Stock Options Scraper: Unusual Activity, IV & Open Interest

Keyless US stock and index option chains from Cboe. No API key, no account, no broker login. Three modes:

• Unusual activity — contracts where today's volume dwarfs the open interest that existed going in. This is the scan options traders run every morning to see where new positioning is being built.
• Chain — the option chain filtered to what you actually want: expiry, a strike window around spot, minimum volume and open interest, calls or puts. Every row carries implied volatility, delta, gamma, theta, vega, rho, bid/ask, and Cboe's theoretical price.
• Summary — one row per symbol: put/call ratios on both volume and open interest, totals, the most active contract, and 30 day implied volatility.

Works on single stocks (NVDA, TSLA, BRK.B), ETFs (SPY, QQQ), and index roots (SPX, VIX, NDX, RUT).

Who uses it

• Options traders — find unusual flow, read the put/call ratio, pull a clean chain into a spreadsheet without paying for a data terminal.
• Swing and momentum traders — unusual call buying in a name you already follow is a positioning signal ahead of the move.
• Quants and dashboard builders — schedule it and store the snapshots to build your own history of IV, open interest, and flow.
• Newsletters and analysts — "someone bought 40,000 NVDA calls today" is a recurring story, and this is where you find it.

Pairs with our Stock Market Movers & Screener for the underlying move and Stock Analyst Ratings for the catalyst behind it. For crypto options, see the Deribit Options Tracker.

Input

Field	Description
mode	unusual, chain, or summary.
symbols	Tickers to pull, e.g. NVDA, TSLA, SPY. Index roots work with or without the caret. Max 25 per run.
optionType	both / call / put.
minVolume	Volume floor. Keeps one lot noise out of the unusual scan.
minVolumeOiRatio	How many times volume must exceed open interest to count as unusual (default 5).
minOpenInterest	Skip thin contracts.
expiries	Filter to specific expiry dates, YYYY-MM-DD (empty = all).
maxDaysToExpiry	Focus on near dated flow. 0 = no limit.
moneynessPercent	Keep strikes within this percent of spot. The main lever for cutting chain row counts.
sortBy	volume / openInterest / volumeOiRatio / impliedVolatility.
maxRows	Row cap per run.

Output

• Unusual and chain: symbol, underlyingPrice, underlyingChangePercent, iv30, contract, optionType, strike, expiry, daysToExpiry, moneyness, inTheMoney, bid, ask, mid, lastPrice, lastTradeTime, changePercent, volume, openInterest, volumeOiRatio, newContract, impliedVolatility, delta, gamma, theta, vega, rho, theoreticalPrice.
• Summary: symbol, underlyingPrice, iv30, iv30ChangePercent, totalContracts, callVolume, putVolume, putCallVolumeRatio, callOpenInterest, putOpenInterest, putCallOiRatio, expiryCount, nearestExpiry, furthestExpiry, mostActiveContract, mostActiveVolume, unusualContractCount.

volumeOiRatio is null when open interest is zero, since there is nothing to divide by. Those contracts are flagged newContract: true and qualify for the unusual scan on volume alone, which is usually the most interesting case: a strike nobody held this morning that is suddenly trading.

Notes on the data

• Quotes are delayed roughly 15 minutes, which is what Cboe publishes without a subscription.
• Greeks, implied volatility, and theoreticalPrice are Cboe's own published values, passed through unchanged rather than recomputed.
• Deep in the money contracts often publish impliedVolatility: 0 with delta near 1. That is the source's value for a contract with no meaningful optionality left, not a gap in the scrape.
• Volume and open interest reset and settle on the exchange's schedule, so open interest reflects yesterday's close while volume is intraday. That difference is exactly what makes the ratio informative.
• A symbol with no listed options returns a free note row rather than an error.
• daysToExpiry is 0 for a contract expiring today, so same day expiries are easy to isolate or exclude.
• maxRows is filled symbol by symbol in the order you list them, with the highest sortBy values first within each symbol. Put the names you care about most at the front of symbols, or raise the cap.

This is a live snapshot feed. Schedule it to build your own history.

Pricing

Pay per event: $0.004 per row. The first 2 rows of every run are free.

Data source: Cboe delayed quotes (cdn.cboe.com).