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

symbol: str
Symbol to get data for. (the underlying symbol)

symbol: str
Symbol to get data for. (the underlying symbol)

start_date: 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.

end_date: date | str
End date of the data, in YYYY-MM-DD format. If a symbol is not supplied, do not include an end date.

trade_type: Literal['block', 'sweep', 'large']
The type of unusual activity to query for.

sentiment: Literal['bullish', 'bearish', 'neutral']
The sentiment type to query for.

min_value: Union[float, int]
The inclusive minimum total value for the unusual activity.

max_value: Union[float, int]
The inclusive maximum total value for the unusual activity.

limit: int
Default: 100000
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.

source: Literal['delayed', 'realtime']
Default: delayed
The source of the data. Either realtime or delayed.

---

Returns

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

underlying_symbol: str
Symbol representing the entity requested in the data. (the underlying symbol)

contract_symbol: str
Contract symbol for the option.

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.