FlowScan - Unusual Options Activity

See where the smart money is positioning — institutional-scale options sweeps and blocks, served as clean JSON.

FlowScan surfaces unusual options activity sourced from Benzinga's options-activity signal feed: large sweeps, blocks, and notable prints with the strike, expiry, premium, and bullish/bearish read already parsed for you. Instead of scraping a terminal or paying for an enterprise data plan, you get a small REST API that returns the latest flow, the biggest bets, per-ticker activity, and a daily sentiment summary. Data is refreshed on a rolling cadence and cached, so calls are fast and cheap.

Endpoints

Endpoint	What it returns
`GET /flow/latest`	The most recent unusual options prints (up to 50), newest first. Each item carries `id`, `timestamp`, `ticker`, `expiry`, `strike`, `type` (`CALL`/`PUT`), `sentiment` (`BULLISH`/`BEARISH`/`NEUTRAL`), `premium_usd`, `option_price`, `open_interest`, `volume`, `trade_type` (e.g. `SWEEP`/`BLOCK`/`TRADE`), `execution`, `aggressor_ind`, `underlying_price`, and `description`.
`GET /flow/big-bets`	The premium-threshold subset of the feed: `SWEEP` prints with `premium_usd` at or above the threshold (default `500000`). Same item shape as `/flow/latest`. Optional query param `min_premium` overrides the threshold, e.g. `?min_premium=1000000`.
`GET /flow/ticker/{ticker}`	All current flow prints for a single symbol, e.g. `/flow/ticker/AAPL`. Symbol is case-insensitive and must be 1–5 letters. Same item shape as `/flow/latest`.
`GET /flow/summary/daily`	An aggregate roll-up of the current feed: `total`, `bullish`, `bearish`, `neutral` counts, `bullish_ratio`, `bearish_ratio`, a `by_trade_type` breakdown, `top_tickers` (up to 10, by print count), and `total_premium_usd`.
`GET /flow/expiry/{date}`	All prints expiring on a given date in `YYYY-MM-DD` format, e.g. `/flow/expiry/2026-07-18`. Same item shape as `/flow/latest`.
`GET /health`	Liveness check — returns `{ "status": "ok", "ts": "..." }`.

Why this API

Parsed and structured, not raw. Every print arrives as typed JSON with the call/put side, sentiment, premium in USD, and trade type already extracted — no XML, no HTML scraping on your end.
Institutional flow, not retail noise. /flow/big-bets isolates large sweep orders (default $500K+ premium) so you can focus on size that moves markets, with a tunable min_premium threshold.
Built-in sentiment aggregation. /flow/summary/daily gives you bullish/bearish ratios, top tickers, and total premium in a single call, so you don't have to aggregate the raw feed yourself.
Fast and cached. Responses serve from cache and are refreshed on a rolling cadence, so endpoints stay snappy under load.
Simple, predictable REST. Five focused flow endpoints plus a health check, consistent item shape across all of them, and plain query params.

Typical use cases

Power an unusual-options-activity dashboard or alert bot that watches /flow/big-bets for large sweeps as they appear.
Pull /flow/ticker/{ticker} to show options flow context on a stock or watchlist page.
Feed /flow/summary/daily into a daily market-sentiment digest (bullish/bearish ratio, top tickers, total premium).
Track flow into a specific expiry with /flow/expiry/{date} ahead of earnings, OPEX, or known catalysts.
Backfill a quant/screener pipeline with structured sweep and block data without standing up your own scraper.

Good to know

Empty arrays are normal during quiet windows. /flow/big-bets is a premium-threshold subset of the live feed — when no recent trade crosses the "big" bar, it legitimately returns an empty array []. This is expected behavior, not an error.
Per-ticker results can be empty. /flow/ticker/{ticker} returns only the prints currently in the feed for that symbol. If there has been no recent flow for that ticker, you'll get an empty array with a 200 status.
Market-hours dependent. Unusual options activity is driven by live trading. Expect rich data during US market hours and a thinner, slower-changing feed overnight, on weekends, and on market holidays.
Freshness. Data is refreshed on a rolling cadence and served from cache, so a single print may take a few minutes to appear and the same set can be returned across closely-spaced calls. /flow/latest returns up to the 50 most recent prints.
Field availability varies by print. Numeric fields such as premium_usd, open_interest, volume, strike, and underlying_price reflect what the upstream feed provides for each record and may be null when not reported; iv_percent is not currently populated.
Source. Data originates from Benzinga's options-activity signal feed and is normalized into the JSON shape documented above.