< API Reference
GET
/market/symbols/{symbol}/option-trades-breakdown
STOCKS
Get option trades breakdown

Example URI

Delayed

https://sandbox.livevol.com/api/v1/delayed/market/symbols/AAPL/option-trades-breakdown

Request Information

URI Parameters

NameDescriptionTypeAdditional information
symbol

Symbol of the company

string

Required

Response Information

Resource Description

OptionTradesBreakdown

NameDescriptionTypeAdditional information
symbol

string

None.

calls_on_bid

integer

None.

calls_on_ask

integer

None.

otm_calls_on_bid

integer

None.

otm_calls_on_ask

integer

None.

calls_between_bid_ask

integer

None.

puts_on_bid

integer

None.

puts_on_ask

integer

None.

otm_puts_on_bid

integer

None.

otm_puts_on_ask

integer

None.

puts_between_bid_ask

integer

None.

call_premium

decimal number

None.

put_premium

decimal number

None.

call_delta

decimal number

None.

put_delta

decimal number

None.

call_gamma

decimal number

None.

put_gamma

decimal number

None.

call_vega

decimal number

None.

put_vega

decimal number

None.

call_trade_count

integer

None.

put_trade_count

integer

None.

call_oi

integer

None.

put_oi

integer

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>