New Options Backtester
Search, filter, and sort 65,769,505 backtests

Data API

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.

Summary

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:

Contact Us
Curious about enterprise pricing? Want to become an affiliate? Questions about our data? Let us know.
Your email
Your message
Submit
ORATSORATS
Institutional Quality Tools for All Options Traders
(312) 986 - 1060
support@orats.com
36 Maplewood Ave, Portsmouth, NH 03801
Trading Tools
APIs
Historical Data
More Information