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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 = mlet×strategy = call_calendar×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
01a0c42d-0ff7-78c3-9a95-c3071daf1b48LLY2026-09-21 09:34call_calendar213150723.00longask1149.572534.1500["1240"]["0.3807"][]["XMIO"]1240.00001240.0000634816falsetruetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-21T13:34:43Z"}2026-09-212026-09-21 17:152026-09-21 17:15
01a0b5a4-37b8-7fb2-829c-f718e291765eLLY2026-09-18 13:50call_calendar212139722.00unknownask1145.180021.9000["800"]["6.9834"][]["XISX"]800.0000800.0000091falsefalsetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T17:50:49Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0af92-5aeb-7411-bc2f-2746fb04e46eLLY2026-09-17 09:33call_calendar213139638.00shortbid1148.000025.9000["920"]["1.5563"][]["XISX"]920.0000920.0000164falsefalsetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T13:33:20Z"}2026-09-172026-09-17 17:272026-09-17 17:27
01a0af8f-78a8-7a53-9316-59f1e0a9300cLLY2026-09-17 09:30call_calendar21141293040.00shortask1149.910032.8000["760"]["0.4156"][]["XISX"]760.0000760.0000456491falsefalsetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T13:30:04Z"}2026-09-172026-09-17 17:272026-09-17 17:27
01a0aac3-3323-7d13-a4a9-c1dd0be8664dLLY2026-09-16 11:08call_calendar213374412.00shortbid1141.020032.6500["540"]["0.4055"][]["XMIO"]540.0000540.0000274366falsefalsetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-16T15:09:08Z"}2026-09-162026-09-16 17:152026-09-16 17:15
01a0aa69-43b8-7861-ae00-caefb4903ad8LLY2026-09-16 09:30call_calendar213108549.00longbid1136.160030.6500["1240"]["0.3770"][]["XMIO"]1240.00001240.0000457492falsetruetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-16T13:30:07Z"}2026-09-162026-09-16 17:152026-09-16 17:15
01a0a5d3-2c76-7482-8740-93b8fb903143LLY2026-09-15 12:07call_calendar2112265380.00shortask1141.530014.1250["1050"]["0.3642"][]["XISX"]1050.00001050.00003138falsefalsetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-15T16:08:00Z"}2026-09-152026-09-15 19:282026-09-15 19:28
01a0a035-66f0-7481-8063-46402e25b2dcLLY2026-09-14 09:57call_calendar214114280.00shortask1136.501614.6500["1000"]["0.5541"][]["XISX"]1000.00001000.0000432falsefalsetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-14T13:57:37Z"}2026-09-142026-09-14 17:152026-09-14 17:15
01a086d3-14a0-75d3-8283-96b06b9cb977LLY2026-09-09 11:39call_calendar2224839028.00shortask1127.513013.9500["1000"]["0.3735"][]["EDGO","XPHO"]1000.00001000.0000100128falsefalsetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-09T15:39:41Z"}2026-09-092026-09-09 17:152026-09-09 17:15
01a086ce-1748-7e81-a440-d766929403f9LLY2026-09-09 11:34call_calendar2246936675.00unknown—1127.20507.2500["1120"]["0.3664"][]["EDGO","XISX"]1120.00001120.0000100128falsefalsetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-09T15:34:35Z"}2026-09-092026-09-09 17:152026-09-09 17:15
01a06deb-8c4e-7762-9755-fc9578b5d810LLY2026-09-04 15:35call_calendar2140281160.00longask1143.49503.2000["1190"]["0.3297"][]["XPHO"]1190.00001190.00001477falsetruetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-04T19:36:12Z"}2026-09-042026-09-07 00:532026-09-07 00:53
01a06deb-653d-7430-8a72-73b7607f9c45LLY2026-09-04 15:35call_calendar2140281000.00longask1143.41003.3000["1190"]["0.3297"][]["XPHO"]1190.00001190.00001477falsetruetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-04T19:35:42Z"}2026-09-042026-09-07 00:532026-09-07 00:53
01a06deb-653d-7430-8a72-73aee5d64cc0LLY2026-09-04 15:35call_calendar2140281160.00longask1143.41003.3000["1190"]["0.3299"][]["XPHO"]1190.00001190.00001477falsetruetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-04T19:35:42Z"}2026-09-042026-09-07 00:532026-09-07 00:53
01a06deb-653d-7430-8a72-739e1f095228LLY2026-09-04 15:35call_calendar2140281160.00longask1143.41003.3000["1190"]["0.3299"][]["XISX"]1190.00001190.00001477falsetruetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-04T19:35:42Z"}2026-09-042026-09-07 00:532026-09-07 00:53
01a06d6c-1b4d-72c0-b752-7eba37351247LLY2026-09-04 13:16call_calendar222140484.00longask1143.672510.9000["800"]["0.7224"][]["EMLD","XBOX"]800.0000800.000014105falsefalsetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-04T17:17:12Z"}2026-09-042026-09-07 00:532026-09-07 00:53
01a06d6c-1b4d-72c0-b752-7ea219394aebLLY2026-09-04 13:16call_calendar267494074.00longbid1143.672510.2500["800"]["0.7167"][]["AMXO","ARCO","EMLD","XBOX","XMIO","XPHO"]800.0000800.000014105falsefalsetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-04T17:17:12Z"}2026-09-042026-09-07 00:532026-09-07 00:53
01a06d6c-1765-7751-aa7a-5071b5a6334dLLY2026-09-04 13:16call_calendar269636722.00longbid1143.672510.9500["800"]["0.7492"][]["AMXO","ARCO","EMLD","XBOX","XMIO","XPHO"]800.0000800.000014105falsefalsetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-04T17:17:12Z"}2026-09-042026-09-07 00:532026-09-07 00:53