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Multi-leg option trades

core.multileg_trades

Class E accrual with a 24-hour vendor cap - the shortest window in the project.

312,778 rowsCSV — whole table, not this view

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active:code = mfsl×direction = long×
idtexttickertextexecuted_at ↓timestamp with time zonestrategytextleg_countintegertxnsintegersizebiginttotal_premiumnumericdirectiontextnet_sidetextunderlying_pricenumericbid_ask_spreadnumericstrikesjsonbivsjsonbbreakevensjsonbuniq_exchangesjsonbmin_strikenumericmax_strikenumericmin_dteintegermax_dteintegerall_opening_legsbooleanall_otmbooleandiff_expirationsbooleandiff_strikesbooleandiff_typesbooleancodetextkept_bytextsourcetextendpointtextrequest_paramsjsonbas_ofdatevintage_tstimestamp with time zoneretrieved_attimestamp with time zone
01a0b4cc-36d7-7d50-bed5-4308a0615a9fVIX2026-09-18 09:54strangle211200165600.00longask15.34000.0900["17","30"]["0.6383","1.7167"]["15.62","31.38"]["XCBO"]17.000030.00003333falsefalsefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T13:54:43Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b4cc-36d7-7d50-bed5-42f6a74e8e09VIX2026-09-18 09:54strangle211800248400.00longask15.34000.0900["17","30"]["0.6383","1.7167"]["15.62","31.38"]["XCBO"]17.000030.00003333falsefalsefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T13:54:43Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b4ca-ac4f-7ee1-b667-9ec08f29f2a5SPX2026-09-18 09:52put_diagonal_spread212400542400.00longask7635.47000.1500["7360","7420"]["0.1792","0.1551"][]["XCBO"]7360.00007420.000034falsetruetruetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T13:53:08Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b4ca-5a48-7533-8a70-3e098ef83813SPX2026-09-18 09:52box_spread41184576860.00longask7634.48005.4000["6000","7000"]["0.2564","0.1934"][]["XCBO"]6000.00007000.00009191falsefalsefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T13:52:36Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b4c9-3937-7ef3-a7ca-438b2df668b6SPX2026-09-18 09:51call_frontspread221000277600.00longbid7633.20000.1000["7660","7670"]["0.1291","0.1338"]["7661.44"]["XCBO"]7660.00007670.000000falsetruefalsetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T13:51:30Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b4c2-20cf-7631-8e6b-f026c0570216SPX2026-09-18 09:43synthetic211285388800.00longbid7643.11001.6000["7710"]["0.1384"]["7708"]["XCBO"]7710.00007710.00009191falsefalsefalsefalsetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T13:43:37Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b4b9-81c7-7721-829e-089222362850SPX2026-09-18 09:34risk_reversal226501430000.00longask7644.65000.3000["7635","7645"]["0.1574","0.1623"]["7649.70"]["XCBO"]7635.00007645.000000falsetruefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T13:34:19Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b4b7-85f8-7cf1-a5d4-5d409000b8b8SPX2026-09-18 09:31put_vertical_spread21770438900.00longask7648.50000.3000["6875","6900"]["0.2681","0.2632"]["6899.80"]["XCBO"]6875.00006900.00001414falsetruefalsetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T13:32:03Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b4b7-85f8-7cf1-a5d4-5d31e01f5935SPX2026-09-18 09:31put_vertical_spread2225301442100.00longask7648.50000.3000["6875","6900"]["0.2681","0.2632"]["6899.80"]["XCBO"]6875.00006900.00001414falsetruefalsetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T13:32:03Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b4b7-85f8-7cf1-a5d4-5d1added51feSPX2026-09-18 09:31put_frontspread2232001057000.00longask7648.50000.3000["6875","6900"]["0.2681","0.2632"]["6866.53"]["XCBO"]6875.00006900.00001414falsetruefalsetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T13:32:03Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b0f8-e7fb-7bd1-82a5-9c13d4245681SPX2026-09-17 16:04call_vertical_spread2165869765.00longask7637.77001.6000["7875","7950"]["0.1181","0.1148"]["7899.05"]["XCBO"]7875.00007950.00006464falsetruefalsetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T20:07:11Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b0f6-a5db-7ab1-a453-e77010691151SPX2026-09-17 16:02call_ratio_spread2444001036400.00longask7637.74000.5000["8500","8900"]["0.1167","0.1350"]["8501.64","9378.03"]["XCBO"]8500.00008900.00006464falsetruefalsetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T20:02:50Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b0f3-2b3b-7320-8516-f27226ae5ff8EWZ2026-09-17 15:58synthetic22263148595.00longbid37.72000.0900["38"]["0.4490"]["37.99"]["XCBO"]38.000038.00006464falsefalsefalsefalsetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T19:58:50Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b0f0-48f3-7fe3-8241-b68a41391402SPX2026-09-17 15:55straddle2140858000.00longask7642.62000.8000["7650"]["0.1247"]["7435.50","7864.50"]["XCBO"]7650.00007650.00002929falsefalsefalsefalsetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T19:55:34Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b0f0-48f3-7fe3-8241-b6776bc83ed9SPX2026-09-17 15:55straddle23601287000.00longask7642.62000.8000["7650"]["0.1247"]["7435.50","7864.50"]["XCBO"]7650.00007650.00002929falsefalsefalsefalsetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T19:55:34Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b0d9-36b3-7a33-8bdf-ed6250e77a04C2026-09-17 15:30call_diagonal_spread22350473900.00longask132.80000.6000["145","150"]["0.2933","0.2889"][]["XCBO"]145.0000150.0000120273falsetruetruetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T19:30:27Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b0d7-ac2b-7810-bda9-26a6eb534a85SPX2026-09-17 15:28straddle218010688960.00longask7637.31007.9000["8250"]["0.1666"]["6913.88","9586.12"]["XCBO"]8250.00008250.0000638638falsefalsefalsefalsetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T19:28:39Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b0d2-1293-7a63-996e-237da4c17fe2SPX2026-09-17 15:22put_ratio_spread2171090738.00longbid7638.81000.2000["7380","7480"]["0.3005","0.2124"]["7479.42"]["XCBO"]7380.00007480.000011falsetruefalsetruefalsemfsltrackeduw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T19:22:33Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b0cd-ad93-76f0-a8c8-84d1b020cab5SPX2026-09-17 15:17box_spread41151919790.00longask7639.22003.7500["7000","8000"]["0.1955","0.1239"][]["XCBO"]7000.00008000.00009292falsefalsefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T19:18:16Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b0cb-d4eb-7ea2-bee7-09c85134e0c3SPX2026-09-17 15:15call_vertical_spread2150082000.00longask7639.36000.1000["7645","7650"]["0.1154","0.1240"]["7645.70"]["XCBO"]7645.00007650.000000falsetruefalsetruefalsemfsltrackeduw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T19:15:54Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b0b9-5e5b-73e1-8737-4f86935fe170SPX2026-09-17 14:55put_frontspread22500597100.00longask7634.84000.4000["7375","7380"]["0.1736","0.1725"]["7360.50"]["XCBO"]7375.00007380.000088falsetruefalsetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T18:55:47Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b0ab-a2bb-7bc1-a654-3f63579c2b47SPX2026-09-17 14:40strangle2145456300.00longask7633.21001.1000["7000","8200"]["0.2029","0.1153"]["6898.60","8301.40"]["XCBO"]7000.00008200.00009292falsetruefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T18:41:00Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b0a3-de73-70f2-ae46-931a3430cad7SPX2026-09-17 14:32strangle2150507000.00longask7637.89000.9000["7000","8200"]["0.2029","0.1153"]["6898.60","8301.40"]["XCBO"]7000.00008200.00009292falsetruefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T18:32:30Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b0a3-de73-70f2-ae46-930478d99cf1SPX2026-09-17 14:32strangle2150507000.00longask7637.89000.9000["7000","8200"]["0.2029","0.1153"]["6898.60","8301.40"]["XCBO"]7000.00008200.00009292falsetruefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T18:32:30Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b0a3-de73-70f2-ae46-92fd81ca740eSPX2026-09-17 14:32strangle211251267500.00longask7637.89000.9000["7000","8200"]["0.2029","0.1153"]["6898.60","8301.40"]["XCBO"]7000.00008200.00009292falsetruefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T18:32:30Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b0a2-05cb-71b1-b870-6f48a7c07da0SPX2026-09-17 14:30put_ratio_spread2250073500.00longbid7638.52000.1500["7620","7630"]["0.1401","0.1094"]["7628.77"]["XCBO"]7620.00007630.000000falsetruefalsetruefalsemfsltrackeduw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T18:30:18Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b09a-ba9b-7833-a7a1-5ac520713dffVIX2026-09-17 14:22ratio_risk_reversal211300211510.00longbid15.54000.1300["18.5","25"]["0.7329","1.3857"]["25.91"]["XCBO"]18.500025.00006262falsefalsefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T18:22:16Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b09a-ba9b-7833-a7a1-5ab6d784ef75VIX2026-09-17 14:22call_ratio_spread221300128830.00longask15.54000.0900["18.5","40"]["1.2864","1.6354"]["44.66"]["XCBO"]18.500040.00006262falsetruefalsetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T18:22:16Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b090-622b-7172-80e4-4df5dd30ec14SPX2026-09-17 14:10put_frontspread22500223100.00longask7636.34000.1500["7630","7635"]["0.1069","0.1022"]["7622.80","7634.80"]["XCBO"]7630.00007635.000000falsetruefalsetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T18:10:46Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b087-c70b-7040-a19b-c18b77074907VIX2026-09-17 14:01ratio_risk_reversal211000162700.00longbid15.56000.1300["18.5","25"]["0.7290","1.3831"]["25.91"]["XCBO"]18.500025.00006262falsefalsefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T18:02:00Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b087-7cd2-7873-9e27-08fbf054ff4cVIX2026-09-17 14:01ratio_risk_reversal211000162700.00longbid15.56000.1300["18.5","25"]["0.7290","1.3831"]["25.91"]["XCBO"]18.500025.00006262falsefalsefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T18:01:08Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b06a-0dab-7be2-9a3b-3234db66af4eSPX2026-09-17 13:28put_ratio_spread214501020690.00longbid7631.39000.4000["7510","7560"]["0.1396","0.1258"]["7549.34"]["XCBO"]7510.00007560.000055falsetruefalsetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T17:29:31Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b05a-def3-7623-8a39-dc5555f8cb75SPX2026-09-17 13:12risk_reversal2125851750.00longbid7634.33002.1000["6800","8800"]["0.2144","0.1325"]["6743.98"]["XCBO"]6800.00008800.0000365365falsetruefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T17:12:19Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b04c-e0eb-7051-80df-e85dcee4fe53SPX2026-09-17 12:57put_diagonal_spread212504787500.00longask7631.05001.3000["6750","7200"]["0.2170","0.1846"][]["XCBO"]6750.00007200.000092183falsetruetruetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T16:57:21Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b03f-15aa-7903-8b2f-d80d341ada48EXE2026-09-17 12:41put_calendar2334150620.00longask88.32005.4000["110"]["0.4654"][]["XCBO"]110.0000110.000029120falsefalsetruefalsefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T16:42:32Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b017-137b-79a3-953e-e7288c96fe6aRUT2026-09-17 11:58synthetic22450941750.00longbid2890.52201.1000["2900"]["0.1948"]["2895.03"]["XCBO"]2900.00002900.000011falsefalsefalsefalsetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T15:58:45Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b017-137b-79a3-953e-e705388f368aRUT2026-09-17 11:58synthetic22450814550.00longbid2890.52201.3000["2900"]["0.1465"]["2891.34"]["XCBO"]2900.00002900.000011falsefalsefalsefalsetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T15:58:45Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b00b-9de2-7042-8698-2e9170071cf4SPX2026-09-17 11:45call_frontspread22150114300.00longbid7634.58000.3000["7640","7645"]["0.1157","0.1161"]["7643.18"]["XCBO"]7640.00007645.000000falsetruefalsetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T15:46:14Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b00b-3853-7230-81e5-49520a32480dSPX2026-09-17 11:45put_frontspread22300346800.00longask7634.76000.2000["7630","7635"]["0.1288","0.1276"]["7619.40"]["XCBO"]7630.00007635.000000falsefalsefalsetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T15:45:32Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0affe-8653-71c1-a0f9-1d3b3f9fda58SPX2026-09-17 11:31call_frontspread2330036300.00longbid7628.03000.2000["7655","7675"]["0.1214","0.1488"]["7655.79"]["XCBO"]7655.00007675.000000falsetruefalsetruefalsemfsltrackeduw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T15:31:28Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0aff2-4983-78a2-a64e-5820cbdb5571SPX2026-09-17 11:18put_vertical_spread21200324000.00longask7625.35000.4000["7620","7625"]["0.1356","0.1335"]["7622.90"]["XCBO"]7620.00007625.000000falsetruefalsetruefalsemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T15:18:41Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0afef-01ab-7ce3-bd45-7c1c5b001bc8SPX2026-09-17 11:14strangle218079090080.00longask7621.760033.6000["2000","12000"]["0.8277","0.4032"][]["XCBO"]2000.000012000.00009292falsefalsefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T15:14:57Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0afe9-aa7b-71f1-828e-b9deb89dccd4SPX2026-09-17 11:08risk_reversal211501287750.00longbid7617.88001.0000["7000","8000"]["0.2049","0.1155"]["6995.15"]["XCBO"]7000.00008000.00006464falsetruefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T15:09:12Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0afe8-9523-7660-9979-62f63166bfa8SPX2026-09-17 11:07synthetic2129921400.00longbid7616.90001.5000["7690"]["0.1415"]["7576.72"]["XCBO"]7690.00007690.00009292falsefalsefalsefalsetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T15:07:31Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0afe8-27c3-7e73-bec8-54bc461acc3aSPX2026-09-17 11:07strangle2130030511800.00longask7617.18003.6000["7000","8000"]["0.2128","0.1057"]["6982.94","8017.06"]["XCBO"]7000.00008000.00002929falsefalsefalsetruetruemfslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T15:07:01Z"}2026-09-172026-09-17 17:152026-09-17 17:15
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