Historical sell-window API

Endpoint

Parameters

Request

curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://historical.flashalpha.com/v1/strategies/sell-window/SPY?at=2026-10-16T09:35:00"

import requests

resp = requests.get(
    "https://historical.flashalpha.com/v1/strategies/sell-window/SPY",
    params={"at": "2026-10-16T09:35:00"},
    headers={"X-Api-Key": "YOUR_API_KEY"}
)
resp.raise_for_status()
data = resp.json()
for w in data["windows"]:
    print(w["expiry"], w["action"], len(w.get("candidates", [])))

const resp = await fetch(
  "https://historical.flashalpha.com/v1/strategies/sell-window/SPY?at=2026-10-16T09:35:00",
  { headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
if (!resp.ok) throw new Error(`HTTP ${resp.status}`);
const data = await resp.json();
for (const w of data.windows) console.log(w.expiry, w.action, (w.candidates ?? []).length);

{
  "symbol": "SPY",
  "session": "2026-10-16",
  "spot": 772.255,
  "quoted_at": "2026-10-16T13:35:00Z",
  "legs_indicative": false,
  "windows": [
    {
      "expiry": "2026-10-16",
      "days_to_expiry": 0,
      "action": "sell",
      "candidates": [
        {
          "structure": "short_put",
          "exit": "expiry",
          "legs": [
            {
              "side": "sell",
              "quantity": 1,
              "type": "put",
              "strike": 769,
              "delta": -0.19,
              "bid": 0.39,
              "ask": 0.4
            }
          ],
          "mid_credit": 0.395
        },
        {
          "structure": "short_strangle",
          "exit": "expiry",
          "legs": [
            {
              "side": "sell",
              "quantity": 1,
              "type": "call",
              "strike": 774,
              "delta": 0.302,
              "bid": 0.63,
              "ask": 0.64
            },
            {
              "side": "sell",
              "quantity": 1,
              "type": "put",
              "strike": 770,
              "delta": -0.264,
              "bid": 0.58,
              "ask": 0.59
            }
          ],
          "mid_credit": 1.22
        }
      ]
    }
  ],
  "endpoint_version": "2026.09.30"
}

Real response for SPY at 09:35 ET on 2026-10-16, shortened to one window and two trades. Download the full response (JSON).

Response Fields

How windows are chosen

Each window trades the listed expiry closest to its target, counted in calendar days after the session.

When a window sells, the listing is the option chain's at the moment of the answer, as the backtests chose it at entry. Otherwise it is the previous close's listing.

Structures and exits

How strikes are picked

Strikes are picked from the chain with the contract rules from our backtests: only out-of-the-money contracts with a bid above zero, a bid/ask spread of at most 20% of the mid and open interest of at least 250. Among those, the contract whose delta is closest to the candidate's target and within 0.05 of it is used; ties go to the tighter spread, then the higher open interest. A candidate whose legs cannot all be found in the chain is left out.

Choosing at

• Entry-time strikes. Our backtests entered at 09:35 ET, so at=<session>T09:35:00 returns strikes picked at that time by the same contract rules.
• Date only. A date-only at means 16:00 ET that day.
• Sell or skip. The answer is set from the previous session's close by a rule that came out of more than 5 million backtests. From the live launch on, the action, expiry and candidate list match what the live endpoint answered at that time. For earlier dates they are rebuilt from the archive with the same rules.
• Strikes, deltas and quotes. They come from the archive chain at at.

Errors

What This Unlocks

• Replay a session - see what the live endpoint would have answered, with the strikes at 09:35 ET.
• Reproduce the backtest - take each sell window, enter the listed legs and follow the listed exit. Compare with ours.
• Check fills - compare mid_credit with the bid and ask on each leg for any past day.
• Audit your own entries - line up a trade you made against the window that was open that day.

Related Historical Endpoints

• sell-window (live) - the live version of this endpoint
• Historical VRP - volatility risk premium at any minute
• Historical 0DTE Exposure
• Historical API overview

Related reading

• sell-window: a blueprint for selling options - the windows and how to read the trades
• sell-window backtest - every recommended trade from 2018 to 2026