Unusual Whales
Unusual Whales helps users research markets through ChatGPT with options flow, option chains, equity fundamentals, insider and congressional trading, macro rates, watchlists, charts, and related market data.
- Integration type
- Plugin
- Verification status
- Not applicable
- Platform
- ChatGPT
- Primary Subcategory
- Stock & Investment Analysis Tools
- Secondary Subcategories
- None listed
- Brand
- Unusual Whales
- Access
- Account required
- First tracked
- 2026-07-21
- Tool count
- 117
- Geography
- US
The Primary Subcategory used for this profile’s headline score.
Other Subcategories where the Integration is visible.
ChatGPT Plugin Discoverability Score
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Competing in ChatGPT Stock & Investment Analysis Tools
View CategoryHow the Discoverability Score works
Organic discovery scoring for Unusual Whales on ChatGPT is not live yet. The score will use measured agent conversations when it launches.
Organic discovery scoring is pending. Your Plugin score will appear on this scale when measurement goes live.
FoundDiagnostic
Whether Claude found your Plugin in connector search. It must be Found before it can reach the picker, but the score counts picker appearances—not search results.
PickedMain score
How often your Plugin appeared in the picker, or Claude invoked it directly, across contested conversations. This percentage is the Discoverability Score; the headline number is rounded.
PositionedDiagnostic
What position your Plugin appeared in when it was shown in the picker. This shows prominence, but it does not affect the score.
117 tools agents can invoke
Displays a stock price chart with historical prices and options-implied price moves. Supports comparing two tickers.
get_stock_chart
Add a prediction market to a specific prediction watchlist by watchlist ID and asset ID. Use this when the user explicitly asks to save, follow, or watch a specific prediction market in a specific watchlist.
Add a prediction market user to a specific prediction watchlist by watchlist ID and wallet address. Use this when the user explicitly asks to save or track a specific prediction trader in a specific watchlist.
Use this tool whenever the user asks to create, build, generate, update, or customize a dashboard, panel, screen, workspace, portal, layout, or super flow. Use get_user_dashboards first. Omit the dashboard_tab argument only when the user explicitly asks to create or generate a new dashboard; omitting it creates the next available dashboard. A user always has Dashboard #1, and the /dashboard page URL is Dashboard #1 even though its URL has no tab segment. When the current page is /dashboard, and the user asks to add, remove, update, replace, or modify windows of the dashboard, assume the user wants to update Dashboard #1 and pass dashboard_tab "1". When the current page is /dashboard/5, assume the user wants to update Dashboard #5 and pass dashboard_tab "-5". Supplying dashboard_tab updates that dashboard. The complete windows array replaces its saved windows. Its saved layout is replaced by the provided layout, or by a newly generated automatic layout when layout is omitted. When adding, removing, or modifying windows, start with that dashboard's windows returned by get_user_dashboards, apply the requested changes, and pass the complete resulting windows array so unchanged windows are preserved. Array order determines each window's 1-based position. Preserve an existing layout by passing the layout returned by get_user_dashboards only when its window positions still match the complete windows array. After adding, removing, or reordering windows, update every affected layout position or omit layout to generate a valid replacement. When layout is omitted, the server creates a balanced layout automatically from each window's size role. Primary windows have twice the automatic layout weight of secondary windows. A provided layout takes precedence, so size does not change its explicit proportions. To control exact column widths or row heights, provide the same nested Mosaic layout structure used by the dashboard UI. Each split object requires direction ("row" for left/right columns or "column" for top/bottom rows), first, second, and splitPercentage from 20 through 80. splitPercentage is the percentage assigned to first; second receives the remainder. Leaf values reference the 1-based position of a window in the windows array as strings such as "1" or "2". Every window position must appear exactly once. Omit layout for a one-window dashboard. Example for a 65%-wide first column with windows 1 and 2 stacked, beside window 3: {"direction":"row","first":{"direction":"column","first":"1","second":"2","splitPercentage":50},"second":"3","splitPercentage":65}. By default, a new dashboard should be 4 windows unless the user explicitly asks for more or less. Each window type has a default primary or secondary size listed below. Use size to override that default when generating an automatic layout and the user's requested dashboard hierarchy calls for different emphasis. Prefer primary for the dashboard's central analysis, chart, or screener windows. Prefer secondary for supporting feeds, context, chat, alerts, and similar companion windows. Available window types: - flow-table (default size: primary): Options Flow Feed. Use for raw/live options tape, sweeps, blocks, premium, bid/ask side, and broad trade-by-trade flow. - flow-alerts-table (default size: primary): Flow Alerts Table. Use for curated unusual options alerts when the user wants alert-style signals instead of the full tape. - saved-flow-table (default size: secondary): My Flow. Use only when the user asks for their saved flow trades or personal My Flow view. - dark-flow-table (default size: primary): Dark Flow Table. Use for off-exchange/dark-pool equity prints, hidden liquidity, large blocks, and ATS activity. - lit-flow-table (default size: primary): Lit Flow Table. Use for exchange-visible equity prints and large lit-market trades. - hot-chains-table (default size: primary): Options Screener. Use for scanning unusual option contracts/chains by filters such as volume, OI, premium, DTE, or moneyness. - chain-oi-changes (default size: primary): Contract OI Changes. Use for scanning option contracts by changes in open interest, filter by OI change % or raw OI change, current/previous OI, volume-greater-than-OI streaks, premium, DTE, strike, and moneyness, across all tickers or a single ticker. - interval-flow (default size: primary): Contract Interval Flow. Use for interval/minute flow on a specific option contract or contract-filtered URL. - ticker-interval-flow (default size: primary): Ticker Interval Flow. Use for interval/minute options flow aggregated around one ticker rather than one contract. - multi-leg-flow (default size: primary): Multi-leg Flow. Use for live multi-leg options strategies such as spreads, condors, butterflies, calendars, diagonals, and other complex multi-leg trades. - live-chart (default size: primary): Live Chart. Use for price candles and charting for a ticker. - option-chains-table (default size: primary): Option Chains Table. Use for the full option chain of one ticker with expirations, strikes, calls, and puts. - net-flow (default size: primary): Net Flow. Use for ticker-level directional net premium or bullish/bearish flow over time. - strike-flow (default size: primary): Strike Flow. Use for distribution of options flow by strike for one ticker. - market-tide (default size: primary): Market Tide. Use for broad market options sentiment and premium tide across the market. - zero-dte-tide (default size: primary): Zero DTE Tide. Use for 0DTE/weekly options tide, split by equity, index, ETF, or all symbols. - net-expiry-chart (default size: primary): Net Premium by Expiry. Use when the user asks for Net Premium Charts by expiration date. - net-strike-chart (default size: primary): Net Premium by Strike. Use when the user asks for Net Premium Charts by strike. - delta-vega-flow (default size: primary): Delta & Vega Flow. Use for ticker-level options greek flow exposure through delta and vega. - nope-chart (default size: primary): NOPE Chart. Use for net options pricing effect / dealer pressure style context for a ticker. - hist-vol (default size: primary): Options Volume. Use for historical options volume/activity on one ticker. - options-off-lit-volume (default size: primary): Options & Off Lit Volume. Use to compare options activity with off-lit/dark-pool equity volume for one ticker. - chain-minute-bid-ask-volume (default size: primary): Contract Chart View. Use for bid/ask volume over time on a specific option contract. - volatility (default size: primary): Volatility Analysis. Use for IV rank, term structure, smile, risk reversal, realized volatility, surface, open interest, and other volatility analytics. - stock-screener (default size: primary): Stock Screener. Use for equity screening, not options contract screening. - greeks (default size: primary): GEX/DEX/Vanna/Charm. Use for ticker greek exposure, spot greek views, gamma, delta, charm, or vanna charts/tables. - earnings-table (default size: secondary): Today's Earnings. Use for the current earnings schedule/table. - top-net-view (default size: primary): Top Net View. Use for ranked net premium or top directional flow leaders. - news-feed (default size: secondary): News Feed. Use for market headlines/news, optionally filtered by URL query params. - alert-feed (default size: secondary): Custom Alert Feed. Use only when the user asks for their personal custom alerts. - chat (default size: secondary): Community Chat. Use only when the user asks for the community chat view. - shared-chains (default size: secondary): Shared Chains. Use only when the user asks for community/shared option chains. - periscope-market-exposures-tick (default size: primary): SPX Market Maker Exposures. Use for SPX market maker exposure charts. - periscope-open-contracts (default size: primary): SPX Market Maker Positions. Use for SPX market maker/open contract positioning. - periscope-market-maker-exposures (default size: primary): SPX Market Maker Exposures Extended. Use for extended SPX market maker exposure analytics. - periscope-market-exposures-table (default size: primary): SPX Market Exposures Table. Use for tabular SPX market exposure data. - undertow (default size: primary): SPX Delta Flow. Use for SPX delta flow / Undertow context. full_url guidance: - For filterable page URL windows, you MUST inspect and use the matching data tool before choosing query params. Do not invent, rename, or alias query params from memory. - Use only query param names exposed by the matching data tool schema and page-link guidance. If a desired filter is not exposed by that tool, omit it from full_url instead of guessing. - When the matching data tool returns or instructs a clickable page URL, copy that URL's query params exactly into full_url. Preserve bracket-array params like issue_types[]=Common%20Stock. - flow-table uses https://unusualwhales.com/flow or https://unusualwhales.com/live-options-flow. Use get_option_trades first, then use its canonical query params. - multi-leg-flow uses https://unusualwhales.com/multi-leg-flow. Use get_multi_trades first, then use its canonical query params. - flow-alerts-table uses https://unusualwhales.com/option-flow-alerts. Use get_flow_alerts first, then use its canonical query params. - dark-flow-table uses https://unusualwhales.com/large-trades?tab=dark-pool. Use get_dark_pool_trades first, then use its canonical filter query params plus the required tab=dark-pool route param. - lit-flow-table uses https://unusualwhales.com/large-trades?tab=whale. Use get_ticker_lit_flow first, then use its canonical filter query params plus the required tab=whale route param. - hot-chains-table uses https://unusualwhales.com/options-screener. Use get_options_screener first, then use its canonical query params. - chain-oi-changes uses https://unusualwhales.com/flow/chain_oi_changes. Use get_open_interest_changes first, then use its canonical query params. - stock-screener uses https://unusualwhales.com/stock-screener. Use get_stock_screener first, then use its canonical query params. - interval-flow uses https://unusualwhales.com/interval-flow. Use get_contract_interval_flow first, then use its canonical query params. - ticker-interval-flow uses https://unusualwhales.com/ticker-interval-flow. Use get_ticker_interval_flow first, then use its canonical query params. - For news-feed, pass a valid https://unusualwhales.com/news-feed URL, optionally with query filters. - For ticker windows such as live-chart, option-chains-table, net-flow, strike-flow, delta-vega-flow, nope-chart, hist-vol, and options-off-lit-volume, pass the ticker string. - For Net Premium Charts, do not pass net-premium-charts. Choose net-expiry-chart for net premium grouped by expiration, or net-strike-chart for net premium grouped by strike. Pass {"ticker":"SPY"} or a ticker string. - For zero-dte-tide, pass {"tide_type":{"value":"equity_only","label":"Equity Only"}}, {"tide_type":{"value":"index_only","label":"Index Only"}}, {"tide_type":{"value":"etf_only","label":"ETF Only"}}, {"tide_type":{"value":"all","label":"All"}}, or just one of those tide_type values. - For volatility, pass {"ticker":"SPY","volatility_type":{"value":"iv-rank","label":"IV Rank"}}. Valid volatility_type values include iv-rank, interpolated-iv, iv-term-structure, volatility-smile, risk-reversal-skew, historical-risk-reversal-skew, realized-volatility, volatility-of-volatility, variance-risk-premium, volatility-regime, ivix-values, crash-probability, volatility-kurtosis, volatility-skewness, volatility-iv-percentile, volatility-forward-variance, volatility-ivix-component, volatility-vov-expiry, volatility-surface, open-interest-volatility, open-interest. - For greeks, pass {"main_type":"spot|gamma|delta|charm|vanna","sub_type":{"value":"...","label":"..."},"filters":{"ticker":"SPY",...}}. Spot sub_type values are exposure, intraday, exposure_strike_dte, and details. Gamma and delta sub_type values are chart or table and usually need filters.exposure_type. Charm and vanna sub_type values are net_exposure or exposure. - For chain-minute-bid-ask-volume, prefer an object with ticker and contract, such as {"ticker":"SPY","contract":"SPY260116C00500000"}. If only ticker is known, the user may still need to pick a contract in the UI. - For market-tide, top-net-view, earnings-table, alert-feed, chat, and shared-chains, full_url can be omitted because the window has a fixed/default view. - For Periscope window types and undertow, full_url can be omitted; it will default to the matching {value,label} object. These windows are SPX-focused. When returning the dashboard, use the returned dashboard_url exactly as the clickable deep link. When returning a page link, briefly summarize the active filters/configs and then provide a clickable link in this format: [Open Dashboard](<dashboard_url>)
Create a new option watchlist with a name and option contracts (chains).
Create a generated 5-year portfolio backtest for a list of weighted stock assets. Use this when a user wants portfolio construction ideas, stock allocation advice, or a visual comparison of portfolio performance. Returns a portfolio_chart tag like [Portfolio](backtest_id://THE_BACKTEST_ID) and accepted_tickers showing which tickers were used. Do not use this for strategy backtests with specific technical analysis entry or exit signals; use technical analysis tools like get_ticker_indicator_events or get_ticker_indicator_series for those requests.
Create a new prediction watchlist for the logged-in user. Use this when the user explicitly asks to create a prediction market watchlist. This tool maps directly to the `/predictions/watchlists` page. When returning prediction watchlists, use the `id` field from each response row to provide clickable deep links to `/predictions/watchlists?id=<watchlistId>`. When returning a page link, briefly summarize the active filters/configs and then provide a clickable link in this format: [Open Watchlist](https://unusualwhales.com/predictions/watchlists?id=<watchlistId>)
Create a new stock watchlist with a name and tickers.
Delete an existing saved dashboard for the calling user. Use get_user_dashboards first, then pass the exact dashboard_tab returned for the dashboard the user wants to delete. This removes the dashboard from the user's dashboard list and clears that tab's saved windows/layout so the slot can be reused. The primary dashboard cannot be deleted.
Market-wide heat-map of optionable tickers grouped by sector for a single market-open date. Every ticker row always includes its sector, ticker, and close, plus the size_by metric (tile size) and color_by metric (tile color). Use this for sector heat-map / market map views and broad cross-sector breakdowns of a chosen metric. It's always good to use the order and direction params. Do not use this for single-ticker intraday candles, tape-level prints, or per-contract option-chain detail; use the stock screener for ranked candidate lists without sector grouping. Applies the same screening filters as the stock screener. Only tickers with combined call+put volume above 1000 (and non-zero call and put volume) are included. The result includes a `chart_link` field, an interactive market-map chart tag of the form [label](chart://market-maps?...). Always include that exact chart_link tag verbatim on its own line (unless there are no results) in your final message so the user can open the chart; you may set the label to a short description of the view (for example "Most Active Post-Earnings Stocks"). Make sure to explain the pareters used to make the market map and which axis/size were chosen and why
Get the latest analyst ratings with price targets. Use this to filter analyst activity by ticker, rating action, or recommendation. Returns the same analyst rating data as the Public API analyst screener, including ticker, analyst, firm, recommendation, action, target, timestamp, and sector.
Get the at-the-money call and put option contracts nearest the underlying price for each requested expiration. Use this for concise ATM comparisons across one or more specific expirations. Do not use this when the user needs a broad strike range or the full chain for an expiration. Open-interest interpretation: - Open Interest Changes need confirmation from the next morning's updated open-interest data. - Do not assume option volume equals open interest or new positioning. Volume can suggest possible activity, but it can include opening, closing, spread, roll, hedge, or same-day trades that do not become new OI. - When OI confirmation is unavailable, describe volume-over-OI or high-volume activity as unconfirmed until the next OI update.
enables precise screening and sorting of balance sheet data, covering critical indicators of liquidity, solvency, and capital structure. It provides deep visibility into asset composition—from cash and inventory to goodwill and PPE—alongside a detailed breakdown of current and long-term liabilities. By organizing these core accounting fields, the tool allows for the rapid assessment of shareholder equity, debt obligations, and overall financial stability across specific fiscal periods Supports filtering by `min_<field>` / `max_<field>` on any numeric or date field and by `tickers` for a specific symbol list. Combine multiple criteria in a single call instead of issuing repeated ranked calls.
Get detailed balance sheet data for a ticker, including total assets/liabilities, current/non-current breakdowns, cash & equivalents, inventory, receivables, PP&E, intangibles, goodwill, debt structure (short-term, long-term, lease obligations), shareholder equity, retained earnings, treasury stock, and shares outstanding. Use this for balance sheet analysis, debt structure review, and asset composition.
screening and sorting of cash flow data by categorizing activities into operating, investing, and financing streams. It provides visibility into critical capital movements, including capital expenditures, dividend payouts, debt issuances, and stock-based compensation, to track how a company generates and spends its cash. By organizing these detailed line items across fiscal periods, the tool facilitates a clear assessment of a firm's liquidity, reinvestment strategies, and overall cash position Supports filtering by `min_<field>` / `max_<field>` on any numeric or date field and by `tickers` for a specific symbol list. Combine multiple criteria in a single call instead of issuing repeated ranked calls.
Get detailed cash flow statement data for a ticker, including operating/investing/financing cashflows, capital expenditures, stock buyback payments, dividend payouts, stock-based compensation, debt issuance/repayment, depreciation, and changes in working capital. Use this for free cash flow analysis, capital allocation review, and cash generation assessment.
Get central banks with their latest policy rate and historical rate series.
Get option chains for a ticker at a specific expiry date. Returns chain rows plus current underlying price data for the given expiry date. Use this when looking at a specific expiry date and want to see the chains for that expiry. Do not use this for upcoming earnings dates/calendars or analyst-rating actions. Open-interest interpretation: - Open Interest Changes need confirmation from the next morning's updated open-interest data. - Do not assume option volume equals open interest or new positioning. Volume can suggest possible activity, but it can include opening, closing, spread, roll, hedge, or same-day trades that do not become new OI. - When OI confirmation is unavailable, describe volume-over-OI or high-volume activity as unconfirmed until the next OI update.
Get company profile and metadata for a ticker.
Get the latest trades made by members of Congress. Filter by ticker or return trades transacted on or before a given date.
Get stock correlation pairs based on historical price movement to find similarly performing or inversely moving stocks. Use this when the user wants statistically similar or opposite movers, hedging candidates, or pair-trade idea generation from one or more seed tickers. Do not use this for real-time price action, intraday chart analysis, fundamentals, options flow, or catalyst/event lookups. When to use examples: "What names are most correlated with NVDA?", "Show me inversely correlated stocks to XLE", "Find pair-trade candidates for AAPL and MSFT." When not to use examples: "What is AAPL doing right now?", "Show me TSLA options sweeps", "What are this week's earnings catalysts for semis?"
Get OHLC candle data for a crypto pair. Use this for crypto price action, historical candles, intraday crypto bars, and OHLCV analysis on pairs like BTC-USD or ETH-USD. Returns pair, open, high, low, close, volume, start_time, and timestamp.
Get the latest state for a crypto pair, including 24-hour OHLCV data. Use this for current crypto pair snapshots, latest 24h open/high/low/close/volume, or quick pair state checks for pairs like BTC-USD or ETH-USD. Returns pair, date, open_24h, high_24h, low_24h, close_24h, volume_24h, and timestamp.
Get the supported `config` properties for one custom alert `noti_type`. Call this before `save_custom_alert` when creating or editing a custom alert. The response contains only the filter properties for the requested `noti_type`. For a named stock watchlist call `get_users_stock_watchlists`. Preserve its returned `id`. The accepted `watchlist` and `watchlists` input aliases may not appear in the returned properties. If `symbols` advertises `list` then submit an array of ticker symbols. Never submit the literal string `list`.
Get the custom-alert Query language grammar. Call without a target for an overview of available targets, syntax, operators, functions, scopes, and examples. Call with a target for its complete field reference before using `input` with `save_custom_alert`.
Get the calling user's saved custom alert configurations. Use this when the user asks to view, list, manage, edit, pause, resume, or inspect their existing custom alerts.
Screen and rank off-exchange (dark pool/TRF) stock prints by size, premium, market-cap, and session context. Use this for dark-pool block-flow discovery and filtering, not listed-options contract activity. Supports session scoping (`market_times`) and relative-size filters versus daily/30-day volume. This tool maps directly to the `/large-trades?tab=dark-pool` page. If current page info says the user is on `/large-trades` with `tab=dark-pool`, treat that page's query params as the current dark pool filter state unless the user explicitly asks for a separate new filter. Apply the user's requested changes to the current dark pool filters, then call this tool with only valid filter args. When a user wants to build, edit, open, or share a dark pool flow filter, use these argument names as the canonical filter keys and offer a clickable deep link to `/large-trades` with `tab=dark-pool` plus matching query params. `tab=dark-pool` is required route state for the page link, not a data-tool filter argument. When the user asks to explain, summarize, or analyze the current page or the data displayed on it, use the current page URL to identify the matching tool and call it before answering. Reconstruct the displayed query using only URL parameters that are valid arguments in this tool's schema. Ignore authentication tokens, saved-view names, navigation state, and other non-tool parameters. Treat tool results as the source of truth for market data. Use page or image context only to explain visual presentation that the tool results do not represent. Keep the tool-call args and the page-link query params aligned as closely as possible. Never invent filter keys that are not part of this tool schema. Omit nil, blank, false-by-omission, or unspecified params from the page link. Serialize booleans in page links as lowercase `true` or `false`. Serialize arrays in page links as repeated bracket params, for example `market_times[]=pre_market&market_times[]=market_hours`, while still passing arrays to the tool itself. When returning a page link, briefly summarize the active filters/configs and then provide a clickable link in this format: [Open in Dark Pool Flow](https://unusualwhales.com/large-trades?tab=dark-pool&...query params...)
Get per-price-level volume concentration for a single ticker on the latest market session, including stock dark-pool/regular volume and options call/put volume at each price. Use this for price-level concentration and support/resistance context on one symbol, not for scanning many tickers or listing individual dark-pool prints.
Get earnings history for a ticker with reported EPS, estimated EPS, surprise amount, surprise percentage, report date, and report timing (pre/post market). Use this for earnings surprise analysis, EPS trends, and beat/miss history.
Get earnings call transcript text for a company ticker. Use this when the user asks for transcript content, management commentary, prepared remarks, or Q&A excerpts. Provide both quarter and year to target a specific period; if either is missing, returns the most recent transcript. Do not use this for upcoming earnings dates/calendars or analyst-rating actions.
screen and sort corporate earnings performance by tracking reported versus estimated earnings per share (EPS). It allows for rapid analysis of earnings surprises—both in absolute value and percentage—while organizing data by report dates and timing. By focusing on these core performance metrics, the tool helps identify significant market-moving events and historical trends in analyst accuracy. `order_by` and `order_direction` are optional. If `order_by` is omitted, no explicit user-requested sort is applied. If `order_by` is provided without `order_direction`, the downstream defaults to descending order. Supports filtering by `min_<field>` / `max_<field>` on any numeric or date field and by `tickers` for a specific symbol list. Combine multiple criteria in a single call instead of issuing repeated ranked calls.
Get a technical indicator time series for any ticker, including international stocks, OTC, and others that may lack intraday candle data. Use this as a fallback when get_ticker_indicator_series returns empty data, or for daily/weekly indicators with long history (20+ years). Supports an extended technical indicator function set covering 50+ indicators.
Get available alert rule definitions.
Screen for options flow alert hits generated by predefined unusual-activity rules. Covers repeated-hits/fill-pattern clusters, floor trades by market-cap bucket, sweeps-followed-by-floor, volume-over-OI, low-historic-volume floor, and OTM earnings floor. Best for rule-triggered event discovery and filtering, not for full raw tape reconstruction or every individual print. Open-interest interpretation: - Open Interest Changes need confirmation from the next morning's updated open-interest data. - Do not assume option volume equals open interest or new positioning. Volume can suggest possible activity, but it can include opening, closing, spread, roll, hedge, or same-day trades that do not become new OI. - When OI confirmation is unavailable, describe volume-over-OI or high-volume activity as unconfirmed until the next OI update. This tool maps directly to the `/option-flow-alerts` page. If current page info says the user is on `/option-flow-alerts`, treat that page's query params as the current flow alerts filter state unless the user explicitly asks for a separate new filter. Apply the user's requested changes to the current flow alerts filters, then call this tool with only valid filter args. When a user wants to build, edit, open, or share an option flow alerts filter, use these argument names as the canonical filter keys and offer a clickable deep link to `/option-flow-alerts` with matching query params. When the user asks to explain, summarize, or analyze the current page or the data displayed on it, use the current page URL to identify the matching tool and call it before answering. Reconstruct the displayed query using only URL parameters that are valid arguments in this tool's schema. Ignore authentication tokens, saved-view names, navigation state, and other non-tool parameters. Treat tool results as the source of truth for market data. Use page or image context only to explain visual presentation that the tool results do not represent. Keep the tool-call args and the page-link query params aligned as closely as possible. Never invent filter keys that are not part of this tool schema. Omit nil, blank, false-by-omission, or unspecified params from the page link. Serialize booleans in page links as lowercase `true` or `false`. Serialize arrays in page links as repeated bracket params, for example `rule_name[]=VolumeOverOi&issue_types[]=Common%20Stock`, while still passing arrays to the tool itself. When returning a page link, briefly summarize the active filters/configs and then provide a clickable link in this format: [Open in Option Flow Alerts](https://unusualwhales.com/option-flow-alerts?...query params...)
Get aggregated option flow for a ticker grouped by expiration date for the last trading day. Returns call/put premium, ask-side and bid-side premium, volume, OTM volume/premium, and trade counts per expiry. Use this for expiry-level flow concentration and directional premium comparisons, not for individual trade tape prints.
Get aggregated option flow for a ticker grouped by strike for a trading day. Returns call/put premium, ask-side and bid-side premium, volume, trade counts, timestamp, and ticker per strike. Use this for strike-level flow concentration and directional premium comparisons, not for individual trade tape prints.
Get a flow watchlist by ID.
Get filing-based fundamentals for a ticker, including earnings, revenue, cash flow, dividends, EPS, balance sheet trends, and revenue breakdowns by product or geography. Use this for company financial statement analysis and medium/long-term fundamental context. Do not use this for real-time price action, intraday options flow, or event-calendar style upcoming catalysts.
Get a ticker's Greek exposure grouped by option expiry for a market date, including call and put gamma, delta, charm, vanna, and DTE values. Use this for current or historical ticker-level gamma exposure (GEX) broken down by expiration date.
Get a ticker's Greek exposure grouped by strike price for a market date, including call and put gamma, delta, charm, and vanna values. Use this for current or historical ticker-level gamma exposure (GEX) broken down by option strike.
Get a ticker's Greek exposure grouped by strike price for a specific option expiry and market date, including call and put gamma, delta, charm, vanna, and DTE values. Use this for current or historical ticker-level gamma exposure (GEX) by strike within one expiration date.
Get a ticker's historical daily Greek exposure, including call and put gamma, delta, charm, and vanna values. Use this for ticker-level gamma exposure (GEX) or dealer Greek exposure over a date range.
Get a flow group's minute-by-minute greek flow for a market day, including delta flow, vega flow, call/put premium, volume, and transaction counts. Use this for intraday delta and vega flow trends across thematic or sector flow groups such as airline, bank, semi, mag7, technology, energy, or financial services.
Get a flow group's minute-by-minute greek flow for a specific option expiry and market day, including delta flow, vega flow, call/put premium, volume, and transaction counts. Use this for intraday delta and vega flow trends by expiry across thematic or sector flow groups such as airline, bank, semi, mag7, technology, energy, or financial services.
Get a ticker's minute-by-minute Greek flow for a market day, including total and directional delta and vega flow, OTM flow, volume, and transaction counts. Use this for intraday delta and vega flow trends for a specific ticker such as SPY, AAPL, TSLA, or NVDA.
Get daily historical time-series for a single option contract, including volume, open interest, OI deltas, OHLC price fields, and IV. Use for contract-specific trend and delta questions (for example, largest OI increase over the last N days). Open-interest interpretation: - Open Interest Changes need confirmation from the next morning's updated open-interest data. - Do not assume option volume equals open interest or new positioning. Volume can suggest possible activity, but it can include opening, closing, spread, roll, hedge, or same-day trades that do not become new OI. - When OI confirmation is unavailable, describe volume-over-OI or high-volume activity as unconfirmed until the next OI update.
Get the implied volatility term structure for a ticker on a market date. Returns each option expiration's volatility, implied move, implied move percentage, and days to expiration. Use this to compare near-term and longer-dated implied volatility or identify contango and backwardation in a ticker's option volatility curve.
provides granular filtering and sorting capabilities for corporate earnings data across key financial metrics, including revenue, operating expenses, and profitability indicators like EBIT and EBITDA. It enables users to analyze specific fiscal periods by comparing net income, debt expenses, and R&D investments to evaluate a company's financial health and operational efficiency, and to identify of trends in both top-line growth and bottom-line performance. Supports filtering by `min_<field>` / `max_<field>` on any numeric or date field and by `tickers` for a specific symbol list. Combine multiple criteria in a single call instead of issuing repeated ranked calls.
Get detailed income statement data for a ticker, including revenue, cost of revenue, gross profit, operating income, EBIT, EBITDA, net income, R&D expenses, SG&A, depreciation & amortization, interest income/expense, tax expense, and comprehensive income. Use this for deep income statement analysis beyond what get_fundamental_breakdown provides.
Get all known SEC insiders associated with a ticker, including insider CIK, name, slug, person flag, and logo URL when available. Returns the same data as the public API /api/insider/{ticker} endpoint.
How do I improve a ChatGPT Plugin's discoverability?
The levers are the listing surface agents actually read: names, descriptions, keywords, tool metadata, and registry health. Which lever matters depends on where discovery breaks, which is what continuous measurement shows.
What are Unusual Whales alternatives on ChatGPT?
As of 2026-08-14, Unusual Whales competes with AbS, AlphaStocks, Brief Slides, Cars.co.za, DeckCraft Slides, Equity Release Calculator, Fahali, Fintables, Kova, Longbridge, Modrek, Morningstar, Next Stock - Market Insights, PFT Edgebook - Trading Journal, Rallies, StockLens, Stocktwits, Superfunds, The Fly Market Intelligence, TipRanks, TradingCursor, 엔카 내차팔기 in ChatGPT Stock & Investment Analysis Tools, ranked by public Discoverability Score.
Where is this profile measured?
This profile uses the geography attached to the latest public registry snapshot: US. Locale tags are intentionally omitted.