⚡ 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

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.

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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.

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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.

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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.

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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.

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Example runs

Quick smoke test

{ "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

{
  "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

{
  "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

{
  "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

{
  "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.

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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.

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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.

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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 — FINRA bi-monthly short interest, days to cover, squeeze score. Combine with unusual call flow to spot gamma squeeze setups.
• FinViz Stock Screener — programmatic FinViz screener output: technicals, fundamentals, descriptive filters. The discovery layer above this flow data.
• SEC Form 4 Insider Tracker — corporate insider buys / sells. Insider buys + unusual call flow = highest-conviction long signal in the public-data stack.
• 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 — Wall Street consensus PTs, recent upgrades / downgrades. Catch analyst-revision-driven options flow.
• 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.

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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.

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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.

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Get started

Run from the Apify console with prefilled defaults, or call via the API:

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.

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