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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:direction = short×ticker = VLO×
idtexttickertextexecuted_attimestamp 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
01a0c490-5dd7-77e3-a080-f18ed9a32328VLO2026-09-21 11:23call_condor4230157200.00shortbid405.49006.7000["405","410","412.5","417.5"]["0.5531","0.5415","0.5474","0.5511"]["405.80","416.7"]["XISX"]405.0000417.50001111falsefalsefalsetruefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-21T15:23:17Z"}2026-09-212026-09-21 17:152026-09-21 17:15
01a0b5a8-71bf-7fa0-8d53-8411ea3146d9VLO2026-09-18 13:55call_diagonal_spread211021322430.00shortask411.30002.0000["310","430"]["9.0665","0.5153"][]["EDGO"]310.0000430.0000063falsefalsetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T17:55:22Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b57d-d77f-72a2-93b2-171c147fd33eVLO2026-09-18 13:08call_calendar213126045.00shortask409.93505.7000["200"]["10.9880"][]["XMIO"]200.0000200.0000028falsefalsetruefalsefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T17:08:44Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b4e3-6087-7472-81b7-ce798b347874VLO2026-09-18 10:19call_diagonal_spread2114146720.00shortask413.82003.9000["360","400"]["1.5467","0.5141"][]["XISX"]360.0000400.0000091falsefalsetruetruefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T14:20:10Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b4ba-a2d8-74e2-9728-5b514e0dc45fVLO2026-09-18 09:35call_vertical_spread2141299218.00shortbid412.01006.6000["380","382.5"]["0.5264","0.5223"]["382.0"]["BATO"]380.0000382.50001414falsefalsefalsetruefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-18T13:35:24Z"}2026-09-182026-09-18 17:152026-09-18 17:15
01a0b086-c923-7c50-8bd4-66334b99e478VLO2026-09-17 14:00call_diagonal_spread21803876480.00shortbid409.80506.5000["170","175"]["0.8890","0.3809"][]["XPHO"]170.0000175.000092456falsefalsetruetruefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T18:00:20Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b05c-0fa3-7dd1-a937-f32d8df2e2ddVLO2026-09-17 13:13call_diagonal_spread21200924200.00shortask411.17005.2000["385","450"]["0.5139","0.5136"][]["AMXO"]385.0000450.00001536falsefalsetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T17:14:03Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0b03b-f4e3-7c02-a613-80277f592e56VLO2026-09-17 12:38call_vertical_spread215130240.00shortbid409.17006.0000["270","300"]["0.5055","0.5109"]["296.80"]["EDGO"]270.0000300.00009292falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T16:39:19Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0afec-65b3-7382-8da8-50d0acf45470VLO2026-09-17 11:11call_vertical_spread2138264898.00shortbid407.33003.8000["450","520"]["0.4945","0.4999"]["468.15"]["SPHR"]450.0000520.0000183183falsetruefalsetruefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T15:11:55Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0afe2-018b-7d33-99f0-2d61a56c2504VLO2026-09-17 11:00call_diagonal_spread216220098.00shortask406.86005.4000["200","250"]["6.9856","0.4719"][]["XCBO"]200.0000250.0000192falsefalsetruetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-17T15:00:24Z"}2026-09-172026-09-17 17:152026-09-17 17:15
01a0ab60-904b-7421-add1-c674b98fe528VLO2026-09-16 14:00call_diagonal_spread2243405647.00shortask405.51007.3000["330","560"]["1.8128","0.5066"][]["XCBO","XISX"]330.0000560.00002184falsefalsetruetruefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-16T18:00:33Z"}2026-09-162026-09-16 17:152026-09-16 17:15
01a0ab60-904b-7421-add1-c65c17a450a5VLO2026-09-16 14:00call_diagonal_spread2345423315.00shortask405.51007.3000["330","560"]["1.8128","0.5051"][]["XPHO"]330.0000560.00002184falsefalsetruetruefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-16T18:00:33Z"}2026-09-162026-09-16 17:152026-09-16 17:15
01a0aa98-9ccb-7d02-8401-de49249ab250VLO2026-09-16 10:22call_diagonal_spread217148232.00shortask393.57504.3000["270","320"]["2.5289","0.5227"][]["XMIO"]270.0000320.0000293falsefalsetruetruefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-16T14:22:03Z"}2026-09-162026-09-16 17:152026-09-16 17:15
01a0a582-801e-7ea0-9249-0b4b0eb86e21VLO2026-09-15 10:39call_calendar214116600.00shortask384.93007.2000["240"]["1.5797"][]["XMIO"]240.0000240.0000331falsefalsetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-15T14:40:10Z"}2026-09-152026-09-15 19:282026-09-15 19:28
01a0a154-d110-7b43-9b53-bda4ae268b0fVLO2026-09-14 15:11risk_reversal24165965580.00shortask379.22000.9379["340","560"]["0.4857","0.4832"]["321.91"]["EDGO","XBOX","XISX","XMIO"]340.0000560.0000276276falsetruefalsetruetruemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-14T19:11:50Z"}2026-09-142026-09-14 17:152026-09-14 17:15
01a0a154-b9a0-7e22-90bc-d549ed2b60bcVLO2026-09-14 15:11strangle2130175530.00shortbid379.22000.6000["340","560"]["0.4837","0.4854"]["281.49","618.51"]["XISX"]340.0000560.0000276276falsetruefalsetruetruemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-14T19:11:50Z"}2026-09-142026-09-14 17:152026-09-14 17:15
01a0a144-b410-7c12-a91a-db68e5fccad9VLO2026-09-14 14:53call_diagonal_spread2220327000.00shortask380.11277.0000["460","470"]["0.4357","0.4305"][]["XMIO"]460.0000470.0000823858falsetruetruetruefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-14T18:54:03Z"}2026-09-142026-09-14 17:152026-09-14 17:15
01a0a119-df38-7783-a1a6-3ceb24946bdfVLO2026-09-14 14:07call_diagonal_spread216101586.00shortbid381.55006.6000["390","450"]["0.4576","0.4307"][]["XISX"]390.0000450.0000494823falsetruetruetruefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-14T18:07:14Z"}2026-09-142026-09-14 17:152026-09-14 17:15
01a0a0a0-2ee1-70b1-a3f9-8f5cc392fb7eVLO2026-09-14 11:54call_diagonal_spread2120201800.00shortask382.85004.4000["310","380"]["1.0518","0.5099"][]["XISX"]310.0000380.0000439falsefalsetruetruefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-14T15:54:35Z"}2026-09-142026-09-14 17:152026-09-14 17:15
01a0a085-9648-70a3-9d6e-d0f0be1bbd3aVLO2026-09-14 11:25call_calendar239382278.00shortask381.00006.2000["170"]["2.1622"][]["C2OX","EDGO","XBOX"]170.0000170.00004186falsefalsetruefalsefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-14T15:25:02Z"}2026-09-142026-09-14 17:152026-09-14 17:15
01a0917e-b968-7a52-848d-2f50e1e301f1VLO2026-09-11 13:23put_vertical_spread2150137300.00shortbid394.79002.4000["370","380"]["0.4789","0.4787"]["376.20"]["XCBO"]370.0000380.00003535falsetruefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-11T17:23:35Z"}2026-09-112026-09-11 17:152026-09-11 17:15
01a0916c-f2a0-78d1-b9c5-2a5d1b1da81dVLO2026-09-11 13:03call_vertical_spread2115108210.00shortbid394.76002.1000["400","450"]["0.4844","0.4894"]["417.50"]["MCRY"]400.0000450.0000126126falsetruefalsetruefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-11T17:04:11Z"}2026-09-112026-09-11 17:152026-09-11 17:15
01a09149-af48-74a1-959b-905b3becfdd9VLO2026-09-11 12:25call_diagonal_spread219246600.00shortbid397.34008.0000["310","330"]["0.4407","0.4059"][]["XCBO"]310.0000330.0000462826falsefalsetruetruefalsemeslmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-11T16:25:31Z"}2026-09-112026-09-11 17:152026-09-11 17:15
01a0911a-8128-79e3-87ad-824f80794f3eVLO2026-09-11 11:33put_vertical_spread2120187400.00shortbid397.42007.5000["260","400"]["0.4842","0.4813"]["343.38"]["XCBO"]260.0000400.0000497497falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-11T15:34:09Z"}2026-09-112026-09-11 17:152026-09-11 17:15
01a090e0-e328-74c2-ac15-724464b659d5VLO2026-09-11 10:30call_vertical_spread2120102760.00shortbid393.94005.0000["370","372.5"]["0.4970","0.4887"]["372.12"]["XCBO"]370.0000372.500077falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-11T14:30:57Z"}2026-09-112026-09-11 17:152026-09-11 17:15
01a0879f-c311-7132-9a7c-c3d16edc9366VLO2026-09-09 15:23call_diagonal_spread2110232970.00shortask387.61885.5000["270","310"]["0.4859","0.4559"][]["XCBO"]270.0000310.0000128281falsefalsetruetruefalsemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-09T19:23:39Z"}2026-09-092026-09-09 17:152026-09-09 17:15
01a08294-c6e0-7203-9c14-a6d68b8ee5bbVLO2026-09-08 15:53call_vertical_spread215107245.00shortbid383.85007.0000["360","400"]["0.4101","0.4108"]["375.95"]["XCBO"]360.0000400.0000829829falsefalsefalsetruefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-08T19:53:11Z"}2026-09-082026-09-08 21:502026-09-08 21:50
01a08253-c258-7533-988a-79f55389bd02VLO2026-09-08 14:42risk_reversal2140148240.00shortbid382.49003.0000["320","450"]["0.4787","0.4807"]["457.58"]["XCBO"]320.0000450.0000129129falsetruefalsetruetruemletmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-08T18:42:39Z"}2026-09-082026-09-08 21:502026-09-08 21:50
01a08249-94e0-7383-aad8-c97673b8d42bVLO2026-09-08 14:30call_calendar216208800.00shortbid383.56007.4000["210"]["1.5314"][]["XMIO"]210.0000210.00001045falsefalsetruefalsefalsemlatmarket_whaleuw_multileg/api/option-trades/multi-leg{"limit":500,"older_than":"2026-09-08T18:31:18Z"}2026-09-082026-09-08 21:502026-09-08 21:50