stocks, ETFs, and indices.

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Input Parameters

Parameter	Type	Default	Description
mode	string	unusual-activity	What data to fetch. See modes below.
underlyingType	string	all	Asset class filter: all, stocks, etfs, or indices.
tickers	array	[]	Required for options-chain and ticker-flow modes. E.g. ["AAPL", "NVDA", "SPY"].
optionType	string	all	Filter to call, put, or all.
minVolumeOIRatio	number	1.5	Minimum Vol/OI ratio. Higher = stronger unusual signal. Not applied to ticker-flow.
minVolume	number	1	Minimum contract volume. Filters out zero-volume noise.
minPremium	number	10000	Minimum total premium in USD. Applied to unusual-activity and options-chain. Not applied to ticker-flow.
expirationDate	string	null	For options-chain mode only. Format: YYYY-MM-DD.
maxResults	integer	1000	Maximum records returned. Results are ordered by Vol/OI ratio desc — lower values return only the strongest signals. Max: 5,000.

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Output Schema

Every run begins with a run-summary record, followed by contract records.

Run Summary

{
  "type": "run-summary",
  "mode": "unusual-activity",
  "underlyingType": "all",
  "totalAvailable": 1143,
  "totalReturned": 1000,
  "truncated": true,
  "maxResults": 1000,
  "filtersApplied": {
    "optionType": "all",
    "minVolumeOIRatio": 1.5,
    "minPremium": 10000
  },
  "note": "Only top 1000 signals returned (ordered by Vol/OI ratio desc). Raise maxResults to get more.",
  "fetchedAt": "2026-03-10T09:15:00.000Z"
}

To filter out the summary record in downstream processing:

# Python
records = [r for r in dataset if r.get('type') != 'run-summary']

// JavaScript
const records = dataset.filter(r => r.type !== 'run-summary');

Contract Records — unusual-activity and options-chain

{
  "recordId": "b0534h",
  "ticker": "TSLA",
  "contractName": null,
  "type": "put",
  "strike": 490,
  "expiration": "2026-03-20",
  "daysToExpiry": 9,
  "lastPrice": 82.51,
  "bid": 81.70,
  "ask": 82.75,
  "volume": 21710,
  "openInterest": 157,
  "volumeOIRatio": 138.2803,
  "impliedVolatility": 0.6318,
  "weightedIV": 0.43278096333567,
  "delta": -0.967937,
  "moneyness": 0.20151047,
  "premium": 179129210,
  "underlyingPrice": 407.82,
  "sentiment": "bullish",
  "tradeTime": "2026-03-11T19:42:45.000Z",
  "retrievedAt": "2026-03-12T02:23:06.436Z",
  "source": "barchart-unusual-activity"
}

Field notes:

• contractName — the full Barchart symbol (e.g. TSLA|20260320|490.00P). This is null for unusual-activity records because Barchart does not return it on the unusual activity endpoint. It is present on options-chain and ticker-flow records.
• volumeOIRatio — rounded to 4 decimal places. Values below 0.01 would have shown as 0.00 at 2dp, which is why 4dp precision is used.
• sentiment — derived from where lastPrice falls relative to the bid/ask spread: above ask = "bullish" (aggressive buyer), below bid = "bearish" (aggressive seller), between = "neutral" or "bullish"/"bearish" based on which side of mid. Returns "neutral" when volume is zero.
• premium — total dollar value of the trade: lastPrice × volume × 100.
• impliedVolatility — expressed as a decimal (e.g. 0.63 = 63% IV). Note: the flow endpoint occasionally returns 0 for illiquid or end-of-day prints; treat impliedVolatility: 0 as effectively null.

Contract Records — ticker-flow

The flow endpoint returns a different field set. Key differences from the above:

{
  "recordId": "u18m8z",
  "ticker": "AAPL",
  "contractName": "AAPL|20260320|290.00P",
  "type": "put",
  "strike": 290,
  "expiration": "2026-03-20",
  "daysToExpiry": null,
  "optionPrice": 29.95,
  "bid": 28.65,
  "ask": 31.25,
  "underlyingPrice": 259.9983,
  "volume": 1025,
  "openInterest": 135,
  "impliedVolatility": 34.064816047188,
  "premium": 3069875,
  "tradeCondition": "electronic",
  "sentiment": null,
  "tradeTime": "2026-03-11T18:24:33.000Z",
  "retrievedAt": "2026-03-12T02:11:12.715Z",
  "source": "barchart-ticker-flow"
}

Differences from unusual-activity/options-chain:

• optionPrice replaces lastPrice — the flow endpoint does not return a separate option last-trade price, so optionPrice is the bid/ask midpoint, which is the best available proxy.
• underlyingPrice — the underlying stock's last price at the time of the trade. This field is also present on unusual-activity and options-chain records.
• lastPrice, volumeOIRatio, weightedIV, delta, moneyness — not present on flow records.
• daysToExpiry — always null on flow records (not returned by the flow endpoint).
• tradeCondition — OPRA condition code for the print. Possible values: "iso" (intermarket sweep), "electronic", "market-maker", "floor", "cancel", "auto-exec", "spread", "cross", "quote".
• sentiment — always null on flow records. Because optionPrice is derived from the bid/ask mid, it is impossible to determine whether the trade was buyer- or seller-initiated.

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Record Identity and Deduplication

Every record has a recordId — a deterministic 6-character hash used to identify unique records across runs.

How recordId is computed:

Mode	Key fields hashed
unusual-activity	ticker | type | strike | expiration | tradeTime
ticker-flow	ticker | type | strike | expiration | tradeTime
options-chain	ticker | type | strike | expiration

tradeTime is included for trade-level modes so that two separate fills on the same contract at different times produce different recordId values. It is omitted for options-chain because the chain is a snapshot — the contract itself is the stable identity regardless of when it was fetched. This means options-chain recordId values are fully stable across runs.

Each run returns a full snapshot, not incremental data. To merge two runs and remove duplicates:

import json

run1 = [r for r in dataset1 if r.get('type') != 'run-summary']
run2 = [r for r in dataset2 if r.get('type') != 'run-summary']

seen = set()
merged = []
for record in run1 + run2:
    if record['recordId'] not in seen:
        seen.add(record['recordId'])
        merged.append(record)

print(f"{len(merged)} unique records")

New trades on the same contract will have a different tradeTime and therefore a different recordId — so you won't lose genuinely new activity by deduplicating.

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Modes In Detail

unusual-activity (default)

Scans the full market for contracts where today's volume is unusually high relative to existing open interest. This is the primary signal used by options flow traders to identify institutional positioning, sweep orders, and potential directional bets.

Results are ordered by Vol/OI ratio descending — strongest signals first.

When to use: Daily market scans, alert systems, screening for high-conviction setups.

Recommended schedule: Run once or twice per trading day — pre-market and mid-afternoon EST capture the most actionable signals.

{
  "mode": "unusual-activity",
  "underlyingType": "stocks",
  "optionType": "call",
  "minVolumeOIRatio": 5,
  "minPremium": 50000
}

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options-chain

Returns the full options chain for one or more tickers. Useful for building a complete picture of positioning across all strikes and expiries for a specific stock. Results are ordered by strike price ascending.

{
  "mode": "options-chain",
  "tickers": ["AAPL", "NVDA"],
  "expirationDate": "2026-04-17"
}

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ticker-flow

Returns intraday order flow for specific tickers — individual trades rather than aggregated contract snapshots. Includes trade condition classification via OPRA codes.

Note: minVolumeOIRatio and minPremium filters are not applied in this mode. Use optionType to filter to calls or puts.

{
  "mode": "ticker-flow",
  "tickers": ["SPY", "QQQ"],
  "optionType": "call"
}

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Scheduling Recommendations

Use Case	Schedule	Mode
Daily morning scan	9:45 AM EST (market open + 15 min)	unusual-activity
Intraday refresh	2:00 PM EST	unusual-activity
EOD full capture	4:15 PM EST	unusual-activity
Ticker monitoring	Every 30 min during market hours	ticker-flow

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Cost Examples

Run Type	Typical Records	Cost
Full market scan (all types)	~1,000	$1.50
Stocks only	~600	$1.50
Options chain, 5 tickers	~500	$1.50
Twice daily, full scan	~2,000/day	$3.00/day (~$90/month)
Once daily, full scan	~1,000/day	$1.50/day (~$45/month)

For comparison, Unusual Whales charges $50/month for dashboard access. This actor gives you raw structured data you can plug directly into your own systems, scripts, and alerts.

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Alternatives Compared

Service	Price	Data Access	Automation
Unusual Whales	$50/month	Dashboard only	No
Market Chameleon	$40/month	Dashboard only	No
Cheddar Flow	$49/month	Dashboard only	No
This Actor	$1.50/run	Raw JSON	Full API

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Legal & Data Usage

This actor accesses publicly available data from Barchart.com. Users are responsible for ensuring their use of the data complies with Barchart's terms of service and any applicable financial data regulations in their jurisdiction. This actor is not affiliated with or endorsed by Barchart.

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Support

If you encounter issues or have feature requests, please use the Issues tab on this actor's Apify Store page. Include your run ID and a description of the problem.