Learn about our data API, dashboard, historical quotes and much more. We offer a variety of products built to help you become a more informed, data-driven options trader. Get started today.
Access all the industry standard options data and a plethora of proprietary data, including forecasts, implied volatility summaries, and historical volatility readings. We offer both delayed and historical end-of-day and intraday (one minute) options data, all accessible through a RESTful API call.
Unparalleled Data Quality
Every day since 2007, we’ve taken a snapshot 14 minutes before the close of all bid asks of all standard options and accompanying stock prices. We process all this data through our Smoothed Market Values (SMV) system, producing the best greeks and theoretical values.
Hundreds of Proprietary Indicators
With over 15 categories of data, we calculate component weighted averages, forward and flat volatilities, contango, constant maturity implied volatilities, and much more.
Organized Around REST
Our API is designed to have predictable, resource-oriented URLs and to use HTTP response codes to indicate API success and errors. We process over 100,000 requests per day, and offer a flexible pricing structure so you only pay for what you need.
Minute by Minute
Built on top of our flagship data API, our intraday API offers granular summaries and option chain data down to the minute of every trading day since August 2020. OPRA information is available for the top 1,270 tickers back to January 2022.
Easy to Access
No more worrying about storing large amounts of historical data. We make it easy to drill down to the exact day, hour, and minute for every stock, strike, and expiration date in just one API call.
Explore all of our endpoints for free on the ORATS Dashboard. Quickly access your API token, generate mock calls, and get request code snippets in NodeJS, Python, PHP, and R.
An all-in-one package for backtesting, scanning, trading, and risk. Harness the power of our deep data set in an online toolkit designed to help you research, implement, and assess your options strategies.
Scan and rank thousands of option trades based on volatility metrics, delta cost, and other theoretical values.
Scan over 5,000 stocks and ETFs using 700+ proprietary option indicators plus 22 new fundamental indicators.
Chart future expirations and strikes with overlays for earnings, trendlines, volatility, open interest, and more.
View and download historical earnings information and quarterly financial data for any stock.
View a redesigned options chain with adjustable columns plus a detailed graph of monthly implied volatility.
Test your own ideas using our state-of-the-art backtesting engine with daily options data back to 2007.
Get analyst information, implied volatility readings, and matching strategies for thousands of stocks.
We designed the dashboard so that every backtest, scan, and trade is intelligently woven together.
Minute-by-minute to nightly updates of the best quotes in the industry. Our intensive SMV process creates a robust volatility surface that reveals accurate implied volatilities, greeks, and theoretical values. Explore and download samples below.
A complete snapshot of the US equity options market 14-minutes before the close of trading each day.
Since August 2020
Full SMV greeks, theoretical values, and IVs for every minute during the trading day of all US equity options.
Raw options market information snapped with underlying prices every two minutes during the day.
Explore our dividend forecasts and earnings reports. If we don't offer exactly what you need, contact us and we'll be happy to offer consulting services to develop customized tools.
We've developed a 4-step proprietary process to estimate stock dividend dates and amounts over the next 2.67 years:
Intraday Updates... from the leading dividend provider Wall Street Horizon.
Historical Volatility... powered by 14 years of options data.
Seasonal Effects... analyzed by our in-house dividend consultant.
Implied Dividends... computed using hundreds of proprietary indicators.
Daily emailed reports of a rigorous assessment of stock price moves after earnings releases.
Implied Earnings Moves... based on adjusted options straddles.
Earnings Moves Results... to compare the actual stock price move.
Earnings Season Reports... broken out by each of the six weeks.
Unusual Volume Report... the top stocks in terms of options volume.
Access all the industry standard options data and a plethora of proprietary data.
An all-in-one package for backtesting, scanning, trading, and risk.
Minute-by-minute to nightly updates of the best quotes in the industry.
A comprehensive view of forecasts and historical dividends.
Get a robust feed of dates, status, and expected or implied earnings.