< API Reference
GET
/allaccess/market/option-trades-breakdown?date={date}&symbol={symbol}
Get current and historical breakdowns of the option trading activity for a given security to analyze market sentiment.

Example URI

Live (2 points)

https://api.livevol.com/v1/live/allaccess/market/option-trades-breakdown?date=2019-01-18&symbol=AAPL

Delayed (2 points)

https://api.livevol.com/v1/delayed/allaccess/market/option-trades-breakdown?date=2019-01-18&symbol=AAPL

Historical (2 points)

To make a historical request, set the 'date' parameter to a day prior to the current day using the live or delayed endpoint.

https://api.livevol.com/v1/live/allaccess/market/option-trades-breakdown?date=2019-01-18&symbol=AAPL
https://api.livevol.com/v1/delayed/allaccess/market/option-trades-breakdown?date=2019-01-18&symbol=AAPL

Request Information

URI Parameters

Name Description Type Additional information
date

string

Required

Date in yyyy-MM-dd format. (i.e. 2019-01-18)

symbol

Symbol of the company

string

Required

Response Information

Resource Description

OptionTradesBreakdown

Name Description Type Additional information SIP Provider
symbol

Symbol

string

None

None

calls_on_bid

Number of calls traded on bid

integer

None

None

calls_on_ask

Number of calls traded on ask

integer

None

None

otm_calls_on_bid

Number of out-of-the-money calls traded on the bid

integer

None

None

otm_calls_on_ask

Number of out-of-the-money calls traded on the ask

integer

None

None

calls_between_bid_ask

Number of calls traded in between the NBBO

integer

None

None

puts_on_bid

Number of puts traded on the bid

integer

None

None

puts_on_ask

Number of puts traded on the ask

integer

None

None

otm_puts_on_bid

Number of out-of-the-money puts traded on the bid

integer

None

None

otm_puts_on_ask

Number of out-of-the-money puts traded on the ask

integer

None

None

puts_between_bid_ask

Number of puts traded in between the NBBO

integer

None

None

call_premium

Total (net) call premium traded. The number is credited for trades on the ask, and debited for trades on the bid.

decimal number

None

None

put_premium

Total (net) put premium traded. The number is credited for trades on the ask, and debited for trades on the bid.

decimal number

None

None

call_delta

Total (net) call delta traded. The number is credited for trades on the ask, and debited for trades on the bid.

decimal number

None

None

put_delta

Total (net) put delta traded. The number is credited for trades on the ask, and debited for trades on the bid.

decimal number

None

None

call_gamma

Total (net) call gamma traded. The number is credited for trades on the ask, and debited for trades on the bid.

decimal number

None

None

put_gamma

Total (net) put gamma traded. The number is credited for trades on the ask, and debited for trades on the bid.

decimal number

None

None

call_vega

Total (net) call vega traded. The number is credited for trades on the ask, and debited for trades on the bid.

decimal number

None

None

put_vega

Total (net) put vega traded. The number is credited for trades on the ask, and debited for trades on the bid.

decimal number

None

None

call_trade_count

Number of calls traded

integer

None

None

put_trade_count

Number of puts traded

integer

None

None

call_oi

Call open interest

integer

None

None

put_oi

Put open interest

integer

None

None

Response Formats

application/json, text/json

Sample:
{
  "symbol": "A",
  "calls_on_bid": 13,
  "calls_on_ask": 0,
  "otm_calls_on_bid": 0,
  "otm_calls_on_ask": 0,
  "calls_between_bid_ask": 17,
  "puts_on_bid": 0,
  "puts_on_ask": 4,
  "otm_puts_on_bid": 0,
  "otm_puts_on_ask": 4,
  "puts_between_bid_ask": 30,
  "call_premium": 144.999999999999,
  "put_premium": 248.0,
  "call_delta": 1180.67585926238,
  "put_delta": -70.6886015436885,
  "call_gamma": 93.4722295490405,
  "put_gamma": 16.7839237746677,
  "call_vega": 25.0925819057258,
  "put_vega": 27.7666226009841,
  "call_trade_count": 4,
  "put_trade_count": 18,
  "call_oi": 16363,
  "put_oi": 11300
}

application/xml, text/xml

Sample:
<option_trades_breakdown xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <call_delta>1180.67585926238</call_delta>
  <call_gamma>93.4722295490405</call_gamma>
  <call_oi>16363</call_oi>
  <call_premium>144.999999999999</call_premium>
  <call_trade_count>4</call_trade_count>
  <call_vega>25.0925819057258</call_vega>
  <calls_between_bid_ask>17</calls_between_bid_ask>
  <calls_on_ask>0</calls_on_ask>
  <calls_on_bid>13</calls_on_bid>
  <otm_calls_on_ask>0</otm_calls_on_ask>
  <otm_calls_on_bid>0</otm_calls_on_bid>
  <otm_puts_on_ask>4</otm_puts_on_ask>
  <otm_puts_on_bid>0</otm_puts_on_bid>
  <put_delta>-70.6886015436885</put_delta>
  <put_gamma>16.7839237746677</put_gamma>
  <put_oi>11300</put_oi>
  <put_premium>248</put_premium>
  <put_trade_count>18</put_trade_count>
  <put_vega>27.7666226009841</put_vega>
  <puts_between_bid_ask>30</puts_between_bid_ask>
  <puts_on_ask>4</puts_on_ask>
  <puts_on_bid>0</puts_on_bid>
  <symbol>A</symbol>
</option_trades_breakdown>