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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.

367,592 rowsCSV — whole table, not this view

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active:code = mlat×net_side = bid×ticker = LLY×
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
01a0c585-1a2f-7de3-81a2-3ce94e95135fLLY2026-09-21 15:50call_vertical_spread217534793.00shortbid1164.420029.8500["780","785"]["2.6713","2.3556"]["784.99"]["XCBO"]780.0000785.000044falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-21T19:50:40Z"}2026-09-212026-09-21 17:152026-09-21 17:15
01a0c57a-d547-72b2-a895-27a435261efdLLY2026-09-21 15:39call_vertical_spread216452058.00shortbid1163.550022.2500["785","790"]["1.5152","1.4973"]["789.99"]["XMIO"]785.0000790.000044falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-21T19:39:33Z"}2026-09-212026-09-21 17:152026-09-21 17:15
01a0c56f-9277-7e63-8596-43ca2987919fLLY2026-09-21 15:26call_vertical_spread214299984.00shortbid1162.400018.5500["785","790"]["2.2541","2.2081"]["789.98"]["XCBO"]785.0000790.000044falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-21T19:27:12Z"}2026-09-212026-09-21 17:152026-09-21 17:15
01a0c55f-812f-7553-918e-23b17995e0dbLLY2026-09-21 15:09call_vertical_spread213230679.00shortbid1163.825024.5000["780","785"]["2.0977","2.0700"]["784.99"]["EDGO"]780.0000785.000044falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-21T19:09:32Z"}2026-09-212026-09-21 17:152026-09-21 17:15
01a0c557-dc26-73e3-9ab7-039beeabf361LLY2026-09-21 15:01call_vertical_spread212146614.00shortbid1167.250021.4000["800","805"]["1.7851","1.7608"]["804.99"]["XCBO"]800.0000805.000044falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-21T19:01:21Z"}2026-09-212026-09-21 17:152026-09-21 17:15
01a0c553-b1bf-7aa1-a32d-4838f1f075dfLLY2026-09-21 14:56call_diagonal_spread215148305.00unknownbid1166.640015.1500["1140","1200"]["0.3750","0.3728"][]["XCBO"]1140.00001200.0000179269falsefalsetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-21T18:56:40Z"}2026-09-212026-09-21 17:152026-09-21 17:15
01a0c53f-b0a7-7bd2-bcda-1004bef65cb7LLY2026-09-21 14:34call_vertical_spread212151086.00unknownbid1168.530019.7000["790","795"]["1.8218","1.7976"]["1170.22"]["XCBO"]790.0000795.000044falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-21T18:35:07Z"}2026-09-212026-09-21 17:152026-09-21 17:15
01a0c53f-b0a7-7bd2-bcda-0ff40484bad2LLY2026-09-21 14:34call_vertical_spread214302172.00unknownbid1168.530019.7000["790","795"]["1.8218","1.7976"]["1170.22"]["XCBO"]790.0000795.000044falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-21T18:35:07Z"}2026-09-212026-09-21 17:152026-09-21 17:15
01a0c524-163f-7ab3-a3fd-08791f04c804LLY2026-09-21 14:04call_vertical_spread213224733.00shortbid1166.320021.7500["790","795"]["1.5354","1.5166"]["794.99"]["XCBO"]790.0000795.000044falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-21T18:04:57Z"}2026-09-212026-09-21 17:152026-09-21 17:15
01a0c490-dad7-76f3-a9bb-ce9fbe2f219fLLY2026-09-21 11:23call_vertical_spread2110119830.00shortbid1165.72007.9000["1130","1135"]["0.3269","0.3261"]["1133.23"]["XCBO"]1130.00001135.00002525falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-21T15:23:47Z"}2026-09-212026-09-21 17:152026-09-21 17:15
01a0c476-f207-7652-969b-bf8475aa976eLLY2026-09-21 10:55call_vertical_spread2110118530.00shortbid1166.340016.5000["1130","1135"]["0.3175","0.3164"]["1133.29"]["XCBO"]1130.00001135.00002525falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-21T14:55:25Z"}2026-09-212026-09-21 17:152026-09-21 17:15
01a0c459-57e8-7440-9833-04593abc5c8bLLY2026-09-21 10:23call_vertical_spread213146499.00shortbid1163.910028.5500["1100","1120"]["0.3688","0.3680"]["1110.19"]["XMIO"]1100.00001120.0000452452falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-21T14:23:03Z"}2026-09-212026-09-21 17:152026-09-21 17:15
01a0b5e0-b02f-7e31-ab00-edb3ff0fd1fbLLY2026-09-18 14:56put_vertical_spread216102948.00shortbid1155.13006.9500["1100","1200"]["0.3600","0.3606"]["1150.04"]["XMIO"]1100.00001200.0000119119falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T18:57:04Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0ab59-5c8b-75e0-97f2-4389ed775c21LLY2026-09-16 13:52call_vertical_spread213133944.00shortbid1139.765019.8500["900","1200"]["0.3883","0.3739"]["1071.30"]["XCBO"]900.00001200.0000274274falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-16T17:52:44Z"}2026-09-162026-09-16 17:152026-09-16 17:15
01a0a5cb-876e-7ee1-b7ff-4abac15ae8edLLY2026-09-15 11:59call_vertical_spread213122325.00shortbid1144.778525.8500["1450","1460"]["0.3988","0.3987"]["1452.73"]["XCBO"]1450.00001460.0000822822falsetruefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-15T15:59:34Z"}2026-09-152026-09-15 19:282026-09-15 19:28
01a0a158-cc98-7983-a24b-bacf5022c33fLLY2026-09-14 15:15call_vertical_spread2121408429.00shortbid1140.05007.2000["1050","1070"]["0.3318","0.3282"]["1065.65"]["XCBO"]1050.00001070.00003232falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-14T19:16:03Z"}2026-09-142026-09-14 17:152026-09-14 17:15
01a0a0d9-c8f8-7e70-957c-a8aad3f31fa7LLY2026-09-14 12:56call_vertical_spread2112244752.00shortbid1144.240010.9500["1050","1070"]["0.3479","0.3416"]["1065.90"]["XCBO"]1050.00001070.00003232falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-14T16:57:12Z"}2026-09-142026-09-14 17:152026-09-14 17:15
01a0871c-a0c0-74f2-ad6f-fa0f97c50485LLY2026-09-09 12:59call_vertical_spread2119257013.00shortbid1125.12507.3500["1120","1180"]["0.3722","0.3700"]["1146.25"]["XMIO"]1120.00001180.00007272falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-09T17:00:13Z"}2026-09-092026-09-09 17:152026-09-09 17:15
01a08251-0b08-7c51-b302-3e3bffd7b560LLY2026-09-08 14:39call_vertical_spread215100912.00shortbid1123.895016.1000["1080","1090"]["0.3835","0.3828"]["1085.76"]["XCBO"]1080.00001090.00007373falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-08T18:39:34Z"}2026-09-082026-09-08 21:502026-09-08 21:50
01a0818e-e7d0-7ab2-a0da-29a617fa5b3dLLY2026-09-08 11:06call_vertical_spread215157185.00shortbid1132.170015.2500["1100","1200"]["0.3753","0.3727"]["1145.05"]["XMIO"]1100.00001200.0000282282falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-08T15:07:08Z"}2026-09-082026-09-08 21:502026-09-08 21:50
01a0813e-eb41-7992-9cea-41935f92557aLLY2026-09-08 09:39call_vertical_spread2132336640.00shortbid1121.510019.0000["1480","1500"]["0.3731","0.3734"]["1483.30"]["XMIO"]1480.00001500.0000282282falsetruefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-08T13:39:37Z"}2026-09-082026-09-08 21:502026-09-08 21:50
01a06dc8-a2ce-75d1-ae35-38983ff2c0ecLLY2026-09-04 14:57call_calendar212001616600.00longbid1140.40008.4500["1170"]["0.3250"][]["XMIO"]1170.00001170.00001477falsetruetruefalsefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-04T18:57:54Z"}2026-09-042026-09-07 00:532026-09-07 00:53