Unusual Options Activity API

Use real-time U.S. options trades, option-chain context, and historical SQL to build unusual options activity scanners, alerts, and research workflows.

OptionData provides the raw and structured options data needed to build unusual activity workflows. It does not force a black-box signal or proprietary score into your stack.

Stream options trades Backtest with SQL

Build the scanner logic your desk needs

Combine trade prints, premium, contract metadata, open interest, volume, implied volatility, and Greeks to define your own unusual activity rules.

Stream the live tape

Subscribe to real-time option trades over WebSocket and apply server-side filters for symbols, premium, expirations, and trade mode.

Score unusual prints

Flag large premium, repeated sweeps, size versus open interest, short-dated activity, contract clustering, or custom desk-specific rules.

Add chain context

Use option-chain snapshots for IV, Greeks, bid/ask, volume, and open interest so alerts carry market context instead of just raw prints.

Backtest with history

Replay historical option trades with SQL to validate alert thresholds before using them in production dashboards or notifications.

Useful fields for unusual activity detection

Premium and trade size
Symbol, expiration, strike, and call/put side
Delta, Gamma, Theta, Vega, Rho, and implied volatility
Bid, ask, mark, volume, and open interest context
RAW prints or cleaner AGGREGATED events
Historical SQL windows for repeatability checks

Example: screen for large short-dated activity

SELECT
  symbol,
  expiration,
  strike,
  side,
  SUM(size * price * 100) AS premium,
  COUNT(*) AS trade_count,
  MAX(implied_volatility) AS max_iv
FROM RawOptionTrades
WHERE date = today()
  AND premium >= 100000
  AND days_to_expiration <= 14
GROUP BY symbol, expiration, strike, side
ORDER BY premium DESC
LIMIT 25;

Use the full OptionData stack

Unusual activity workflows are strongest when live flow, historical analysis, and option-chain context work together.