Live Data API
Access live data for the Data API, calculated in real-time with less than 10 seconds of market delay.
- Name
https://api.orats.io/datav2/live
- Description
Access to the Live Data API is only available to clients with an active Tradier brokerage account. To connect your Tradier brokerage account to ORATS, go to the broker connect page inside the dashboard.
Strikes
Retrieves live strikes data.
Required attributes
- Name
ticker
- Type
- string
- Description
The ticker to retrieve. Ex: AAPL
Request
curl "https://api.orats.io/datav2/live/strikes?token=my-token&ticker=AAPL"
Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2023-11-03",
"expirDate": "2023-11-17",
"dte": 15,
"strike": 142,
"stockPrice": 176.78,
"callVolume": 0,
"callOpenInterest": 1,
"callBidSize": 12,
"callAskSize": 17,
"putVolume": 0,
"putOpenInterest": 11,
"putBidSize": 134,
"putAskSize": 27,
"callBidPrice": 34.65,
"callValue": 34.847005,
"callAskPrice": 35.2,
"putBidPrice": 0.06,
"putValue": 0.064241,
"putAskPrice": 0.07,
"callBidIv": 0,
"callMidIv": 0.669167,
"callAskIv": 0.669167,
"smvVol": 0.427,
"putBidIv": 0.467989,
"putMidIv": 0.474548,
"putAskIv": 0.481108,
"residualRate": -0.000407409278413811,
"delta": 0.9977013824960196,
"gamma": 0.00026128369956380463,
"theta": -0.006033209901090589,
"vega": 0.0011255723343416414,
"rho": 0.054453503683180964,
"phi": -0.06780357744864979,
"driftlessTheta": -0.0015153161530037957,
"callSmvVol": 0.373175,
"putSmvVol": 0.429939,
"extSmvVol": 0.348752,
"extCallValue": 34.84518,
"extPutValue": 0.001449,
"spotPrice": 176.78,
"quoteDate": "2023-11-03T19:59:44Z",
"updatedAt": "2023-11-03T19:59:57Z",
"snapShotEstTime": "1600",
"snapShotDate": "2023-11-03T20:00:00Z",
"expiryTod": "pm"
},
...
]
}
Strikes by Expiry
Retrieves live strikes data by expiration dates.
Required attributes
- Name
ticker
- Type
- string
- Description
The ticker to retrieve. Ex: AAPL
- Name
expiry
- Type
- string
- Description
Comma delimited expiration dates. Ex: 2023-11-10,2023-11-17
Request
curl -L "https://api.orats.io/datav2/live/strikes/monthly?token=my-token&ticker=AAPL&expiry=2023-11-10,2023-11-17"
Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2023-11-03",
"expirDate": "2023-11-10",
"dte": 8,
"strike": 135,
"stockPrice": 176.78,
"callVolume": 0,
"callOpenInterest": 270,
"callBidSize": 10,
"callAskSize": 18,
"putVolume": 686,
"putOpenInterest": 326,
"putBidSize": 84,
"putAskSize": 195,
"callBidPrice": 41.65,
"callValue": 41.78,
"callAskPrice": 42.2,
"putBidPrice": 0.02,
"putValue": 0.01,
"putAskPrice": 0.03,
"callBidIv": 0,
"callMidIv": 1.1551967096013305,
"callAskIv": 1.1551967096013305,
"smvVol": 2.912,
"putBidIv": 0,
"putMidIv": 0.6867602203706308,
"putAskIv": 0.6867602203706308,
"residualRate": 0,
"delta": 0.9999999999999902,
"gamma": -5.424555380588343e-16,
"theta": 0,
"vega": 0.000019999997526814374,
"rho": 0,
"phi": 0,
"driftlessTheta": 0,
"callSmvVol": 1.684224682433136,
"putSmvVol": 2.9702257373060243,
"extSmvVol": 0.3487517502877988,
"extCallValue": 41.80084830601278,
"extPutValue": 6.938238481033761e-9,
"spotPrice": 176.78,
"quoteDate": "2023-11-03T19:59:44Z",
"updatedAt": "2023-11-03T20:00:29Z",
"expiryTod": "pm"
},
...
]
}
Strikes by Options
Retrieves live strikes data by list of single options.
Required attributes
- Name
tickers
- Type
- string
- Description
Comma delimited OCC option symbols or underlying.
The OCC option symbol consists of four parts:
- Root symbol of the underlying stock or ETF, padded with spaces to 6 characters
- Expiration date, 6 digits in the format YYMMDD
- Option type, either P or C, for put or call
- Strike price, as the price x 1000, front padded with 0s to 8 digits
Request
curl -L "https://api.orats.io/datav2/live/strikes/options?token=my-token&tickers=AAPL230915C00175000,SPXW230317C04000000,VIXW230222P00020000,MSFT,IBM,AMZN"
Response
{
"data": [
{
"ticker": "VIX",
"optionSymbol": "VIXW230222P00020000",
"tradeDate": "2023-02-03",
"expirDate": "2023-02-22",
"dte": 20,
"strike": 20,
"optionType": "Put",
"stockPrice": 20.939351930930865,
"volume": 0,
"openInterest": 609,
"bidSize": 57,
"askSize": 384,
"bidPrice": 0.87,
"optValue": 0.9561060458605364,
"askPrice": 1.05,
"bidIv": 0.7186810564051117,
"midIv": 0.770273439101075,
"askIv": 0.8218658217970384,
"smvVol": 0.767,
"residualRate": 0.0006429682602533522,
"delta": 0.6445440317377228,
"gamma": 0.10697872745802872,
"theta": -0.03807004163269267,
"vega": 0.017458321670381048,
"rho": 0.005658583000284636,
"phi": -0.0065899756567512095,
"driftlessTheta": -0.03664097826777429,
"optSmvVol": 0.7680412349659224,
"extSmvVol": 0.8053869894000583,
"extOptValue": 1.0212646998232824,
"spotPrice": 20.01,
"quoteDate": "2023-02-03T20:45:35Z",
"updatedAt": "2023-02-03T20:45:47Z",
"expiryTod": "am"
},
{
"ticker": "SPX",
"optionSymbol": "SPXW230317C04000000",
"tradeDate": "2023-02-03",
"expirDate": "2023-03-17",
"dte": 43,
"strike": 4000,
"optionType": "Call",
"stockPrice": 4123.9918580692365,
"volume": 36,
"openInterest": 2241,
"bidSize": 35,
"askSize": 35,
"bidPrice": 191.5,
"optValue": 192.9239738811763,
"askPrice": 194.3,
"bidIv": 0.18536612689061044,
"midIv": 0.18833419474509266,
"askIv": 0.19130226259957492,
"smvVol": 0.192,
"residualRate": -0.0035423139470171262,
"delta": 0.7306021896796264,
"gamma": 0.0012838355801659208,
"theta": -1.3983169341672217,
"vega": 4.4865603321040926,
"rho": 3.262093346854842,
"phi": -3.483629713514347,
"driftlessTheta": -1.0086338012279499,
"optSmvVol": 0.1883850205351402,
"extSmvVol": 0.20054964267640804,
"extOptValue": 198.7022112777489,
"spotPrice": 4136.78,
"quoteDate": "2023-02-03T20:45:35Z",
"updatedAt": "2023-02-03T20:45:44Z",
"expiryTod": "pm"
},
{
"ticker": "AAPL",
"optionSymbol": "AAPL230915C00175000",
"tradeDate": "2023-02-03",
"expirDate": "2023-09-15",
"dte": 225,
"strike": 175,
"optionType": "Call",
"stockPrice": 154.93,
"volume": 668,
"openInterest": 17491,
"bidSize": 286,
"askSize": 229,
"bidPrice": 6.4,
"optValue": 6.436764917057624,
"askPrice": 6.5,
"bidIv": 0.25166285377728825,
"midIv": 0.252810042825454,
"askIv": 0.25395723187361974,
"smvVol": 0.253,
"residualRate": -0.001958829998850505,
"delta": 0.3394409447941169,
"gamma": 0.012363029369889842,
"theta": -0.02945496191456257,
"vega": 0.44072210974017695,
"rho": 0.2863111037574353,
"phi": -0.3237916862381646,
"driftlessTheta": -0.024204274582774528,
"optSmvVol": 0.2525063799813928,
"extSmvVol": 0.22819338605196937,
"extOptValue": 5.362257906361914,
"spotPrice": 154.93,
"quoteDate": "2023-02-03T20:45:29Z",
"updatedAt": "2023-02-03T20:45:39Z",
"expiryTod": "pm"
},
{
"ticker": "MSFT",
"stockPrice": 257.7,
"bid": 257.7,
"ask": 257.71,
"bidSize": 1,
"askSize": 3,
"volume": 21520794,
"quoteDate": "2023-02-03T20:45:47Z",
"updatedAt": "2023-02-03T20:45:47Z"
},
{
"ticker": "IBM",
"stockPrice": 136.51,
"bid": 136.5,
"ask": 136.52,
"bidSize": 2,
"askSize": 2,
"volume": 2598769,
"quoteDate": "2023-02-03T20:45:39Z",
"updatedAt": "2023-02-03T20:45:39Z"
},
{
"ticker": "AMZN",
"stockPrice": 103.21,
"bid": 103.2,
"ask": 103.22,
"bidSize": 2,
"askSize": 5,
"volume": 122900739,
"quoteDate": "2023-02-03T20:45:50Z",
"updatedAt": "2023-02-03T20:45:50Z"
},
...
]
}
Expiration Dates
Retrieves expiration dates by ticker.
Required attributes
- Name
ticker
- Type
- string
- Description
The ticker to retrieve. Ex: AAPL
Optional attributes
- Name
include
- Type
- boolean
- Description
Include list of strikes. Ex: true
Request
curl -L "https://api.orats.io/datav2/live/expirations?token=my-token&ticker=AAPL"
Response
{
"data": [
"2023-11-03",
"2023-11-10",
"2023-11-17",
"2023-11-24",
"2023-12-01",
"2023-12-08",
"2023-12-15",
"2023-12-22",
"2024-01-19",
"2024-02-16",
"2024-03-15",
"2024-04-19",
"2024-06-21",
"2024-09-20",
"2024-12-20",
"2025-01-17",
"2025-06-20",
"2025-09-19",
"2025-12-19",
"2026-01-16"
]
}
Implied Monies
Retrieves live monthly implied monies data.
Required attributes
- Name
ticker
- Type
- string
- Description
The ticker to retrieve. Ex: AAPL
Request
curl -L "https://api.orats.io/datav2/live/monies/implied?token=my-token&ticker=AAPL"
Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2023-11-03",
"expirDate": "2024-02-16",
"stockPrice": 176.78,
"riskFreeRate": 0.055,
"yieldRate": 0.00937239,
"residualYieldRate": -0.00561693,
"residualRateSlp": 0.00013357,
"residualR2": 0.00223249,
"confidence": 0.99669992,
"mwVol": 0.0016801,
"vol100": 0.483677,
"vol95": 0.368369,
"vol90": 0.308611,
"vol85": 0.27481,
"vol80": 0.257756,
"vol75": 0.247662,
"vol70": 0.238129,
"vol65": 0.232529,
"vol60": 0.227381,
"vol55": 0.22083,
"vol50": 0.218055,
"vol45": 0.214342,
"vol40": 0.210068,
"vol35": 0.205636,
"vol30": 0.202678,
"vol25": 0.198088,
"vol20": 0.196793,
"vol15": 0.193404,
"vol10": 0.193064,
"vol5": 0.199524,
"vol0": 0.215942,
"typeFlag": 0,
"atmiv": 0.217688,
"slope": 4.5423932204,
"deriv": 0.082642719,
"fit": 0.0000049629,
"spotPrice": 176.78,
"calVol": 0.210445,
"unadjVol": 0.20578,
"earnEffect": 0.004664,
"quoteDate": "2023-11-03T19:59:44Z",
"updatedAt": "2023-11-03T20:00:29Z",
"expiryTod": "pm"
},
...
]
}
Forecast Monies
Retrieves live monthly forecast monies data.
Required attributes
- Name
ticker
- Type
- string
- Description
The ticker to retrieve. Ex: AAPL
Request
curl -L "https://api.orats.io/datav2/live/monies/forecast?token=my-token&ticker=AAPL"
Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2023-11-03",
"expirDate": "2024-02-16",
"stockPrice": 176.78,
"riskFreeRate": 0.055,
"vol100": 0.355919,
"vol95": 0.303374,
"vol90": 0.278266,
"vol85": 0.261389,
"vol80": 0.245387,
"vol75": 0.239014,
"vol70": 0.232989,
"vol65": 0.227312,
"vol60": 0.221982,
"vol55": 0.217001,
"vol50": 0.212368,
"vol45": 0.208082,
"vol40": 0.204144,
"vol35": 0.200555,
"vol30": 0.197313,
"vol25": 0.194419,
"vol20": 0.191872,
"vol15": 0.189674,
"vol10": 0.187824,
"vol5": 0.186321,
"vol0": 0.185167,
"quoteDate": "2023-11-03T19:59:44Z",
"updatedAt": "2023-11-03T20:00:29Z",
"expiryTod": "pm"
},
...
]
}
Summaries
Retrieves live SMV summary data.
Optional attributes
- Name
ticker
- Type
- string
- Description
The ticker to retrieve. Ex: AAPL
Request
curl -L "https://api.orats.io/datav2/live/summaries?token=your-token&ticker=AAPL"
Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2023-11-03",
"stockPrice": 176.78,
"annActDiv": 0.9825736506169328,
"annIdiv": 0.28751917149796424,
"borrow30": 0.0537541423792648,
"borrow2y": 0.04750996884236069,
"confidence": 0.7108721768212299,
"exErnIv10d": 0.19564425415164893,
"exErnIv20d": 0.1888961529014136,
"exErnIv30d": 0.18583424171238797,
"exErnIv60d": 0.19221929136796823,
"exErnIv90d": 0.20357027878182768,
"exErnIv6m": 0.21776256658774187,
"exErnIv1y": 0.22801264359254053,
"ieeEarnEffect": 1.8520083217217462,
"impliedMove": 0.028576968750561926,
"impliedNextDiv": 0.20050772080499293,
"iv10d": 0.19564425415164893,
"iv20d": 0.1888961529014136,
"iv30d": 0.18583424171238797,
"iv60d": 0.19221929136796823,
"iv90d": 0.20565758083221886,
"iv6m": 0.22110818368629934,
"iv1y": 0.2331770285006299,
"mwAdj30": 0.002342038868808884,
"mwAdj2y": 0.004672262907091414,
"nextDiv": 0.24,
"rDrv30": 0.0777457315869098,
"rDrv2y": 0.09662854611131641,
"rSlp30": 3.914655492320444,
"rSlp2y": 4.491138055437333,
"rVol30": 0.18311224597620657,
"rVol2y": 0.2481682128294297,
"rip": 1.8431936946624932,
"riskFree30": 0.055331365717306145,
"riskFree2y": 0.05257682541180498,
"skewing": -0.18824047984791026,
"contango": -0.01861092684407437,
"totalErrorConf": 0.0001284134210455538,
"dlt5Iv10d": 0.20669137416491334,
"dlt5Iv20d": 0.20258726035380836,
"dlt5Iv30d": 0.18962621304573485,
"dlt5Iv60d": 0.18034388806507004,
"dlt5Iv90d": 0.18928519167952185,
"dlt5Iv6m": 0.19693388653142566,
"dlt5Iv1y": 0.20653151614264825,
"exErnDlt5Iv10d": 0.20669137416491334,
"exErnDlt5Iv20d": 0.20258726035380836,
"exErnDlt5Iv30d": 0.18962621304573485,
"exErnDlt5Iv60d": 0.18034388806507004,
"exErnDlt5Iv90d": 0.18719788962913067,
"exErnDlt5Iv6m": 0.1935882694328682,
"exErnDlt5Iv1y": 0.20136713123455885,
"dlt25Iv10d": 0.189584101192458,
"dlt25Iv20d": 0.17534106176826095,
"dlt25Iv30d": 0.17308580422935482,
"dlt25Iv60d": 0.18037752725912404,
"dlt25Iv90d": 0.18743595902622617,
"dlt25Iv6m": 0.20019796616148589,
"dlt25Iv1y": 0.211504964882202,
"exErnDlt25Iv10d": 0.189584101192458,
"exErnDlt25Iv20d": 0.17534106176826095,
"exErnDlt25Iv30d": 0.17308580422935482,
"exErnDlt25Iv60d": 0.18037752725912404,
"exErnDlt25Iv90d": 0.185348656975835,
"exErnDlt25Iv6m": 0.19685234906292842,
"exErnDlt25Iv1y": 0.2063405799741126,
"dlt75Iv10d": 0.2228900152175835,
"dlt75Iv20d": 0.2120067516018278,
"dlt75Iv30d": 0.20912249667999064,
"dlt75Iv60d": 0.21961937124540154,
"dlt75Iv90d": 0.234079989480268,
"dlt75Iv6m": 0.25175354804163025,
"dlt75Iv1y": 0.26615689843206447,
"exErnDlt75Iv10d": 0.2228900152175835,
"exErnDlt75Iv20d": 0.2120067516018278,
"exErnDlt75Iv30d": 0.20912249667999064,
"exErnDlt75Iv60d": 0.21961937124540154,
"exErnDlt75Iv90d": 0.23199268742987683,
"exErnDlt75Iv6m": 0.24840793094307279,
"exErnDlt75Iv1y": 0.26099251352397507,
"dlt95Iv10d": 0.35040133037887355,
"dlt95Iv20d": 0.3312029207840635,
"dlt95Iv30d": 0.3299912470075385,
"dlt95Iv60d": 0.31690574381729614,
"dlt95Iv90d": 0.32971507187019283,
"dlt95Iv6m": 0.35331449249662383,
"dlt95Iv1y": 0.3534141626043614,
"exErnDlt95Iv10d": 0.35040133037887355,
"exErnDlt95Iv20d": 0.3312029207840635,
"exErnDlt95Iv30d": 0.3299912470075385,
"exErnDlt95Iv60d": 0.31690574381729614,
"exErnDlt95Iv90d": 0.3276277698198017,
"exErnDlt95Iv6m": 0.34996887539806637,
"exErnDlt95Iv1y": 0.348249777696272,
"fwd30_20": 0.17955384433797633,
"fwd60_30": 0.19839895804965685,
"fwd90_30": 0.214884569325561,
"fwd90_60": 0.23019254921320578,
"fwd180_90": 0.23554748402890643,
"fexErn30_20": 0.17955384433797633,
"fexErn60_30": 0.19839895804965685,
"fexErn90_30": 0.211882290219257,
"fexErn90_60": 0.22455748320179714,
"fexErn180_90": 0.2310848597603279,
"ffwd30_20": 0.17336035755347318,
"ffwd60_30": 0.20836074870556792,
"ffwd90_30": 0.23367558741507025,
"ffwd90_60": 0.26779610338931226,
"ffwd180_90": 0.2607746969915035,
"ffexErn30_20": 0.17336035755347318,
"ffexErn60_30": 0.20836074870556792,
"ffexErn90_30": 0.22862334138541335,
"ffexErn90_60": 0.2562999124346851,
"ffexErn180_90": 0.25420965276299173,
"fbfwd30_20": 0.9655062423901931,
"fbfwd60_30": 1.050210902082549,
"fbfwd90_30": 1.0874470333001898,
"fbfwd90_60": 1.1633569561857444,
"fbfwd180_90": 1.1071003286942398,
"fbfexErn30_20": 0.9655062423901931,
"fbfexErn60_30": 1.050210902082549,
"fbfexErn90_30": 1.0790110921910114,
"fbfexErn90_60": 1.1413554729074107,
"fbfexErn180_90": 1.1000705672654105,
"impliedEarningsMove": 0.036147902371742265,
"quoteDate": "2023-11-03T19:59:44Z",
"updatedAt": "2023-11-03T20:00:29Z"
}
]
}