Options Data API
Get live, delayed, and historical end-of-day options data back to 2007 augmented with hundreds of proprietary indicators.
{ "data": [ { "ticker": "AAPL", "tradeDate": "2023-04-06", "expirDate": "2023-09-15", "dte": 163, "strike": 175, "stockPrice": 164.42, "callVolume": 624, "callBidSize": 50, ...History
Query end-of-day data for any option imaginable.
All US equity options including stocks, ETFs, and indexes.
30+ tickers for component weighted averages.
Full history dating back to 2007.
Strikes
Get high quality bid ask quotes and greeks.
Gathered 14 minutes before the close to avoid wide spreads.
Cleaned using our Smoothed Market Values system.
Includes ORATS theoretical price value estimate.
Core Data
Track over 100 indicators for every stock.
Correlations and ratios between components and ETFs.
Historical volume and pre/post earnings price moves.
Proprietary ORATS forecasts of implied volatility and slope.
Volatility Data
Measure volatility under any circumstance.
Historical stock intraday volatility vs close-to-close.
IV rank and percentiles for the last month and year.
Skewness and kurtosis indicators for the implied volatility surface.
Delayed Data API
Perfect for getting started
$99
/ month
Limited to 1,000 requests during trial
Includes:
20,000 requests per month
Tickers
Strikes + Near EOD History
Strikes by OPRA + Near EOD History
Monies Implied + Near EOD History
Monies Forecast + Near EOD History
SMV Summaries + Near EOD History
Core Data + Near EOD History
Daily Price
Historical Volatility
Dividend History
Earnings History
Stock Split History
IV Rank + History
Live Data API
Best for active traders
$199
/ month
Limited to 1,000 requests during trial
Everything in Delayed Data API, plus:
100,000 requests per month
Live Data
Strikes by Expiry
Expiration Dates
Note that to access the live endpoints, you must first sign the live data agreements (available after signup).
Live Intraday API
Access to all ORATS endpoints
$399
/ month
Limited to 1,000 requests during trial
Everything in Live Data API, plus:
1,000,000 requests per month
Intraday Strikes Chain + History
Intraday Strikes by OPRA + History
Intraday Monies Implied + History
Intraday SMV Summaries + History
Note that to access the live endpoints, you must first sign the live data agreements (available after signup).
