Open Interest Diff API

Endpoint

GET /v1/exposure/oi-diff/{symbol}

Auth required (X-Api-Key) Rate Limited: Yes Growth plan+

Parameters

Name	In	Required	Default	Description
`symbol`	path	yes	-	Underlying symbol
`topN`	query	no	`10`	Clamped to [1, 100]

curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://lab.flashalpha.com/v1/exposure/oi-diff/SPY?topN=5"

import requests

resp = requests.get(
    "https://lab.flashalpha.com/v1/exposure/oi-diff/SPY",
    headers={"X-Api-Key": "YOUR_API_KEY"},
    params={"topN": 5}
)
data = resp.json()
print(f"Net call OI change: {data['total_call_oi_change']:,}")

const resp = await fetch(
  "https://lab.flashalpha.com/v1/exposure/oi-diff/SPY?topN=5",
  { headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
const data = await resp.json();
console.log("Net call OI change: " + data.total_call_oi_change.toLocaleString());

API Key

Response

{
  "symbol": "SPY",
  "underlying_price": 597.50,
  "as_of": "2026-05-30T15:30:00Z",
  "prior_snapshot_available": true,
  "total_call_oi_change": 124000,
  "total_put_oi_change": -38000,
  "top_oi_changes": [
    { "strike": 600.0, "type": "C", "expiry": "2026-06-18", "today_oi": 35000, "prior_oi": 30000, "oi_change": 5000 }
  ]
}

Key Response Fields

Field	Description
`prior_snapshot_available`	`false` when no prior-day OI data has been written to the source table yet; `total_*_oi_change` are then `0` and `top_oi_changes` is empty.
`total_call_oi_change`	Sum of per-contract deltas across all call contracts that have a prior-day match.
`total_put_oi_change`	Same for puts.
`top_oi_changes[]`	Sorted by `\|oi_change\|` descending. Each row carries the contract's strike, type, expiry, today's OI, prior OI, and the signed delta.

Errors

Status	Description
`403`	Requires Growth plan or higher
`404`	Symbol not found or no data

About

The OI diff endpoint reports day-over-day open-interest changes per contract, filling the gap behind the top_oi_changes: [] placeholder in /v1/exposure/narrative. It computes today's OI minus the prior trading day's OI for each contract, returns the top-N rows by absolute magnitude, and reports call and put aggregate change totals.

Contracts present today with no prior-day entry are excluded from the top-N because no delta is computable. The prior-day OI lookup currently points at a stub source; once the ExposureStrikeSnapshots writer pipeline ships, prior_snapshot_available flips to true and deltas populate with no client change. For point-in-time historical OI diffs, use historical.flashalpha.com with two ?at= calls (today's date and the prior trading day).

Common Use Cases

Spot overnight positioning shifts - the per-contract OI delta shows where dealers added or unwound exposure since yesterday, the first read on a fresh build
Rank the biggest builds and unwinds - top_oi_changes surfaces the largest absolute OI moves so you can focus on the strikes that actually moved positioning
Gauge net call vs put flow - the aggregate change totals separate call-side from put-side OI growth to read directional bias in new positioning
Confirm GEX shifts have a cause - pair an OI build at a strike with that strike's gamma to tell a real wall forming from a same-day repricing artifact
Filter computable contracts only - rows with no prior-day entry are excluded, so the delta set is limited to contracts where a true day-over-day change exists
Run point-in-time historical diffs - until prior_snapshot_available flips true, use two ?at= calls on historical.flashalpha.com for exact two-date OI deltas

Complementary endpoints

Gamma Exposure (GEX) - turn the OI build into the resulting gamma walls and flip
Exposure Sheet - the full per-strike greek sheet the OI change feeds into
Flow OI simulator - the live, flow-aware OI estimate versus this settled diff