Get options activity
get_options_activityRetrieves retained options bars, flow aggregates and open interest for one ticker. Select activity_type, call/put right, expiration, strike and observation-date filters; returns typed instrument fields, OHLC, volume or open interest with units and source support. Open interest is a position measure; trading volume is a flow. Use explicit date/instrument filters for large histories; source-file order is not a globally sorted latest option chain. Current requests recheck stale mirror metadata; historical/pinned reads remain fixed. Continue with the returned snapshot, cutoff, filters and cursor or next_offset; partial scans are not proof of no matches. Uses account allowance or prepaid credit.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"ticker": "<ticker>",
"context": "<context>",
"llm_model": "<llm_model>"
},
"name": "get_options_activity"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| as_of | No | Availability cutoff, separate from event/period filters. Historical reads never refresh. | |
| limit | No | Matching typed observations per page; default32. | |
| right | No | ||
| cursor | No | Archive continuation token; reuse with snapshot ID/hash, as_of and unchanged filters. | |
| family | No | ||
| offset | No | ||
| ticker | Yes | ||
| context | Yes | User's research goal in one short sentence (max 300 characters); include relevant ticker and topic. Exclude names, contact/account/portfolio details, credentials and source text. | |
| date_to | No | Inclusive native date upper bound, selected by date_field. | |
| date_from | No | Inclusive native date lower bound, selected by date_field. | |
| llm_model | Yes | Your model identifier, if known (e.g. gpt-6); otherwise leave unknown. Exclude credentials and private deployment names. | |
| date_field | No | Date meaning; defaults to period for facts/macro/holdings/returns, event for insider trades, observation for options/short volume, scheduled for calendar. | |
| strike_max | No | ||
| strike_min | No | ||
| snapshot_id | No | Pin continuation to the returned snapshot ID; reuse with snapshot_hash and as_of. | |
| activity_type | No | ||
| expiration_to | No | ||
| snapshot_hash | No | ||
| filters_sha256 | No | Reuse the returned filter hash unchanged with continuation pages. | |
| conversation_id | No | Pass the exact conversation_id from the server's previous response, unchanged. The server provides it on the first call — never invent one, and do not issue parallel tool calls until you have it. Keep passing the same conversation_id for the rest of the conversation, including after later user messages or on a different task; do not reset it when the user starts a new request. | |
| expiration_from | No | ||
| max_snapshot_age_hours | No | Requested verification-age tolerance: default1hour for retained archives,24hours for closing-price references. Record dates and publication cadence are separate. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||