options-flow
Flow Multi Leg
Reconstructed multi-leg strategies — verticals, calendars, condors and friends — with net premium, net delta and a directional label.
Detection is structural, not heuristic: legs are gated on the OPRA multi-leg condition codes (232-247) and matched within a ~100ms coincidence window, so a package is a genuine complex order rather than trades that merely landed close together.
get/v1/options-flow/multi-leg
Request
- Base URL: https://api.optionwhales.io (the document declares no server; this is the origin it was published from)
- URL: https://api.optionwhales.io/v1/options-flow/multi-leg
- Auth: none declared
Query parameters
sessionstring nullable
tickerstring nullable
structurestring nullable
vertical_spread | ratio_spread | diagonal_spread | calendar_spread | straddle | strangle | butterfly | condor | iron_condor | iron_butterfly
directionstring nullable
bullish | bearish | neutral
min_premiumnumber
Absolute net-premium floor
min_legsinteger nullable
max_legsinteger nullable
limitinteger
Response
Successful Response
unknown required
Changes
No recorded changes to this operation across all 1 revision of this API.