Market Share

Overview

Market Share returns one entry per exchange, summarizing options activity in three buckets: equity calls, equity puts, and index. For each bucket the response carries premium, trade count, and contract volume. Exchanges with no matching trades are omitted.

curl -X POST https://api.quantdata.us/v1/options/tool/market-share \
  -H "Authorization: Bearer <YOUR_API_KEY>" \
  -H "Content-Type: application/json" \
  -d '{}'

Selecting the time window

Market Share accepts sessionDate, timeRange, or neither. The two are mutually exclusive; if both are omitted, the most recent trading session is used.

Narrowed to two tickers

{
  "sessionDate": "2026-05-13",
  "filter": { "tickers": ["AAPL", "NVDA"] }
}

Response shape

data is a map keyed by exchange. Each entry has the same nine fields, splitting activity into equity-call, equity-put, and index buckets.

{
  "data": {
    "CBOE": {
      "equityCallPremium": 18420330.50,
      "equityCallTradeCount": 28472,
      "equityCallVolume": 61208,
      "equityPutPremium": 10283745.25,
      "equityPutTradeCount": 15319,
      "equityPutVolume": 31441,
      "indexPremium": 8421100.40,
      "indexTradeCount": 8210,
      "indexVolume": 18402
    },
    "AMEX": {
      "equityCallPremium": 4821330.50,
      "equityCallTradeCount": 7472,
      "equityCallVolume": 16208,
      "equityPutPremium": 2283745.25,
      "equityPutTradeCount": 4319,
      "equityPutVolume": 9441,
      "indexPremium": 0,
      "indexTradeCount": 0,
      "indexVolume": 0
    }
  }
}

Per-exchange fields (each bucket has three: premium, trade count, volume):

• equityCallPremium, equityCallTradeCount, equityCallVolume: equity call totals.
• equityPutPremium, equityPutTradeCount, equityPutVolume: equity put totals.
• indexPremium, indexTradeCount, indexVolume: index option totals.

Filters

Convenience filter fields cover the full options trade inventory: tickers, sectors, industries, contractTypes, moneyTypes, strikePrices, strikePriceRange, expirationDates, expirationDateRange, tradeSideCodes, tradeTypes, sentimentTypes, exchanges, premiumRange, volumeRange, and more. All are optional. The filterExpression DSL is also accepted and can be combined with filter; both are evaluated as AND.

See Field Reference for the type and allowed values of every filterable field, and Filter Expression for the full DSL grammar.

Where to go next