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OptionUnusualTrade.md

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OptionUnusualTrade

Properties

Name Type Description
symbol str The underlying option security symbol for the trade  
timestamp date The UTC timestamp of order placement  
type str The type of unusual trade  
total_value float The aggregated value of all option contract premiums included in the trade  
total_size float The total number of contracts involved in a single transaction  
average_price float The average premium paid per option contract  
contract str The option contract symbol  
ask_at_execution float Ask price at execution  
bid_at_execution float Bid price at execution  
sentiment str Bullish, Bearish, or Neutral Sentiment is estimated based on whether the trade was executed at the bid, ask, or mark price.  
underlying_price_at_execution float Price of the underlying security at execution of trade