Per-contract volume vs rolling baseline (unusual options activity)
Changed onDerived endpoint that flags contracts whose current per-contract volume materially exceeds the contract's own rolling average across the last baseline_window_days dated snapshots. Walks the latest options snapshot's per-contract volumes; for each contract (both calls and puts) computes baseline_avg = mean(volume across days the contract appeared with positive volume) and flags rows where current_volume / baseline_avg > threshold. Per-row output carries OSI contract symbol + strike + expiry + current volume + baseline + ratio + supplementary Greeks (delta + IV). Sorted by ratio DESC; truncated to limit. Use case: bullish skew detection in concert with Form 4 insider purchases.
Request
- Base URLhttps://sugra.ai
- AuthAPI key in header x-api-key
Path parameters
Underlier ticker.
Query parameters
Volume-ratio threshold for the unusual flag (1.5..50). Default 3.0 = 3x the contract's rolling average.
Maximum flagged contracts returned (1..200).
Rolling baseline window in calendar days (5..90). Defaults to 30. Bounded by 90-day retention.
Minimum current-snapshot volume for a contract to be evaluated (filters illiquid deep-OTM strikes).
Minimum baseline coverage (days the contract appeared with positive volume) required for a contract to qualify. Contracts below this floor land in contracts_excluded_no_baseline.
Response
Unusual options activity payload.
Example response
{
"data": {
"symbol": "AAPL",
"snapshot_date": "2026-05-19",
"underlier_price": 187.45,
"threshold": 3,
"baseline_window_days": 30,
"baseline_snapshots_loaded": 28,
"min_volume": 100,
"min_baseline_days": 5,
"contracts_evaluated": 487,
"contracts_excluded_no_baseline": 42,
"unusual_count": 12,
"unusual_contracts": [
{
"contract_symbol": "AAPL260606C00200000",
"option_type": "C",
"strike": 200,
"expiry": "2026-06-06",
"current_volume": 15000,
"baseline_avg_volume": 1200.5,
"baseline_days_count": 25,
"volume_ratio": 12.49,
"open_interest": 8000,
"implied_volatility": 0.42,
"delta": 0.35
}
],
"data_source": "cboe_options_direct",
"as_of": "2026-05-23T22:50:34Z"
},
"meta": {
"endpoint": "/api/v1/fred/us/cpi",
"data_time": "2026-04-16T14:30:00Z",
"response_time": "2026-04-16T14:30:12Z",
"provider": "Sugra API v1.0.1",
"data_age_days": 8.532,
"source": "sugra_crypto",
"attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
"source_url": "https://fred.stlouisfed.org/series/UNRATE",
"citation": "Federal Reserve Bank of St. Louis (FRED) - Unemployment Rate (UNRATE) - https://fred.stlouisfed.org/series/UNRATE - retrieved 2026-11-02",
"fallback_chain": [
"sugra_crypto",
"sugra_finance"
],
"stale_since": "2026-09-08T12:00:00Z",
"period": "2026-Q1",
"notes": "the UKMTO report behind these counts is dated 2026-08-21 and is 11 days old"
}
}Changes
- info
added the optional property
/to the response with the status - info
added the optional property
/to the response with the status
- info
- breaking
added
subschema #1to the response bodyoneOflist for the response status - breaking
the response's body type changed from
objectto no type for status - breaking
removed the required property
from the response with the status - breaking
removed the required property
from the response with the status - warning
removed the optional property
from the response with the status - warning
removed the optional property
from the response with the status - warning
removed the optional property
from the response with the status - warning
removed the optional property
from the response with the status - warning
removed the optional property
from the response with the status - warning
removed the optional property
from the response with the status - warning
removed the optional property
from the response with the status - warning
removed the optional property
from the response with the status - warning
removed the optional property
from the response with the status
This list may be incomplete.
- breaking