---
title: "Flow Multi Leg"
method: GET
path: "/v1/options-flow/multi-leg"
tags: ["options-flow"]
---

# Flow Multi Leg

`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

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.

## Query parameters

- `session` string, nullable
- `ticker` string, nullable
- `structure` string, nullable: vertical_spread | ratio_spread | diagonal_spread | calendar_spread | straddle | strangle | butterfly | condor | iron_condor | iron_butterfly
- `direction` string, nullable: bullish | bearish | neutral
- `min_premium` number: Absolute net-premium floor
- `min_legs` integer, nullable
- `max_legs` integer, nullable
- `limit` integer

## Response `200`

Successful Response

- unknown

## Other responses

- `422`: Validation Error

---

[API](https://skmtc.dev/optionwhales/apis/optionwhales-pro-api.md) · [All operations](https://skmtc.dev/optionwhales/apis/optionwhales-pro-api/llms.txt) · [OpenAPI document](https://skmtc.dev/optionwhales/apis/optionwhales-pro-api/revisions/e76bc0d3a770?raw)