Monday, September 28th 2020
New Live Data API For Options Prices, Greeks, Theos, and IVs
Live options bid-asks, implied volatilities, theoretical values, and greeks are available via API.
ORATS has launched a new live data feed API in partnership with Tradier Brokerage, providing options bid-ask prices, greeks, theoretical values, smoothed values, implied volatilities, and summary calculations for all stocks, ETFs, and indexes. The API also includes important volatility summaries calculated in real-time, such as annualized implied dividend and IV at 5 delta 90 days out ex-earnings.
ORATS has launched a new live data feed through a partnership with Tradier Brokerage. The new live data API includes options bid-ask prices, greeks, theoretical values, smoothed values and implied volatilities for all stocks, ETFs and indexes. Also included are summary calculations.
Here’s a picture of the Chain in Wheel.orats.com hitting the live data API.
There are also important volatility summaries calculated on the live data.
Here a few summaries calculated in real-time:
Learn how to use the ORATS API Console to find your API token and explore the different endpoints.
Use the ORATS data API in Excel VBA to get options data including volatility, theoretical values, greeks and strikes information in your worksheet.