Options Intelligence API

Overview

API base URL: https://app.sentisense.ai/api/v1.

The Options Intelligence API turns each session's full option chain into a small set of end-of-day analytics for US stocks and ETFs, and it ranks every reading against that stock's own trailing history rather than against other stocks. The same data drives the Options Radar and the per-stock Options tab in the SentiSense app.

Percentile and rank context accompanies readings when sufficient data is available, measured within the ticker's own trailing window. Readings describe what the chain looks like versus its own past. They are not forecasts, price targets, or trade recommendations.

What the aggregate captures:

Group	Fields
Volume and open interest	callVol, putVol, callOi, putOi, pcVol (put/call volume), pcOi (put/call open interest)
Implied volatility	vwIv (volume-weighted), atmIv (~30d ATM), atmIv60, atmIv90 (term structure), iv25c, iv25p (25-delta call/put)
Expected move	expectedMove1d, expectedMove5d, expectedMove20d (the calibrated 90% range) and expectedMove1s1d, expectedMove1s5d, expectedMove1s20d (the one-sigma convention), each a fraction of price over 1, 5 and 20 trading sessions. See "How the expected move is computed"
Skew	skew25d (25-delta skew, equals iv25p - iv25c; a fraction on the same scale as IV, so 0.03 = 3 IV points)
Positioning	netDelta (aggregate net delta exposure, open interest times delta summed across the chain; not an inference about dealer books), notionalVol (estimated premium activity), contracts (rows in the chain)
Structure (snapshot only)	oiWalls (open-interest walls + maxPain), unusual (unusually-active contracts)

Freshness: this is end-of-day data, not real-time. End-of-day fields describe the latest successfully published snapshot. After market close, asOf may still identify the prior session. Follow-ups compare the next session's open interest and stay pending until that chain is observed. On weekends and market holidays asOf is the latest completed session. Intraday fields have independent timestamps (see "Intraday session fields" below).

Coverage: two universes, and they are discovered differently.

• Stocks: a bounded universe of the most actively optioned US stocks, about 1,040 names in the latest build, expanding over time. The rows of the full /options/overview are the authoritative list, and the overview's coverageCount reports its exact size.
• ETFs: GET /etfs lists tracked funds; the full overview's etfRows lists funds in the current options snapshot. FREE receives the top 25 ETF rows, so absence from that slice does not establish noncoverage. Covered funds are served from the same /stocks/{ticker}/options/... paths. On the overview they are a separate board: etfRows, never mixed into rows. coverageCount and the market-pulse aggregates describe the stock board only, so an ETF is never counted there.

The two boards are ranked independently and must not be merged. Every reading is a percentile of that ticker's own trailing history, so an ETF's interestScore is comparable to other ETFs, not to a single stock.

A ticker with no options snapshot (outside both universes, unknown, or not yet built) returns 200 with data: null from /summary; /history returns an empty series when the ticker has no stored aggregates. Neither is an error.

Scores and percentiles: a percentile requires a current reading and at least 60 usable observations in its window; IV rank is also omitted for a flat range. interestScore requires at least 60 observations, at least $100,000 of estimated premium activity (notionalVol) in the latest session, and at least one usable score component; otherwise it is omitted and the row is unscored. A missing percentile or score is an unavailable reading, not a zero.

Access and how the free tier works: every endpoint requires an API key, and each call counts against your monthly request quota (Free: 1,000 requests/month; PRO: no monthly cap) and your per-minute rate limit. Monthly request and dossier allowances reset at the start of the first day of each calendar month in America/New_York (Eastern time). On top of that, the options data itself is tiered by key:

• PRO keys always get the full response from every endpoint.
• FREE access is a limited cut of each endpoint:
  • /options/overview returns the top 25 ranked rows of each board and the top 3 session highlights of each board, plus every market-pulse aggregate, for both boards. totalCount (on the envelope) reports the full stock board; etfTotalCount (inside data) reports the full ETF board.
  • /stocks/{ticker}/options/summary: FREE accounts receive ten covered full-summary calls per calendar month, including repeat calls and prior account usage; summaries without a snapshot never spend this allowance. After exhaustion, summaries return headline previews (asOf, sentiment, ivRank1y, atmIv, expectedMove1d, pcVol, pcVolPctl1y, maxPain, plus the intraday session fields when present). Remaining dossier allowance and reset timestamps are not returned. Dossier exhaustion returns a preview with HTTP 200; it is distinct from the monthly request quota, whose exhaustion returns 429 quota_exceeded.
  • Delisted tickers do not count against the FREE dossier allowance and return full summaries even after it is exhausted.
  • /stocks/{ticker}/options/history always serves window=1y.
• The intraday session fields are the same on every tier, previews included.
• Overview and summary previews set isPreview: true, previewReason: "PRO_REQUIRED" and include upgrade. Summary headline fields are flattened under data; optional intraday fields remain when available. FREE history reports window: "1y" with isPreview: false, even when 2y or 5y was requested. Full bodies carry isPreview: false and previewReason: null.
• The SentiSense web app is separate from this: signed-in users see the full Radar and per-stock Options tab in the browser on every plan. The tiering above applies to API-key calls only. (The get_options MCP connector tool is a condensed rendering with its own matching FREE/PRO cut.)

Unavailable nested metric fields are omitted. Envelope previewReason and data can be explicit null; a null dossier means no snapshot is available.

Rate limits and errors: standard FREE and PRO limits are 30 and 300 requests/minute. rate_limit_exceeded returns Retry-After: 60; quota_exceeded has no Retry-After and requires waiting for monthly reset or a quota change. 401 and 429 bodies contain error and message, without the success envelope. Dispatch on error, not on the exact message text, which can vary.

Access examples

The values below are synthetic. The upgrade object illustrates the current shape; relay the price, url and message a response returns rather than the example text.

FREE summary after the dossier allowance is spent (HTTP 200). This example has no intraday session fields; when present, intradayFlow, largePrintCount, largestPrintPctl and capabilities sit beside the headline fields. The headline cut has no latest, context, oiWalls or unusual wrapper.

{
  "isPreview": true,
  "previewReason": "PRO_REQUIRED",
  "upgrade": {
    "plan": "PRO",
    "message": "This endpoint returned a free-tier preview; PRO unlocks the full data and unlimited monthly requests.",
    "price": "PRO price and any current offer, as text",
    "url": "https://app.sentisense.ai/pricing",
    "relay": "Tell the user in one line, then continue with the preview data."
  },
  "data": {
    "asOf": "2026-09-28",
    "sentiment": 0.2,
    "ivRank1y": 45,
    "atmIv": 0.4,
    "expectedMove1d": 0.0373,
    "pcVol": 0.7,
    "pcVolPctl1y": 60,
    "maxPain": 150
  }
}

FREE history requested with window=5y, for a ticker without stored aggregates (HTTP 200). The served window is 1y, and an empty series is not a preview.

{
  "isPreview": false,
  "previewReason": null,
  "data": {
    "ticker": "EXAMPLE",
    "window": "1y",
    "series": []
  }
}

Missing key (HTTP 401, Content-Type: application/json, Cache-Control: no-store). An invalid or revoked key returns invalid_api_key with the message "Invalid or revoked API key".

{
  "error": "api_key_required",
  "message": "API key (header `X-SentiSense-API-Key`) is required for programmatic access. Get one at https://sentisense.ai/docs/api"
}

Per-minute limit reached on a 30 requests/minute key (HTTP 429, Retry-After: 60, same content and cache headers). Wait at least that many seconds before retrying. The message begins as shown; a plan-specific upgrade sentence or offer text may be appended.

{
  "error": "rate_limit_exceeded",
  "message": "Rate limit exceeded (30 requests/minute). Retry after 60 seconds."
}

Monthly request quota exhausted (HTTP 429, no Retry-After, same content and cache headers). Stop automatic retries until the monthly reset or a quota change.

{
  "error": "quota_exceeded",
  "message": "Monthly API request quota exceeded for your current plan"
}

---

GET /options/overview

Market-wide Options Radar: two boards plus a few market-pulse aggregates. rows is one row per covered stock; etfRows is the same shape for covered ETFs. Both arrive ranked by interestScore descending. Unscored rows sort last. FREE keys receive the top 25 rows as a preview with totalCount; PRO keys receive every row.

Authentication: API key required

Parameters: None

Example Request:

curl -H "X-SentiSense-API-Key: ss_live_YOUR_KEY" \
  "https://app.sentisense.ai/api/v1/options/overview"

The ETF board covers index, sector and commodity funds. Read it from the same response (requires jq):

curl -s -H "X-SentiSense-API-Key: ss_live_YOUR_KEY" \
  "https://app.sentisense.ai/api/v1/options/overview" \
  | jq '.data.etfRows[0:5] | .[] | {ticker, sector, interestScore, ivRank1y}'

For ETF rows the sector field carries the fund's asset class (Equity, Bond, Commodity, ...) rather than a GICS sector.

Response: the data object is null before the first nightly build populates it, otherwise:

Field	Type	Description
asOf	ISO date	Latest session date across all rows
builtAt	integer	When this board was built, Unix epoch seconds (UTC): the evening refresh or the morning pass that wrote it. Pair it with asOf to see how fresh the board is
medianIvRank	number	Median IV rank (0-100) across covered stocks
marketPcVol	number	Median put/call volume ratio across covered stocks
extremeCount	integer	Number of stock rows meeting any available condition: pcVolPctl1y or skewPctl1y at most 5 or at least 95, or ivRank1y at least 90. Each row counts once
coverageCount	integer	Number of stocks in this build. Counts the stock board only; ETFs are never included
rows	array	The stock board: one row per covered stock, ranked by interestScore descending (FREE keys: top 25, with the full size in the envelope's totalCount)
etfRows	array	The ETF board, ranked, same row shape as rows. Omitted entirely when a build has no ETF rows
etfMedianIvRank	number	Median IV rank (0-100) across covered ETFs
etfMarketPcVol	number	Median put/call volume ratio across covered ETFs
etfExtremeCount	integer	The same count for the ETF board, counted separately
etfCoverageCount	integer	Number of ETFs in this build. This is the denominator for etfExtremeCount, and it stays the full board size even when etfRows is a FREE-key top-25 slice
etfTotalCount	integer	FREE keys only: the full size of the ETF board behind the truncated etfRows. The envelope's totalCount reports the stock board
highlights	array	Session highlights for the stock board: the highlight contract of up to 10 stocks in the latest completed session, most unusual for its own ticker first (FREE keys: top 3). Omitted when the build has none
etfHighlights	array	The same for the ETF board, ranked among ETFs only (FREE keys: top 3)
highlightPolicy	string	The rule the stock highlights were chosen by: ex0dte-v1 (see Session highlights below). Omitted when that list was built before the rule existed
etfHighlightPolicy	string	The same for etfHighlights
intradayActiveCount	integer	Intraday: stocks on today's intraday board with at least one unusual contract so far. Stock board only. Omitted before the day's first board
intradayRanking	array	Intraday: up to 25 of those tickers as an array of ticker strings, ordered by each ticker's own-year percentile where one exists and otherwise by the size of its largest flagged contract, with no per-entry score. Omitted with intradayActiveCount
capabilities	object	Where the intraday board lives and who can open it (see Intraday session fields)

The two boards carry two separate sets of aggregates by design. medianIvRank, marketPcVol, extremeCount and coverageCount describe the stock board and never blend in funds; the four etf* aggregates describe the ETF board. The four ETF fields are omitted entirely when a build has no ETF rows.

Each element of rows:

Field	Type	Description
ticker	string	Primary ticker
name	string	Company name (omitted if unmapped)
sector	string	Sector (omitted if unmapped)
asOf	ISO date	Session date of this row's snapshot
sentiment	number	Options-implied sentiment, -1 to +1 (omitted on cold start)
interestScore	number	Composite extremeness score, 0-100; omitted when history, liquidity eligibility or usable components are insufficient
pcVol	number	Put/call volume ratio today
pcVolPctl1y	number	Percentile (0-100) of pcVol in the trailing 1y window
atmIv	number	ATM implied volatility, as a fraction (0.42 = 42%)
ivRank1y	number	IV rank (0-100) of atmIv in its trailing 1y range
skew25d	number	25-delta skew, iv25p - iv25c, a fraction on the same scale as IV (0.03 = 3 IV points)
skewPctl1y	number	Percentile (0-100) of skew25d in the trailing 1y window
notionalVol	number	Estimated premium activity: session volume × mark × 100, summed in USD; this is mark-based valuation, not observed execution spending
ivMove20	number	Signed change of atmIv vs its ~20-session mean; rank a "biggest IV moves" view by its absolute value
expectedMove1d	number	Calibrated 90% expected move over 1 trading session, as a fraction of price (0.0407 = 4.07%)
expectedMove5d	number	The same over 5 trading sessions
expectedMove20d	number	The same over 20 trading sessions
expectedMove1s1d	number	One-sigma expected move over 1 trading session: the industry convention, uncalibrated
expectedMove1s5d	number	One-sigma expected move over 5 trading sessions
expectedMove1s20d	number	One-sigma expected move over 20 trading sessions
observations1y	integer	Trailing-1y observation count (used by the score and percentile minimums)
unusualCount	integer	Number of contracts in the capped unusual selection, 0-5; excludes a separate highlight outside that selection
maxVolOiRatio	number	Largest volume/open-interest multiple among them
maxUnusualPremium	number	Largest premium (USD) among them
wallSide	string	Side of the single heaviest open-interest wall, call or put
wallStrike	number	Strike of that wall
wallShare	number	That wall's share of its side's open interest (0-1)

Abbreviated example: one stock row, with the ETF board and highlights omitted.

{
  "isPreview": false,
  "previewReason": null,
  "data": {
    "asOf": "2026-07-17",
    "builtAt": 1784338620,
    "medianIvRank": 38.5,
    "marketPcVol": 0.92,
    "extremeCount": 47,
    "coverageCount": 950,
    "rows": [
      {
        "ticker": "NVDA",
        "name": "NVIDIA Corporation",
        "sector": "Technology",
        "asOf": "2026-07-17",
        "sentiment": 0.21,
        "interestScore": 88.0,
        "pcVol": 0.62,
        "pcVolPctl1y": 18.0,
        "atmIv": 0.53,
        "ivRank1y": 74.0,
        "skew25d": 0.041,
        "skewPctl1y": 61.0,
        "notionalVol": 4820000000,
        "ivMove20": 0.06,
        "expectedMove1s1d": 0.0334,
        "expectedMove1s5d": 0.0747,
        "expectedMove1s20d": 0.1493,
        "expectedMove1d": 0.0494,
        "expectedMove5d": 0.1165,
        "expectedMove20d": 0.2329,
        "observations1y": 214,
        "unusualCount": 5,
        "maxVolOiRatio": 6.8,
        "maxUnusualPremium": 3820000,
        "wallSide": "call",
        "wallStrike": 180.0,
        "wallShare": 0.14
      }
    ]
  }
}

Rows arrive ranked by interestScore. Re-sort client-side for other views: notionalVol for "most active" or maxUnusualPremium for the biggest unusual premium.

Session highlights. Each element of highlights and etfHighlights is one ticker's highlight contract from the latest completed session, and a ticker appears at most once. Under ex0dte-v1 the highlight is the ticker's highest-premium qualifying contract (volume above 1,000 and above 3x prior open interest) whose expiry is at least one day after the session; same-day expiries are not eligible. It is chosen from every qualifying contract, so it can be a contract that is not among the ticker's five unusual contracts on /summary. A ticker whose only qualifying contracts expire the same day has no highlight. Highlights are ranked by premiumPctl1y, how that premium compares with the same ticker's maxUnusualPremiumEx0dte on each of its previous 252 sessions. While a ticker has fewer than 60 of those sessions, premiumPctl1y is omitted and the highlight ranks after every scored one, by premium.

Field	Type	Description
ticker	string	Underlying ticker
contract	string	OCC-style option symbol, same as an unusual contract on /summary
type	string	call or put
strike, volOiRatio, premium	number	Strike, volume/open-interest multiple, and estimated premium in USD
expiry	ISO date	Expiry date
dte, volume, oi	integer	Days to expiry, session volume, and open interest on the session's first pull
premiumPctl1y	number	Percentile (0-100) of premium among the ticker's maxUnusualPremiumEx0dte over its previous 252 sessions (omitted while fewer than 60 are available)
oiPrior, oiNext, oiChange	integer	The open-interest follow-up, same as on /summary
oiConfirmation	string	opened, closed, mixed, pending or unmatched, same as on /summary
oiObservedAt	integer	When the follow-up open interest was observed, UTC epoch seconds
oiVintage	string	prior_settle, settled or next_session, same as on /summary
asOf	ISO date	The session
publishedAt	ISO timestamp	When the build published it (UTC)
session	string	completed: an end-of-day session

premium is volume times the closing mark times 100, an estimate at the mark rather than money paid, and end-of-day data does not identify the buyer or the seller of any contract.

---

GET /stocks/{ticker}/options/summary

The latest options dossier for one stock or ETF: the aggregate for the returned asOf session, its percentile context, the open-interest wall structure with max pain, and the session's unusually-active contracts.

Authentication: API key required

Parameters:

Parameter	Type	Required	Description
ticker	path	Yes	Stock or ETF ticker (e.g. NVDA, SPY)

Example Request:

curl -H "X-SentiSense-API-Key: ss_live_YOUR_KEY" \
  "https://app.sentisense.ai/api/v1/stocks/NVDA/options/summary"

ETFs use the same path. Index and sector ETFs are the usual macro-hedging reads:

curl -H "X-SentiSense-API-Key: ss_live_YOUR_KEY" \
  "https://app.sentisense.ai/api/v1/stocks/SPY/options/summary"

Response: the data object is null when the ticker is outside the covered universe (see Coverage above; unknown tickers behave the same, and null responses never spend the dossier allowance) or has no snapshot yet, otherwise { asOf, sentiment, latest, context, oiWalls, unusual }, plus the intraday session fields intradayFlow, largePrintCount, largestPrintPctl and capabilities when present (see Intraday session fields). FREE accounts receive ten covered full-summary calls per calendar month for listed tickers, then the headline preview described in the Access section; delisted tickers receive full summaries without spending that allowance.

A delisted symbol's summary is frozen at its last trading session; asOf shows that date.

Field	Type	Description
data.listingStatus	string	"DELISTED" when the ticker is classified as delisted; omitted otherwise
data.delistedDate	string	Delisting date (YYYY-MM-DD), present only for a ticker classified as delisted with a recorded date

• latest (the daily aggregate for the asOf session): date, callVol, putVol, callOi, putOi, pcVol, pcOi, vwIv, atmIv, skew25d, atmIv60, atmIv90, iv25c, iv25p, netDelta, notionalVol, contracts, maxUnusualPremium (the session's largest unusual premium, 0 when none qualified), maxUnusualPremiumEx0dte (the premium of the session's highlight contract, the largest qualifying premium with an expiry at least one day after the session: 0 when the session was evaluated and none qualified, omitted when the session was not recorded under this rule), unusualOi (the open-interest follow-up for the session's unusual contracts and for its highlight contract when it is not one of them: an array with one { contract, oiPrior, oiNext, oiChange, oiConfirmation, oiObservedAt, oiVintage } object per contract, present once it has been read; oiNext and oiChange are omitted on unmatched entries), plus the six expected-move fields expectedMove1d, expectedMove5d, expectedMove20d, expectedMove1s1d, expectedMove1s5d and expectedMove1s20d when atmIv is valid (see "How the expected move is computed" below). Ratio and IV fields are omitted when undefined (for example pcVol when call volume is 0). History follow-ups are matched by session date and contract ID. unusualOi can include a highlight beyond the five summary contracts; its entries contain OI metadata, so original volume, expiry and premium must be retained separately if needed.
• context (percentiles of latest): pcVolPctl1y, pcVolPctl5y, pcOiPctl1y, ivRank1y, skewPctl1y, unusualPremiumPctl1y (percentile of maxUnusualPremium in the trailing 1y window), observations1y. pcVolPctl5y uses the available observations within the trailing five-year window. A percentile requires a current reading and at least 60 usable observations in its window; IV rank is also omitted for a flat range.
• oiWalls (point-in-time, for the dossier expiry): expiry, maxPain, callWalls, putWalls. Each wall list holds up to 3 { strike, oi } levels, descending by open interest.
• unusual (top 5 by premium): contracts whose volume far exceeds open interest (fresh positioning), each { contract, type, strike, expiry, dte, volume, oi, volOiRatio, premium, oiPrior, oiNext, oiChange, oiConfirmation, oiObservedAt, oiVintage }. contract is the OCC-style option symbol. oi is the open interest on the session's first pull; the list is chosen from the first read of the session, against that level.
• Open-interest follow-up (on each unusual contract): oiPrior is OI on the session's first pull, oiNext is the next session's open interest, and oiChange is the difference. oiConfirmation is a string enum: opened when OI change is at least 50% of flagged-session volume, closed when at most -25%, mixed otherwise, pending before observation, or unmatched when the contract cannot be matched. oiObservedAt is the observation time in UTC epoch seconds; oiVintage is prior_settle, settled (a revised open-interest observation from the same session), or next_session. The labels describe net OI changes; buyer or seller not identified.

Abbreviated example: maxUnusualPremium, maxUnusualPremiumEx0dte, unusualOi, unusualPremiumPctl1y and the contract's oiObservedAt and oiVintage are omitted.

{
  "isPreview": false,
  "previewReason": null,
  "data": {
    "asOf": "2026-07-17",
    "sentiment": 0.21,
    "latest": {
      "date": "2026-07-17",
      "callVol": 1840000,
      "putVol": 1140000,
      "callOi": 9200000,
      "putOi": 7600000,
      "pcVol": 0.62,
      "pcOi": 0.83,
      "vwIv": 0.51,
      "atmIv": 0.53,
      "skew25d": 0.04,
      "atmIv60": 0.49,
      "atmIv90": 0.47,
      "iv25c": 0.50,
      "iv25p": 0.54,
      "expectedMove1d": 0.0494,
      "expectedMove5d": 0.1165,
      "expectedMove20d": 0.2329,
      "expectedMove1s1d": 0.0334,
      "expectedMove1s5d": 0.0747,
      "expectedMove1s20d": 0.1493,
      "netDelta": 128000000,
      "notionalVol": 4820000000,
      "contracts": 5120
    },
    "context": {
      "pcVolPctl1y": 18.0,
      "pcVolPctl5y": 22.0,
      "pcOiPctl1y": 44.0,
      "ivRank1y": 74.0,
      "skewPctl1y": 61.0,
      "observations1y": 214
    },
    "oiWalls": {
      "expiry": "2026-08-21",
      "maxPain": 175.0,
      "callWalls": [
        { "strike": 180.0, "oi": 96000 },
        { "strike": 190.0, "oi": 72000 }
      ],
      "putWalls": [
        { "strike": 170.0, "oi": 68000 },
        { "strike": 160.0, "oi": 54000 }
      ]
    },
    "unusual": [
      {
        "contract": "NVDA260821C00200000",
        "type": "call",
        "strike": 200.0,
        "expiry": "2026-08-21",
        "dte": 35,
        "volume": 41000,
        "oi": 6000,
        "volOiRatio": 6.83,
        "premium": 3820000,
        "oiPrior": 6000,
        "oiNext": 42000,
        "oiChange": 36000,
        "oiConfirmation": "opened"
      }
    ]
  }
}

Dual-class tickers resolve to their canonical symbol server-side, the same as the other research endpoints.

---

How the expected move is computed

Six fields ride on the daily aggregate: data.latest of the dossier, every row of /stocks/{ticker}/options/history, and each row of both boards in /options/overview. All six are fractions of price (0.0407 = 4.07%) over 1, 5 and 20 trading sessions, 252 to the year.

expectedMove1s1d, expectedMove1s5d and expectedMove1s20d are the one-sigma expected move, atmIv * sqrt(h / 252): the industry convention, with no calibration applied.

expectedMove1d, expectedMove5d and expectedMove20d are a calibrated 90% range, k_h * atmIv * sqrt(h / 252). Each k is the 90th percentile of the realised h-session move divided by sigma_h, fit walk-forward on SentiSense's stored option history and refit yearly.

Field	Sessions	Scale k
expectedMove1d	1	1.48
expectedMove5d	5	1.56
expectedMove20d	20	1.56

All six expected-move fields are computed from finite, positive atmIv; they are omitted when that input is unavailable or invalid.

---

Intraday session fields

During the trading session the SentiSense app runs an intraday options board, rebuilt every 15 minutes from 15-minute delayed chains, and after the close it publishes the session's large prints. On the API the intraday session is a count and a percentile; the contract-level board is in the app. The fields below carry no contract symbol, strike, price or premium amount, ride on /stocks/{ticker}/options/summary and /options/overview for every tier, and are omitted when their source is absent.

On /stocks/{ticker}/options/summary:

Field	Type	Description
intradayFlow	object	The ticker's row on today's intraday board (stock or ETF); omitted before the day's first board and when the ticker has no row
largePrintCount	integer	Number of published large-print events for this ticker (one contract's fills clustered into a single order after the close) in the latest available prints session; 0 when it has none. That session's date is not returned here and need not match the EOD snapshot or intraday timestamp
largestPrintPctl	number	Highest percentile (0-100) among those prints, each print's premium against the ticker's own trailing prints; omitted when none is scored
capabilities	object	Where the intraday board lives and who can open it

Fields of intradayFlow:

Field	Type	Description
unusualCount	integer	Contracts on the ticker's row passing the unusual rule so far this session (the rule behind the end-of-day unusual list), up to 5
firstSeenEt	string	Earliest board cycle that flagged one of them, HH:mm ET; omitted when none
firstSeenAt	integer	firstSeenEt as Unix epoch seconds
flowPctl1y	number	Percentile (0-100) of the ticker's intraday highlight contract, computed like premiumPctl1y on the session highlights; present only for highlighted tickers (up to 10 stocks and 10 ETFs), and omitted while the ticker's maxUnusualPremiumEx0dte history holds fewer than 60 sessions
asOfEt	string	The board's snapshot time, HH:mm ET
asOf	integer	The same instant as Unix epoch seconds (the dossier's own asOf is an ISO date)
live	boolean	true while the board updates during the session, false once it has stopped for the day
delayMinutes	integer	How far the board's chain data trails the market, in minutes

On /options/overview, intradayActiveCount and intradayRanking (listed under GET /options/overview) summarize the same board across stocks. intradayRanking orders tickers by flowPctl1y, and by the size of each ticker's largest flagged contract where that percentile is absent.

capabilities.intradayBoard describes the board, not the data:

Field	Type	Description
available	boolean	true when the app offers the board
access	string	Who can open the board in the app: signed_in_pro (any signed-in PRO account) or power_user (an early-access group)
apiData	boolean	false: the board's rows are app-only, and the API serves only the fields in this section
delayMinutes	integer	The board's data delay, in minutes
url	string	The Options page in the app

{
  "intradayFlow": {
    "unusualCount": 3,
    "firstSeenEt": "10:15 ET",
    "firstSeenAt": 1784297700,
    "asOfEt": "14:30 ET",
    "asOf": 1784313000,
    "live": true,
    "delayMinutes": 15
  },
  "largePrintCount": 4,
  "largestPrintPctl": 88.0,
  "capabilities": {
    "intradayBoard": {
      "available": true,
      "access": "signed_in_pro",
      "apiData": false,
      "delayMinutes": 15,
      "url": "https://app.sentisense.ai/options"
    }
  }
}

---

GET /stocks/{ticker}/options/history

The daily options-aggregate time series for one stock or ETF, ascending by date. Use it to chart how a reading has trended over time. Available options history: 2+ years (from July 2024), growing daily. window=5y requests the available history within that window; it does not guarantee five years of observations. FREE keys are served the 1y window regardless of the requested value; PRO keys get the full depth.

Authentication: API key required

Parameters:

Parameter	Type	Required	Default	Description
ticker	path	Yes	-	Stock or ETF ticker
window	string	No	1y	1y, 2y, or 5y, capped at 252, 504 and 1,260 sessions; 5y returns the available history within that window. Any other value clamps to 1y. FREE keys always receive 1y

Example Request:

curl -H "X-SentiSense-API-Key: ss_live_YOUR_KEY" \
  "https://app.sentisense.ai/api/v1/stocks/NVDA/options/history?window=1y"

Response: data is { ticker, window, series }, where each element of series has the same shape as the latest aggregate above. An empty series means the ticker has no stored aggregates yet. Optional maxima and OI follow-ups appear when recorded for that session; otherwise they are omitted.

Abbreviated example: the second row shows a subset of fields.

{
  "isPreview": false,
  "previewReason": null,
  "data": {
    "ticker": "NVDA",
    "window": "1y",
    "series": [
      {
        "date": "2026-07-16",
        "callVol": 1760000,
        "putVol": 1090000,
        "callOi": 9100000,
        "putOi": 7500000,
        "pcVol": 0.62,
        "pcOi": 0.82,
        "vwIv": 0.50,
        "atmIv": 0.52,
        "skew25d": 0.04,
        "atmIv60": 0.48,
        "atmIv90": 0.46,
        "iv25c": 0.49,
        "iv25p": 0.53,
        "expectedMove1s1d": 0.0328,
        "expectedMove1s5d": 0.0732,
        "expectedMove1s20d": 0.1465,
        "expectedMove1d": 0.0485,
        "expectedMove5d": 0.1143,
        "expectedMove20d": 0.2285,
        "netDelta": 121000000,
        "notionalVol": 4510000000,
        "contracts": 5080
      },
      {
        "date": "2026-07-17",
        "callVol": 1840000,
        "putVol": 1140000,
        "pcVol": 0.62,
        "atmIv": 0.53,
        "skew25d": 0.041,
        "expectedMove1s1d": 0.0334,
        "expectedMove1s5d": 0.0747,
        "expectedMove1s20d": 0.1493,
        "expectedMove1d": 0.0494,
        "expectedMove5d": 0.1165,
        "expectedMove20d": 0.2329,
        "notionalVol": 4820000000,
        "contracts": 5120
      }
    ]
  }
}

---

Errors

Status	Code	Description
200	-	Success. data is null for /options/overview before the first nightly build, and for /summary when the ticker is outside the covered universe, is unknown, or has no snapshot yet; /history returns an empty series when the ticker has no stored aggregates
401	api_key_required	No API key on the call
401	invalid_api_key	The key is invalid or revoked
429	rate_limit_exceeded	Per-minute rate limit exceeded (Free: 30/min, PRO: 300/min); Retry-After: 60
429	quota_exceeded	Monthly request quota exhausted (Free: 1,000/month; PRO has no monthly cap); no Retry-After

Error bodies are { error, message } without the success envelope; see "Access examples" above.

---

Educational use only

The Options Intelligence API provides derived, end-of-day analytics for research and educational purposes. It is informational only. It is not investment advice, not a personalized recommendation, and not a solicitation to buy or sell any security or option. Expected-move ranges describe what the option chain implies today versus the ticker's own history; they carry no direction or target, and their historical coverage is a measured rate on SentiSense's stored history, not a promise about any future period. Options carry a high level of risk. You are responsible for your own decisions. Use of the API is subject to the API Terms of Service.