# US Options Sentiment Scanner: Put/Call, Skew & Implied Move (`mrdoe/us-options-sentiment-scanner`) Actor Options positioning features for any US stock, ETF or index: put/call ratios, implied move, IV term structure, 25-delta skew, max pain and unusual contract activity. One clean row per ticker for models and screens. - **URL**: https://apify.com/mrdoe/us-options-sentiment-scanner.md - **Developed by:** [MrDoe](https://apify.com/mrdoe) (community) - **Categories:** Other - **Stats:** 2 total users, 1 monthly users, 100.0% runs succeeded, 0 bookmarks - **User rating**: No ratings yet ## Pricing from $3.00 / 1,000 ticker returneds This Actor is paid per event. You are not charged for the Apify platform usage, but only a fixed price for specific events. Learn more: https://docs.apify.com/actors/running/actors-in-store.md#pay-per-event ## What's an Apify Actor? An Actor is a serverless cloud program that runs on the Apify platform. It has two run modes. In Batch mode, an Actor accepts a well-defined JSON input, performs an action which can take anything from a few seconds to a few hours, and optionally produces a well-defined JSON output, datasets with results, or files in key-value store. In Standby mode, an Actor provides a web server which can be used as a website, API, or an MCP server. Apify vocabulary and the platform model are defined once, in the agent quickstart at https://apify.com/agents.md. ## How to integrate an Actor? If asked about integration, you help developers integrate Actors into their projects. You adapt to their stack and deliver integrations that are safe, well-documented, and production-ready. Do not guess an integration path. Every one of them is in the agent quickstart at https://apify.com/agents.md: the Apify MCP server, Agent Skills with the Apify CLI, the JavaScript and Python clients, the REST API, and the account-free path for an agent with no human to sign in. It also carries the rule on stating cost before the first paid run. For examples already wired to this Actor's own input schema, see the [API](#api) section below. Each client library has reference documentation the quickstart does not restate: [JavaScript/TypeScript](https://docs.apify.com/api/client/js/docs.md) (`npm install apify-client`) and [Python](https://docs.apify.com/api/client/python/docs.md) (`pip install apify-client`). # README ![US Options Sentiment Scanner: Put/Call, Skew & Implied Move - US options sentiment scanner showing put call ratio, implied move, IV skew and unusual options activity](https://api.apify.com/v2/key-value-stores/kE36venAoVchGsE6b/records/us-options-sentiment-scanner--hero.png) ### What does US Options Sentiment Scanner: Put/Call, Skew & Implied Move do? US Options Sentiment Scanner condenses the full delayed option chain of any US stock, ETF or index into one row of positioning features. For each ticker it returns put/call ratios by volume and by open interest, the implied move from the at-the-money straddle for the nearest and the roughly 30-day expiry, the implied volatility term structure at about 7, 30, 60 and 90 days, the 25-delta skew, max pain for the nearest expiry, the strikes with the most open interest and the largest unusual contracts by volume against open interest. Quotes are delayed exchange data, so it suits daily models, screens and reports rather than tick trading. ### Why use US Options Sentiment Scanner: Put/Call, Skew & Implied Move? - Model-ready: the chain is already reduced to numbers you can join to prices, with the source timestamp on every row. - Covers what retail tools hide: term structure, 25-delta skew and implied move in one place. - Unusual activity is ranked by premium, so the biggest trades surface first. - Works for stocks, ETFs and indices such as SPY and the S\&P 500 index. - Bulk by design: dozens of tickers per run and billed only for tickers returned. No API key or login. ### What makes this different Options analytics sit behind expensive terminals and per-seat data plans. This Actor gives you the derived positioning features on demand, without you downloading and processing multi-megabyte chains, so a predictor, alert or newsletter can use them in minutes. ### Who can use the US Options Sentiment Scanner and how? - **Quant researchers and predictors:** build put/call, skew and term-structure features to join with price data. - **Retail and swing traders:** screen a watchlist for unusual options activity and rich or cheap implied volatility. - **Earnings traders:** see the implied move before a report. - **Newsletter writers:** publish a daily options sentiment table. - **Fintech apps:** show options positioning beside a stock quote. - **Risk teams:** track index skew and term-structure inversion as a stress gauge. - **AI agent builders:** let an assistant answer what the options market implies for a ticker. - **Educators and students:** study how positioning and volatility relate to price moves. ### How it works ![US Options Sentiment Scanner: Put/Call, Skew & Implied Move workflow: your input, collection, output](https://api.apify.com/v2/key-value-stores/kE36venAoVchGsE6b/records/us-options-sentiment-scanner--how-it-works.png) 1. **Your input** — list the tickers you care about. 2. **The Actor collects it** — the Actor reads each ticker's delayed option chain and computes the features. 3. **Your output** — you get one row per ticker; schedule it daily to build your own history. ### What data can you extract? The dataset has 29 fields per row: | Field | Type | Description | | --------------------------------- | ------- | ----------------------------------------------------------------- | | `ticker` | string | Ticker as requested. | | `underlying` | string | Symbol reported by the exchange. | | `price` | number | Underlying price. | | `price_change_pct` | number | Day price change percent. | | `iv30_pct` | number | 30-day implied volatility (exchange index), percent. | | `iv30_change_pct` | number | Change in iv30, percent points. | | `put_call_volume_ratio` | number | Put volume divided by call volume, all expiries. | | `put_call_open_interest_ratio` | number | Put open interest divided by call open interest. | | `sentiment` | string | bullish_leaning, neutral or bearish_leaning from put/call volume. | | `call_volume` | integer | Total call volume. | | `put_volume` | integer | Total put volume. | | `call_open_interest` | integer | Total call open interest. | | `put_open_interest` | integer | Total put open interest. | | `expiries_count` | integer | Number of listed expiries. | | `nearest_expiry` | string | Nearest expiry at least one day out. | | `implied_move_nearest_expiry_pct` | number | ATM straddle as percent of price, nearest expiry. | | `implied_move_30d_pct` | number | ATM straddle as percent of price, about 30 days. | | `iv_term_structure` | object | ATM implied volatility at about 7, 30, 60, 90 days. | | `term_structure_shape` | string | contango, flat or inverted. | | `skew_25d_30d_pts` | number | Put IV minus call IV at 25 delta, about 30 days, in vol points. | | `max_pain_nearest_expiry` | number | Max pain strike of the nearest expiry. | | `top_call_open_interest_30d` | array | Call strikes with most open interest, about 30 days. | | `top_put_open_interest_30d` | array | Put strikes with most open interest, about 30 days. | | `unusual_activity` | array | Contracts with unusual volume, largest premium first. | | `data_as_of` | string | Exchange timestamp of the quotes. | | `fetch_path` | string | How the data was obtained. | | `source` | string | Data source. | | `scraped_at` | string | Timestamp. | | `actor_version` | string | Actor version. | ### How to use US Options Sentiment Scanner: Put/Call, Skew & Implied Move ![US Options Sentiment Scanner: Put/Call, Skew & Implied Move input form](https://api.apify.com/v2/key-value-stores/kE36venAoVchGsE6b/records/us-options-sentiment-scanner--input.png) 1. Open the Actor and go to the **Input** tab. 2. Enter **Tickers** (for example `AAPL`, `TSLA`, `SPY`; use `_SPX` for the S\&P 500 index) and run. Tune **Minimum unusual volume** and **Volume to open interest** to control which contracts count as unusual. Schedule the Actor after the US close and store each day's rows to build a history for backtests. 3. Optionally set filters and a **Max results** limit. 4. Click **Start**. A default run finishes in under a minute. 5. Open the **Output** tab, then download the dataset or connect it to your tools. ### Input Parameters | Parameter | Type | Required | Default | Description | | -------------------- | ------- | -------- | ------------------------- | ----------------------------------------------------------------------------------------------------------------------------------- | | `tickers` | array | No | `[]` | US stock, ETF or index symbols, one per line, for example AAPL, TSLA, SPY. Use an underscore for indices, for example \_SPX or \_VIX. | | `minUnusualVolume` | integer | No | `500` | A contract needs at least this much volume to count as unusual. | | `unusualVolumeToOi` | number | No | `2` | A contract counts as unusual when its volume is at least this multiple of its open interest. | | `topUnusual` | integer | No | `5` | How many unusual contracts to list per ticker, largest premium first. | | `maxItems` | integer | No | `50` | Cap on tickers processed. Set 0 for no limit. | | `proxyConfiguration` | object | No | `{"useApifyProxy":false}` | Optional proxy. The delayed quotes work without one. | ### Output Data ![US Options Sentiment Scanner: Put/Call, Skew & Implied Move dataset table](https://api.apify.com/v2/key-value-stores/kE36venAoVchGsE6b/records/us-options-sentiment-scanner--output.png) `put_call_volume_ratio` above 1 means more put than call volume; `sentiment` labels it bullish_leaning (<0.7), neutral or bearish_leaning (>1.0). `implied_move_*_pct` is the at-the-money straddle price as a percent of the stock price. `iv_term_structure` lists ATM implied volatility at about 7, 30, 60 and 90 days, and `term_structure_shape` is inverted when near-term IV is clearly above the two-month IV. `skew_25d_30d_pts` is put IV minus call IV at about 25 delta: positive means downside protection is priced richer. `unusual_activity` lists contracts with large volume relative to open interest, largest premium first. ![US Options Sentiment Scanner: Put/Call, Skew & Implied Move field map of one record](https://api.apify.com/v2/key-value-stores/kE36venAoVchGsE6b/records/us-options-sentiment-scanner--fields.png) A real dataset item: ```json { "underlying": "AAPL", "price": 341.4603, "price_change_pct": 1.51, "iv30_pct": 22.215, "iv30_change_pct": 0, "put_call_volume_ratio": 0.628, "put_call_open_interest_ratio": 0.732, "sentiment": "bullish_leaning", "call_volume": 938467, "put_volume": 589165, "call_open_interest": 2784852, "put_open_interest": 2039514, "expiries_count": 25, "nearest_expiry": "2026-09-28", "implied_move_nearest_expiry_pct": 1.11, "implied_move_30d_pct": 4.67, "iv_term_structure": { "expiry_7d": { "expiry": "2026-10-02", "atm_iv_pct": 20.32 }, "expiry_30d": { "expiry": "2026-10-23", "atm_iv_pct": 20.98 }, "expiry_60d": { "expiry": "2026-11-20", "atm_iv_pct": 24.75 }, "expiry_90d": { "expiry": "2026-12-18", "atm_iv_pct": 24.61 } }, "term_structure_shape": "contango", "skew_25d_30d_pts": 1.83, "max_pain_nearest_expiry": 335, "top_call_open_interest_30d": [ { "strike": 360, "open_interest": 6229 }, { "strike": 340, "open_interest": 5064 }, { "strike": 355, "open_interest": 2793 } ], "top_put_open_interest_30d": [ { "strike": 300, "open_interest": 7122 }, { "strike": 320, "open_interest": 2910 }, { "strike": 310, "open_interest": 1795 } ], "unusual_activity": [ { "contract": "AAPL260928C00337500", "type": "call", "strike": 337.5, "expiry": "2026-09-28", "days_to_expiry": 2, "volume": 17419, "open_interest": 1748, "volume_to_oi": 9.97, "implied_volatility_pct": 14.8, "delta": 0.773, "premium_usd": 7228885 }, { "contract": "AAPL261016P00337500", "type": "put", "strike": 337.5, "expiry": "2026-10-16", "days_to_expiry": 20, "volume": 13798, "open_interest": 810, "volume_to_oi": 17.03, "implied_volatility_pct": 21, "delta": -0.397, "premium_usd": 6795515 }, { "contract": "AAPL260928C00340000", "type": "call", "strike": 340, "expiry": "2026-09-28", "days_to_expiry": 2, "volume": 24919, "open_interest": 3336, "volume_to_oi": 7.47, "implied_volatility_pct": 14.6, "delta": 0.59, "premium_usd": 6017939 }, { "contract": "AAPL261002C00342500", "type": "call", "strike": 342.5, "expiry": "2026-10-02", "days_to_expiry": 6, "volume": 9843, "open_interest": 2208, "volume_to_oi": 4.46, "implied_volatility_pct": 20.3, "delta": 0.456, "premium_usd": 3223583 } ], "data_as_of": "2026-09-26 03:44:26", "fetch_path": "delayed_quote_chain", "source": "cboe_delayed_options_quotes", "scraped_at": "2026-09-26T18:12:29.668Z", "actor_version": "1.0.0" } ``` ### How to read and use the results 1. **Read sentiment and put_call_volume_ratio** for the day's positioning. 2. **Compare implied_move_30d_pct with realised moves** to judge whether options are rich or cheap. 3. **Check term_structure_shape**: inverted means near-term stress. 4. **Read skew_25d_30d_pts** for the price of downside protection. 5. **Scan unusual_activity** for large, aggressive contracts. 6. **Store rows daily** to compare with the ticker's own history. ### Usage Examples #### Mega-cap tech ```json { "tickers": ["AAPL", "MSFT", "NVDA", "AMZN", "GOOGL", "META", "TSLA"] } ``` #### Index and ETF risk gauge ```json { "tickers": ["SPY", "QQQ", "IWM", "_SPX", "_VIX"] } ``` #### Stricter unusual-flow filter ```json { "tickers": ["AMD", "PLTR", "COIN"], "minUnusualVolume": 2000, "unusualVolumeToOi": 5, "topUnusual": 10 } ``` ### Tips for Best Results - Store each day's rows: put/call and skew are most useful as changes against their own history. - Treat sentiment as a positioning descriptor, not a forecast; heavy put buying is often hedging. - implied_move_nearest_expiry_pct around earnings shows how much the market expects the stock to move. - Read unusual_activity together with days_to_expiry: short-dated large trades are often hedges or spreads. - Run after the US close; outside market hours the data is the last session's. - Default is 5 results for a fast test. Set the max to 0 to return everything available. ### Reliability by mode | Mode | Status | Needs login or key? | Notes | | -------------------------------------- | ------ | ------------------- | ----------------------------------------------- | | Large liquid tickers (AAPL, TSLA, SPY) | ✅ | No | Full chains with implied volatility and greeks. | | Index options (\_SPX, \_VIX) | ✅ | No | Use the underscore prefix. | | Illiquid small caps | 🟡 | No | Thin chains give noisy IV and skew. | | Tickers without listed options | ❌ | - | Named in the log, not returned. | | Real-time quotes | ❌ | - | Delayed data only. | ✅ works as described, 🟡 works with caveats, ❌ not supported. ### Known Limitations - Quotes are delayed exchange data, not real time, and outside market hours the data is from the last session. - Only listed US options underlyings are covered; tickers without listed options return no row and are named in the log. - Volume and open interest are aggregated over all expiries listed; open interest updates once a day. - Unusual activity cannot tell whether a trade was buying or selling, or part of a spread. - Implied volatility figures come from the source and can be unreliable for illiquid, deep out-of-the-money contracts; at-the-money values are used for the summary. - This is information, not financial advice. ### Integrations Run it from the Apify API, on a schedule, or from a webhook. Send results straight to Google Sheets, Make, Zapier, Slack or your own database with Apify's built-in integrations. ### Export Formats Download the dataset as JSON, CSV, Excel, XML, HTML table or RSS from the **Output** tab or the API. ### Frequently Asked Questions #### Where does the data come from? From the delayed public option quote data that the Cboe exchange publishes for listed US options. #### How delayed is it? The quotes are delayed by at least 15 minutes during market hours, and after hours they reflect the last session. #### Does it need an API key or account? No. #### Can I get the raw option chain? No. The Actor returns derived features; the raw chain is several megabytes per ticker. #### What is \_SPX? The S\&P 500 index option chain. Use an underscore before index symbols, for example \_SPX or \_VIX. #### Am I charged for tickers with no data? No, only for tickers returned. #### Do I need an account or login? No. The Actor reads public delayed option quotes and needs no account or API key. #### Am I charged for failed runs or empty results? You are only charged for results that are actually written to the dataset. #### Can I run it on a schedule? Yes. Create a Task with your input and add a schedule in Apify Console. With monitor mode on, each scheduled run returns only what changed since the previous one. ### Changelog - **2026-09-26:** First release: put/call, implied move, term structure, skew, max pain and unusual activity for any US options underlying. ### Enterprise and custom work Need higher volumes, a custom output schema, dedicated scheduling or a no-breaking-changes commitment for a production pipeline? Open an issue on the Actor page and describe your use case. Bulk terms and custom builds are available. ### Support Questions or a missing field? Open an issue from the **Issues** tab on this Actor's page and it will be looked at. ### Legal / Responsible Use This Actor reads publicly available delayed option quotes. You are responsible for how you use the data. It is not financial advice and not affiliated with Cboe or any exchange. # Actor input Schema ## `tickers` (type: `array`): US stock, ETF or index symbols, one per line, for example AAPL, TSLA, SPY. Use an underscore for indices, for example \_SPX or \_VIX. ## `minUnusualVolume` (type: `integer`): A contract needs at least this much volume to count as unusual. ## `unusualVolumeToOi` (type: `number`): A contract counts as unusual when its volume is at least this multiple of its open interest. ## `topUnusual` (type: `integer`): How many unusual contracts to list per ticker, largest premium first. ## `maxItems` (type: `integer`): Cap on tickers processed. Set 0 for no limit. ## `proxyConfiguration` (type: `object`): Optional proxy. The delayed quotes work without one. ## Actor input object example ```json { "tickers": [ "AAPL", "TSLA", "SPY", "NVDA" ], "minUnusualVolume": 500, "unusualVolumeToOi": 2, "topUnusual": 5, "maxItems": 50, "proxyConfiguration": { "useApifyProxy": false } } ``` # Actor output Schema ## `results` (type: `string`): No description # API You can run this Actor programmatically using our API. Below are code examples in JavaScript, Python, and CLI, as well as the OpenAPI specification and MCP server setup. ## JavaScript example ```javascript import { ApifyClient } from 'apify-client'; // Initialize the ApifyClient with your Apify API token // Replace the '' with your token const client = new ApifyClient({ token: '', }); // Prepare Actor input const input = { "tickers": [ "AAPL", "TSLA", "SPY", "NVDA" ], "proxyConfiguration": { "useApifyProxy": false } }; // Run the Actor and wait for it to finish const run = await client.actor("mrdoe/us-options-sentiment-scanner").call(input); // Fetch and print Actor results from the run's dataset (if any) console.log('Results from dataset'); console.log(`💾 Check your data here: https://console.apify.com/storage/datasets/${run.defaultDatasetId}`); const { items } = await client.dataset(run.defaultDatasetId).listItems(); items.forEach((item) => { console.dir(item); }); // 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/js/docs ``` ## Python example ```python from apify_client import ApifyClient # Initialize the ApifyClient with your Apify API token # Replace '' with your token. client = ApifyClient("") # Prepare the Actor input run_input = { "tickers": [ "AAPL", "TSLA", "SPY", "NVDA", ], "proxyConfiguration": { "useApifyProxy": False }, } # Run the Actor and wait for it to finish run = client.actor("mrdoe/us-options-sentiment-scanner").call(run_input=run_input) # Fetch and print Actor results from the run's dataset (if there are any) print(f"💾 Check your data here: https://console.apify.com/storage/datasets/{run.default_dataset_id}") for item in client.dataset(run.default_dataset_id).iterate_items(): print(item) # 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/python/docs/quick-start ``` ## CLI example ```bash echo '{ "tickers": [ "AAPL", "TSLA", "SPY", "NVDA" ], "proxyConfiguration": { "useApifyProxy": false } }' | apify call mrdoe/us-options-sentiment-scanner --silent --output-dataset ``` ## MCP server setup ```json { "mcpServers": { "apify": { "type": "http", "url": "https://mcp.apify.com/?tools=fetch-actor-details,mrdoe/us-options-sentiment-scanner" } } } ``` The hosted server signs you in with OAuth on first connect, so no API token belongs in this config. Clients without OAuth support can send an `Authorization: Bearer ` header instead, using a token from API & Integrations in Apify Console (https://console.apify.com/settings/integrations). ## OpenAPI specification Download the OpenAPI definition: https://api.apify.com/v2/actors/Y8ePRKYfdsgykvTeZ/builds/SaeCpqalbKdgVdzyc/openapi.json