Options Flow Summary

API TraderAPI QuantAPI DeveloperRequires options add-on

One row per session summarizing the options flow on one underlying: how many sweeps, blocks and large prints, how much premium, how much of it the buyer or the seller initiated, and the ORTEX directional flow score.

Use from_date and to_date to select the US/Eastern sessions (at most 92 days per request).

Available Data Points:

  • Trade Date: The US/Eastern session the row summarizes. (YYYY-MM-DD format).
  • Prints: Options flow prints on the underlying in the session.
  • Premium USD: Total premium of those prints, in US dollars.
  • Sweeps: Prints classed as sweeps.
  • Blocks: Prints classed as blocks.
  • Large: Prints classed as large.
  • Unusual Sweeps: Prints classed as unusual sweeps.
  • Buyer Premium Pct: Share of premium that printed at or through the ask (buyer initiated).
  • Seller Premium Pct: Share of premium that printed at or through the bid (seller initiated).
  • Mid Premium Pct: Share of premium that printed inside the quote.
  • Bullish Premium Pct: Share of premium with bullish sentiment: calls bought and puts sold.
  • Bearish Premium Pct: Share of premium with bearish sentiment: calls sold and puts bought.
  • ORTEX Bullish Premium Pct: Share of premium whose break-even was above the underlying's price at the print.
  • ORTEX Bullish Prints Pct: The same share counted in prints rather than premium.
  • ORTEX Flow Score: The ORTEX directional flow score, -100 (bearish) to +100 (bullish).

How the shares and the score are built

The buyer, seller, mid, bullish and bearish shares are taken over the premium of the prints that have the quote at execution, which is held from the 19 October 2026 session; earlier sessions report them as null. The ORTEX flow score signs every print by its payoff direction against the underlying: its break-even versus the underlying's last price in the 20 minutes before the print (the print's ortexBetDirection on the Options Flow endpoint). The bullish share of premium and the bullish share of prints are combined and re-centred on zero, then damped where the evidence is thin - few prints on either side, a small net bet or under $5M of premium - so +65 on 3,000 prints means more than +65 on 30. Prints whose underlying did not trade in that window are left out of the score; when none traded the score is null.

Try it out! You can test the API with the trial key TEST. Simply include it in your request headers; either here, or add the header "Ortex-Api-Key": "TEST" to your http request.

Trial key restrictions: Trial keys may be limited to a specific date range and set of regions. Requests outside the allowed regions or entirely outside the allowed date range are rejected; a date window that partially overlaps the allowed range is trimmed to it, reported in meta.restriction.

Get full access! Get a key at app.ortex.com/apis

Path Params
string
required

Where to find the instrument: a venue (exchange symbol, MIC or ISO-2 country) or an identifier scheme (tid, sid, cid, isin, figi). See Identifying an instrument.

string
required

The ticker on that venue, or the value in that scheme. An ISIN, sid, cid or share-class FIGI answers for the main listing only; reference/listings lists the others. See Identifying an instrument.

Query Params
date
required

Inclusive start of the returned date window. Format: YYYY-MM-DD.

Also selects the instrument: the ticker resolves to the listing that held it on the exchange in the URL path on this date. To retrieve a delisted or renamed company, use its former exchange and ticker with a from_date from when it was listed. An identifier path (/stock/isin|figi|sid|cid/<value>/…) resolves at this date too. The instrument block in the response names the company the data belongs to.

date

Inclusive end of the returned date window (defaults to today). Format: YYYY-MM-DD.

integer

Page number within the paginated result set. Must be >= 1. Defaults to 1.

integer

Number of rows per page. The default and the maximum allowed depend on the API tier; a value above the tier maximum is rejected with 400 invalidPageSize.

string
enum
Defaults to json

Response format. "json" (default) or "csv".

Allowed:
Headers
string
enum
Defaults to application/json

Generated from available response content types

Allowed:
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application/json
text/csv
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