unusual

Get the complete options chain for a ticker.

Examples

from openbb import obb
obb.derivatives.options.unusual(symbol='TSLA', provider='intrinio')
# Use the 'symbol' parameter to get the most recent activity for a specific symbol.
obb.derivatives.options.unusual(symbol='TSLA', provider='intrinio')

---

Parameters

• standard
• intrinio

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for. (the underlying symbol)	None	True

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for. (the underlying symbol)	None	True
start_date	Union[date, str]	Start date of the data, in YYYY-MM-DD format. If no symbol is supplied, requests are only allowed for a single date. Use the start_date for the target date. Intrinio appears to have data beginning Feb/2022, but is unclear when it actually began.	None	True
end_date	Union[date, str]	End date of the data, in YYYY-MM-DD format. If a symbol is not supplied, do not include an end date.	None	True
trade_type	Literal['block', 'sweep', 'large']	The type of unusual activity to query for.	None	True
sentiment	Literal['bullish', 'bearish', 'neutral']	The sentiment type to query for.	None	True
min_value	Union[float, int]	The inclusive minimum total value for the unusual activity.	None	True
max_value	Union[float, int]	The inclusive maximum total value for the unusual activity.	None	True
limit	int	The number of data entries to return. A typical day for all symbols will yield 50-80K records. The API will paginate at 1000 records. The high default limit (100K) is to be able to reliably capture the most days. The high absolute limit (1.25M) is to allow for outlier days. Queries at the absolute limit will take a long time, and might be unreliable. Apply filters to improve performance.	100000	True
source	Literal['delayed', 'realtime']	The source of the data. Either realtime or delayed.	delayed	True

---

Returns

OBBject
    results : List[OptionsUnusual]
        Serializable results.

    provider : Optional[Literal['intrinio']]
        Provider name.

    warnings : Optional[List[Warning_]]
        List of warnings.

    chart : Optional[Chart]
        Chart object.

    extra : Dict[str, Any]
        Extra info.

---

Data

• standard
• intrinio

Name	Type	Description
underlying_symbol	str	Symbol representing the entity requested in the data. (the underlying symbol)
contract_symbol	str	Contract symbol for the option.

Name	Type	Description
underlying_symbol	str	Symbol representing the entity requested in the data. (the underlying symbol)
contract_symbol	str	Contract symbol for the option.
trade_timestamp	datetime	The datetime of order placement.
trade_type	Literal['block', 'sweep', 'large']	The type of unusual trade.
sentiment	Literal['bullish', 'bearish', 'neutral']	Bullish, Bearish, or Neutral Sentiment is estimated based on whether the trade was executed at the bid, ask, or mark price.
bid_at_execution	float	Bid price at execution.
ask_at_execution	float	Ask price at execution.
average_price	float	The average premium paid per option contract.
underlying_price_at_execution	float	Price of the underlying security at execution of trade.
total_size	int	The total number of contracts involved in a single transaction.
total_value	Union[int, float]	The aggregated value of all option contract premiums included in the trade.