# ⚡ Options Unusual Activity — Volume, OI, Sweep Tracker (`nexgendata/options-unusual-activity`) Actor Track unusual options activity: high volume/OI ratios, large premium flows, calls vs puts skew, near-term expirations. Filter by strike, moneyness, days to expiration. Cheddar Flow / Unusual Whales alternative for options vol traders, retail trading apps, market-makers. Pay-per-result. - **URL**: https://apify.com/nexgendata/options-unusual-activity.md - **Developed by:** [NexGenData](https://apify.com/nexgendata) (community) - **Categories:** Business - **Stats:** 2 total users, 1 monthly users, 0.0% runs succeeded, NaN bookmarks - **User rating**: No ratings yet ## Pricing from $100.00 / 1,000 options activity records 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/platform/actors/running/actors-in-store#pay-per-event ## What's an Apify Actor? Actors are a software tools running on the Apify platform, for all kinds of web data extraction and automation use cases. 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. Actors are written with capital "A". ## 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. The best way to integrate Actors is as follows. In JavaScript/TypeScript projects, use official [JavaScript/TypeScript client](https://docs.apify.com/api/client/js.md): ```bash npm install apify-client ``` In Python projects, use official [Python client library](https://docs.apify.com/api/client/python.md): ```bash pip install apify-client ``` In shell scripts, use [Apify CLI](https://docs.apify.com/cli/docs.md): ````bash # MacOS / Linux curl -fsSL https://apify.com/install-cli.sh | bash # Windows irm https://apify.com/install-cli.ps1 | iex ```bash In AI frameworks, you might use the [Apify MCP server](https://docs.apify.com/platform/integrations/mcp.md). If your project is in a different language, use the [REST API](https://docs.apify.com/api/v2.md). For usage examples, see the [API](#api) section below. For more details, see Apify documentation as [Markdown index](https://docs.apify.com/llms.txt) and [Markdown full-text](https://docs.apify.com/llms-full.txt). # README ## ⚡ Options Unusual Activity — Volume, OI, Sweep Tracker Surface the contracts where the smart money is leaning. This actor crawls the live US options chain for a curated universe of the most liquid optionable underlyings (or for any tickers you specify), computes the canonical "unusual activity" signals on every contract — **volume / open-interest ratio**, **total premium traded**, **near-term DTE skew**, **moneyness**, **implied volatility** — and emits the contracts that pass your filters, ranked by a composite `unusual_score`. ### 📊 Sample Output [![⚡ Options Unusual Activity — Volume, OI, Sweep Tracker sample output — ⚡ Options Unusual Activity — Volume, OI, Sweep Tracker, premium API, JSON output, NexGenData premium dataset for analysts, hedge ](https://api.apify.com/v2/key-value-stores/8gLgXMBveEI1tTz1z/records/options-unusual-activity-output.png)](https://apify.com/nexgendata/options-unusual-activity) Unusual options activity is the single highest-signal flow indicator that public market data exposes for free. It's used by: - **Options volatility traders** building directional theses or volatility-skew trades - **Retail trading apps** (Robinhood / Webull / Public / Moomoo style) surfacing "where the action is" feeds for their users - **Market-makers** monitoring single-name flow into their books to manage delta / gamma risk - **Long/short hedge funds** layering options confirmation onto equity setups - **Newsletter writers, quant researchers, and prop-shop developers** who need a programmable feed instead of a paid GUI This actor is the **pay-per-result** alternative to Cheddar Flow ($75–$150/mo), Unusual Whales ($60–$120/mo), FlowAlgo ($75+/mo), and Bloomberg's $24K/year terminal. You pay **$0.10 per record** plus a $0.01 actor-start fee — typically a **$1–$10 query** for a fully-filtered, sorted unusual activity scan. --- ### What you get per record Every emitted record is **one options contract** flagged as unusual, with full chain-quality context: | Field | Meaning | |---|---| | `symbol`, `company_name`, `current_stock_price` | Underlying identity + live spot | | `option_type` | `Call` or `Put` | | `strike_price`, `expiration_date`, `days_to_expiration` | Contract specifics | | `volume`, `open_interest` | Today's contract volume and OI | | `volume_oi_ratio` | Today's volume / open interest — the primary "unusual" signal. > 2× is unusual, > 10× is highly unusual / probable sweep | | `last_trade_price`, `bid`, `ask`, `mid` | Pricing context | | `implied_volatility_pct` | Implied vol as a percentage | | `delta`, `gamma`, `theta`, `vega` | First-order Greeks (where source provides them) | | `total_premium_traded_usd` | `volume × 100 × mid` — actual dollars committed | | `moneyness` | `ITM` (in-the-money), `ATM` (within 2.5%), `OTM` (out-of-the-money) | | `unusual_score` | 0–100 composite score (see scoring formula below) | | `occ_symbol` | Full OCC option symbol (e.g. `AAPL260619C00200000`) | | `data_source`, `as_of_date`, `fetched_at_utc` | Provenance | Records are returned **sorted by `unusual_score` descending**, so the top of the dataset is always the loudest flow first. --- ### Input parameters | Parameter | Purpose | Default | |---|---|---| | `symbols` | Specific tickers to scan. Empty = sweep the curated 70-ticker high-volume universe. | `[]` | | `limit` | Max records returned per run (billed at $0.10 each). | `25` | | `option_type` | `all` / `Call` / `Put`. Calls dominating = bullish skew; puts = bearish / hedging skew. | `all` | | `min_volume` | Minimum contract volume. Filters out illiquid noise. | `500` | | `min_volume_oi_ratio` | Minimum vol / OI ratio. The canonical unusual threshold. | `2.0` | | `max_days_to_expiration` | Cap DTE. Near-term flow (≤ 30 DTE) is often the strongest signal. `0` = no cap. | `60` | | `min_open_interest` | Floor on OI — avoids inflated ratios on brand-new contracts. | `100` | | `min_premium_traded_usd` | Floor on dollar premium traded. `$10K+` surfaces serious money. | `10000` | | `moneyness` | `any` / `ITM` / `ATM` / `OTM`. Far-OTM unusual flow is the most speculative / highest-conviction. | `any` | Every input parameter has a description and prefill — the actor is usable from the Apify console with zero configuration. --- ### How the `unusual_score` is computed A 0–100 deterministic composite. Each component contributes to the total — no single dimension can dominate. | Component | Points | Notes | |---|---|---| | Volume / OI ratio | 0–40 | Plateaus at 20× | | Absolute volume | 0–20 | Plateaus at 10K contracts | | Premium dollars | 0–25 | Logarithmic; $10K ≈ 10 pts, $100K ≈ 17 pts, $1M = 25 pts | | DTE skew | 0–10 | Peak credit at 14–45 DTE (the unusual-flow sweet spot) | | Moneyness skew | 0–5 | Slight premium for OTM (speculative) > ATM > ITM | The score is intentionally tuned so a **single $100K OTM 30-DTE call with vol/OI = 15× on a $50B cap underlying** comes out as a 90+ — the textbook "unusual flow alert" shape. --- ### Vs. the paid competition | Platform | Pricing | Strengths | Weaknesses | |---|---|---|---| | **Bloomberg Terminal** (OMON / OPSA) | $24,000/year per seat | Real-time order book, complete flow, OPRA tape | Terminal-only — no programmatic feed without separate $$ B-PIPE license | | **Cheddar Flow** | $75–$150/month | Live flow alerts, scanners, sweep detection | Fixed monthly cost; GUI-first; API gated to top tier | | **Unusual Whales** | $60–$120/month | Politician trades, dark-pool prints, options + crypto flow | Subscription model; high noise floor on free tier | | **FlowAlgo** | $75+/month | Sweep / block alerts, level-2 context | Single-source dependency, API access is paid add-on | | **Barchart Premier** | ~$40/month | Solid unusual-activity ranked list, downloadable CSV | Login-walled, IP-rate-limited, frequent dead lists during off-hours | | **NexGenData Options Unusual Activity (this actor)** | **$0.10/record** | Pay-per-row, fully filterable, ranked by `unusual_score`, no subscription, full chain context | Delayed (not real-time tape), no sweep/block tagging (requires OPRA) | Translation: if your use case is **screening / surveillance / historical pattern building**, this actor is the cheapest serious option on the market. If your use case is **real-time sub-second sweep detection**, you still need an OPRA-licensed feed — those start at $5K–$50K/month. We're explicitly the publicly-derivable "unusual volume by strike" tier of the stack. --- ### Example runs #### Quick smoke test ```json { "limit": 10, "option_type": "all" } ```` 10 highest-`unusual_score` rows across the default universe. Cost: $0.01 + 10 × $0.10 = **$1.01**. #### Bullish call sweeps only, near-term ```json { "option_type": "Call", "min_volume_oi_ratio": 5, "max_days_to_expiration": 30, "min_premium_traded_usd": 50000, "moneyness": "OTM", "limit": 50 } ``` Just calls, vol/OI ≥ 5×, expiring within 30 days, ≥ $50K premium committed, out-of-the-money — the canonical "smart money loading speculative directional calls" pattern. Cost: $5.01. #### Bearish put hedging signal ```json { "option_type": "Put", "min_volume_oi_ratio": 3, "moneyness": "OTM", "max_days_to_expiration": 45, "limit": 30 } ``` Far-OTM put flow with elevated vol/OI within ~6 weeks — what fund managers buy when they want crash protection. Cost: $3.01. #### Single-name focus ```json { "symbols": ["NVDA", "TSLA", "META"], "min_volume": 1000, "limit": 100 } ``` Drill into the unusual options chain on three specific underlyings (e.g. ahead of earnings). Cost: $10.01. #### Pre-earnings scan ```json { "symbols": ["AAPL"], "max_days_to_expiration": 7, "min_volume_oi_ratio": 4, "limit": 50 } ``` What's happening on the front-week AAPL chain — IV crush plays, gamma squeezes, post-earnings speculation. Cost: $5.01. *** ### Data sources - **Primary**: `api.nasdaq.com/api/quote/{SYMBOL}/option-chain` — Nasdaq's public option-chain endpoint exposes the full options chain per underlying with bid/ask/last/volume/open-interest. Issued by the listing exchange. Public, no auth. - **Fallback**: `cdn.cboe.com/api/global/delayed_quotes/options/{SYMBOL}.json` — CBOE delayed quotes feed. Adds per-contract Greeks (delta / gamma / theta / vega) and implied volatility on top of the same vol/OI signals. Public, no auth. Used when Nasdaq is unavailable for a symbol. - **Routing**: requests are routed through the Apify residential US proxy pool when available, so a single-IP rate limit at either source does not interrupt the scan. - **Per-row attribution**: every emitted record carries the originating `data_source` and a `source_url` so consumers can trace every signal back to the upstream feed. - **Update cadence**: delayed (typically 15–20 minutes intraday). For real-time / live OPRA tape you need a licensed feed — not included. The actor parses the **OCC option symbol** (e.g. `AAPL260619C00200000` → AAPL / 2026-06-19 / Call / $200) to derive strike, expiration, and option type. Nasdaq exposes these as separate fields; for CBOE we extract them from the OCC code. *** ### Use cases - **Volatility traders**: programmatic feed of unusual contracts, ranked. Filter to OTM puts on indices for crash-protection demand, or OTM calls on single names for momentum loading. - **Retail trading apps**: power a "Where the action is today" feed without paying a Cheddar Flow / Unusual Whales redistribution license. - **Market-makers**: monitor single-name flow into your book — sized premium, OI build-up, IV pressure. - **Quant researchers**: backtest "unusual activity precedes return" hypotheses with a clean schema across thousands of tickers. - **Newsletter writers** (Seeking Alpha contributors, Substack stock-pickers): generate daily "Top 10 unusual options" digests with one $1 actor run. - **Compliance / surveillance**: flag suspicious pre-event options accumulation for review. - **AI / LLM agents**: a structured options-flow tool call ("what's unusual on $NVDA today?") that fits in a context window. *** ### Sister actors in the NexGenData equity-research fleet This actor lives inside a fleet of pay-per-result US equity intelligence scrapers — combine them for full market-microstructure coverage: - **[Short Interest Tracker](https://apify.com/nexgendata/short-interest-tracker)** — FINRA bi-monthly short interest, days to cover, squeeze score. Combine with unusual call flow to spot gamma squeeze setups. - **[FinViz Stock Screener](https://apify.com/nexgendata/finviz-stock-screener)** — programmatic FinViz screener output: technicals, fundamentals, descriptive filters. The discovery layer above this flow data. - **[SEC Form 4 Insider Tracker](https://apify.com/nexgendata/sec-form4-insider-tracker)** — corporate insider buys / sells. Insider buys + unusual call flow = highest-conviction long signal in the public-data stack. - **[Earnings Calendar](https://apify.com/nexgendata/earnings-calendar)** — upcoming earnings dates with consensus EPS / revenue. Sync with this actor's `max_days_to_expiration` filter to scan pre-earnings IV setups. - **[Analyst Price Targets](https://apify.com/nexgendata/analyst-price-targets)** — Wall Street consensus PTs, recent upgrades / downgrades. Catch analyst-revision-driven options flow. - **[Finance MCP Server](https://apify.com/nexgendata/finance-mcp-server)** — wraps the whole equity fleet behind a Model Context Protocol server so Claude / Cursor / OpenAI agents can call every actor as a tool. *** ### Pricing model **Pay-per-event**, transparent: - `$0.01` per actor start (one-time, per run) - `$0.10` per unusual options activity record emitted A 10-row smoke test = $1.01. A 100-row deep scan = $10.01. A 1000-row scrape (full default universe, broad filters) = $100.01. No subscription, no commitments, no minimums. *** ### FAQ **Is this real-time?** No — Nasdaq and CBOE delayed quotes are typically 15–20 minutes behind tape. For real-time you need an OPRA-licensed feed (starts at thousands per month). This actor covers the publicly-derivable "unusual volume by strike" signal, which is what 90% of unusual-activity use cases need. **Can it detect sweep orders / block trades?** Not directly — sweep / block tagging requires reading the OPRA tape (where each individual trade's exchange split and trade-condition flags are recorded). This actor surfaces the **aggregate** unusual signal (vol/OI ratio + premium size + DTE skew) which is the closest free proxy. **Why does premium use `mid` not `last`?** Mid-price reflects current consensus value. Last trade can be stale or off-market. Premium dollars compute as `volume × 100 × mid`, which is the standard "notional value committed today" measure. **Why does my run return fewer rows than `limit`?** Filters might be too tight, the market might be closed (overnight runs see static OI / volume from prior session), or the underlying ticker might have no options listed. The actor logs each underlying's row count before/after filtering — check the run log. **Can I scan my own watchlist?** Yes. Pass `symbols: ["TICKER1", "TICKER2", ...]` — the curated default universe is only used when `symbols` is empty. **Is this allowed?** Yes — Nasdaq's `option-chain` and CBOE's `delayed_quotes` are both public, unauthenticated, CDN-fronted endpoints designed for public consumption. We rate-limit, randomize user agents, and route through Apify's residential proxy pool. No auth tokens are required. *** ### Get started Run from the Apify console with prefilled defaults, or call via the API: ```bash curl -X POST "https://api.apify.com/v2/acts/nexgendata~options-unusual-activity/runs?token=YOUR_TOKEN" \ -H "Content-Type: application/json" \ -d '{"limit": 25, "min_volume_oi_ratio": 3, "max_days_to_expiration": 45}' ``` Built and maintained by **NexGenData** — the pay-per-result equity intelligence fleet on Apify. **👉 [Start free with $5 in Apify credit — referral link](https://apify.com/nexgendata?fpr=2ayu9b)** # Actor input Schema ## `symbols` (type: `array`): Limit the scan to a specific list of optionable US tickers (e.g. NVDA, TSLA, SPY, AAPL). Leave empty to sweep the curated high-volume optionable universe (mega-cap names + actively-traded ETFs). ## `limit` (type: `integer`): Maximum number of unusual options activity records returned per run. Each record is billed at $0.10. Records are emitted ranked by unusual\_score descending. Use a small limit to validate output, then scale up. ## `option_type` (type: `string`): Filter by option type. 'Call' returns only call options, 'Put' returns only puts, 'all' returns both. Calls dominating unusual flow = bullish skew, puts dominating = bearish/hedging skew. ## `min_volume` (type: `integer`): Only return contracts where today's volume is at or above this threshold. Filters out low-liquidity noise. Typical unusual-activity threshold is 500+ contracts. ## `min_volume_oi_ratio` (type: `number`): Only return contracts where today's volume divided by open interest is at or above this ratio. Vol/OI > 2 is typically unusual, > 10 is highly unusual (potential sweep / smart-money flow). ## `max_days_to_expiration` (type: `integer`): Only return contracts that expire within this many days. Near-term unusual activity (DTE <= 30) is often the strongest directional signal. Set to 0 to disable the filter. ## `min_open_interest` (type: `integer`): Only return contracts where open interest is at or above this threshold. Avoids brand-new contracts with tiny OI that produce inflated vol/OI ratios. Default 100. ## `min_premium_traded_usd` (type: `integer`): Only return contracts where total premium traded today (volume x 100 x mid price) is at or above this dollar amount. Filters out small retail flow. $10K+ surfaces serious money. ## `moneyness` (type: `string`): Filter by moneyness. ITM = in-the-money (intrinsic value), ATM = at-the-money (strike near spot), OTM = out-of-the-money (no intrinsic value). Far OTM unusual flow is often the most speculative / highest-conviction. ## Actor input object example ```json { "symbols": [], "limit": 25, "option_type": "all", "min_volume": 500, "min_volume_oi_ratio": 2, "max_days_to_expiration": 60, "min_open_interest": 100, "min_premium_traded_usd": 10000, "moneyness": "any" } ``` # API You can run this Actor programmatically using our API. Below are code examples in JavaScript, Python, and CLI, as well as the OpenAPI specification and MCP server setup. ## JavaScript example ```javascript import { ApifyClient } from 'apify-client'; // Initialize the ApifyClient with your Apify API token // Replace the '' with your token const client = new ApifyClient({ token: '', }); // Prepare Actor input const input = { "symbols": [], "limit": 25, "option_type": "all", "min_volume": 500, "min_volume_oi_ratio": 2, "max_days_to_expiration": 60, "min_open_interest": 100, "min_premium_traded_usd": 10000, "moneyness": "any" }; // Run the Actor and wait for it to finish const run = await client.actor("nexgendata/options-unusual-activity").call(input); // Fetch and print Actor results from the run's dataset (if any) console.log('Results from dataset'); console.log(`💾 Check your data here: https://console.apify.com/storage/datasets/${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 = { "symbols": [], "limit": 25, "option_type": "all", "min_volume": 500, "min_volume_oi_ratio": 2, "max_days_to_expiration": 60, "min_open_interest": 100, "min_premium_traded_usd": 10000, "moneyness": "any", } # Run the Actor and wait for it to finish run = client.actor("nexgendata/options-unusual-activity").call(run_input=run_input) # Fetch and print Actor results from the run's dataset (if there are any) print("💾 Check your data here: https://console.apify.com/storage/datasets/" + run["defaultDatasetId"]) for item in client.dataset(run["defaultDatasetId"]).iterate_items(): print(item) # 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/python/docs/quick-start ``` ## CLI example ```bash echo '{ "symbols": [], "limit": 25, "option_type": "all", "min_volume": 500, "min_volume_oi_ratio": 2, "max_days_to_expiration": 60, "min_open_interest": 100, "min_premium_traded_usd": 10000, "moneyness": "any" }' | apify call nexgendata/options-unusual-activity --silent --output-dataset ``` ## MCP server setup ```json { "mcpServers": { "apify": { "command": "npx", "args": [ "mcp-remote", "https://mcp.apify.com/?tools=nexgendata/options-unusual-activity", "--header", "Authorization: Bearer " ] } } } ``` ## OpenAPI specification ```json { "openapi": "3.0.1", "info": { "title": "⚡ Options Unusual Activity — Volume, OI, Sweep Tracker", "description": "Track unusual options activity: high volume/OI ratios, large premium flows, calls vs puts skew, near-term expirations. Filter by strike, moneyness, days to expiration. Cheddar Flow / Unusual Whales alternative for options vol traders, retail trading apps, market-makers. Pay-per-result.", "version": "0.0", "x-build-id": "UY5Ffs4TunAZtlK4z" }, "servers": [ { "url": "https://api.apify.com/v2" } ], "paths": { "/acts/nexgendata~options-unusual-activity/run-sync-get-dataset-items": { "post": { "operationId": "run-sync-get-dataset-items-nexgendata-options-unusual-activity", "x-openai-isConsequential": false, "summary": "Executes an Actor, waits for its completion, and returns Actor's dataset items in response.", "tags": [ "Run Actor" ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/inputSchema" } } } }, "parameters": [ { "name": "token", "in": "query", "required": true, "schema": { "type": "string" }, "description": "Enter your Apify token here" } ], "responses": { "200": { "description": "OK" } } } }, "/acts/nexgendata~options-unusual-activity/runs": { "post": { "operationId": "runs-sync-nexgendata-options-unusual-activity", "x-openai-isConsequential": false, "summary": "Executes an Actor and returns information about the initiated run in response.", "tags": [ "Run Actor" ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/inputSchema" } } } }, "parameters": [ { "name": "token", "in": "query", "required": true, "schema": { "type": "string" }, "description": "Enter your Apify token here" } ], "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/runsResponseSchema" } } } } } } }, "/acts/nexgendata~options-unusual-activity/run-sync": { "post": { "operationId": "run-sync-nexgendata-options-unusual-activity", "x-openai-isConsequential": false, "summary": "Executes an Actor, waits for completion, and returns the OUTPUT from Key-value store in response.", "tags": [ "Run Actor" ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/inputSchema" } } } }, "parameters": [ { "name": "token", "in": "query", "required": true, "schema": { "type": "string" }, "description": "Enter your Apify token here" } ], "responses": { "200": { "description": "OK" } } } } }, "components": { "schemas": { "inputSchema": { "type": "object", "properties": { "symbols": { "title": "Specific tickers (optional)", "type": "array", "description": "Limit the scan to a specific list of optionable US tickers (e.g. NVDA, TSLA, SPY, AAPL). Leave empty to sweep the curated high-volume optionable universe (mega-cap names + actively-traded ETFs).", "default": [], "items": { "type": "string" } }, "limit": { "title": "Maximum records to return", "minimum": 1, "maximum": 1000, "type": "integer", "description": "Maximum number of unusual options activity records returned per run. Each record is billed at $0.10. Records are emitted ranked by unusual_score descending. Use a small limit to validate output, then scale up.", "default": 25 }, "option_type": { "title": "Option type", "enum": [ "all", "Call", "Put" ], "type": "string", "description": "Filter by option type. 'Call' returns only call options, 'Put' returns only puts, 'all' returns both. Calls dominating unusual flow = bullish skew, puts dominating = bearish/hedging skew.", "default": "all" }, "min_volume": { "title": "Minimum option volume", "minimum": 0, "maximum": 1000000, "type": "integer", "description": "Only return contracts where today's volume is at or above this threshold. Filters out low-liquidity noise. Typical unusual-activity threshold is 500+ contracts.", "default": 500 }, "min_volume_oi_ratio": { "title": "Minimum volume / open interest ratio", "minimum": 0, "maximum": 1000, "type": "number", "description": "Only return contracts where today's volume divided by open interest is at or above this ratio. Vol/OI > 2 is typically unusual, > 10 is highly unusual (potential sweep / smart-money flow).", "default": 2 }, "max_days_to_expiration": { "title": "Maximum days to expiration", "minimum": 0, "maximum": 1000, "type": "integer", "description": "Only return contracts that expire within this many days. Near-term unusual activity (DTE <= 30) is often the strongest directional signal. Set to 0 to disable the filter.", "default": 60 }, "min_open_interest": { "title": "Minimum open interest", "minimum": 0, "maximum": 1000000, "type": "integer", "description": "Only return contracts where open interest is at or above this threshold. Avoids brand-new contracts with tiny OI that produce inflated vol/OI ratios. Default 100.", "default": 100 }, "min_premium_traded_usd": { "title": "Minimum total premium traded (USD)", "minimum": 0, "maximum": 100000000, "type": "integer", "description": "Only return contracts where total premium traded today (volume x 100 x mid price) is at or above this dollar amount. Filters out small retail flow. $10K+ surfaces serious money.", "default": 10000 }, "moneyness": { "title": "Moneyness filter", "enum": [ "any", "ITM", "ATM", "OTM" ], "type": "string", "description": "Filter by moneyness. ITM = in-the-money (intrinsic value), ATM = at-the-money (strike near spot), OTM = out-of-the-money (no intrinsic value). Far OTM unusual flow is often the most speculative / highest-conviction.", "default": "any" } } }, "runsResponseSchema": { "type": "object", "properties": { "data": { "type": "object", "properties": { "id": { "type": "string" }, "actId": { "type": "string" }, "userId": { "type": "string" }, "startedAt": { "type": "string", "format": "date-time", "example": "2025-01-08T00:00:00.000Z" }, "finishedAt": { "type": "string", "format": "date-time", "example": "2025-01-08T00:00:00.000Z" }, "status": { "type": "string", "example": "READY" }, "meta": { "type": "object", "properties": { "origin": { "type": "string", "example": "API" }, "userAgent": { "type": "string" } } }, "stats": { "type": "object", "properties": { "inputBodyLen": { "type": "integer", "example": 2000 }, "rebootCount": { "type": "integer", "example": 0 }, "restartCount": { "type": "integer", "example": 0 }, "resurrectCount": { "type": "integer", "example": 0 }, "computeUnits": { "type": "integer", "example": 0 } } }, "options": { "type": "object", "properties": { "build": { "type": "string", "example": "latest" }, "timeoutSecs": { "type": "integer", "example": 300 }, "memoryMbytes": { "type": "integer", "example": 1024 }, "diskMbytes": { "type": "integer", "example": 2048 } } }, "buildId": { "type": "string" }, "defaultKeyValueStoreId": { "type": "string" }, "defaultDatasetId": { "type": "string" }, "defaultRequestQueueId": { "type": "string" }, "buildNumber": { "type": "string", "example": "1.0.0" }, "containerUrl": { "type": "string" }, "usage": { "type": "object", "properties": { "ACTOR_COMPUTE_UNITS": { "type": "integer", "example": 0 }, "DATASET_READS": { "type": "integer", "example": 0 }, "DATASET_WRITES": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_READS": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_WRITES": { "type": "integer", "example": 1 }, "KEY_VALUE_STORE_LISTS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_READS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_WRITES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_INTERNAL_GBYTES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_EXTERNAL_GBYTES": { "type": "integer", "example": 0 }, "PROXY_RESIDENTIAL_TRANSFER_GBYTES": { "type": "integer", "example": 0 }, "PROXY_SERPS": { "type": "integer", "example": 0 } } }, "usageTotalUsd": { "type": "number", "example": 0.00005 }, "usageUsd": { "type": "object", "properties": { "ACTOR_COMPUTE_UNITS": { "type": "integer", "example": 0 }, "DATASET_READS": { "type": "integer", "example": 0 }, "DATASET_WRITES": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_READS": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_WRITES": { "type": "number", "example": 0.00005 }, "KEY_VALUE_STORE_LISTS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_READS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_WRITES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_INTERNAL_GBYTES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_EXTERNAL_GBYTES": { "type": "integer", "example": 0 }, "PROXY_RESIDENTIAL_TRANSFER_GBYTES": { "type": "integer", "example": 0 }, "PROXY_SERPS": { "type": "integer", "example": 0 } } } } } } } } } } ```