Data API

Access all the industry standard options data and a plethora of proprietary data, including forecasts, implied volatility summaries, and historical volatility readings.

Features of the Data

14 Years of Data.
4500+ Symbols.
15+ Categories.

History

Get historical 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

Get over 100 indicators for every stock.

Historical stock intraday volatility vs close-to-close.

Correlations and ratios between components and ETFs.

Historical volume and pre/post earnings price moves.

SMV Summaries

Get volatilities for every expiration.

Implied earnings moves using constant maturity IVs.

Implied volatility with earnings removed.

Forward and flat forward volatility.

* If you're looking for bulk access to historical data, please visit our historical quotes page instead.

** Component weighted symbols used by ORATS: ALL_C, DIA_C, DJX_C, GDX_C, IBB_C, IGN_C, ITB_C, IWM_C, IYR_C, KBE_C, KRE_C, MDY_C, NDX_C, NQX_C, OIH_C, QQQ_C, RUT_C, SMH_C, SPX_C, SPY_C, XBI_C, XHB_C, XLB_C, XLC_C, XLE_C, XLF_C, XLI_C, XLK_C, XLP_C, XLRE_C, XLU_C, XLV_C, XLY_C, XOP_C, XSP_C

Indicators

Discover hundreds of proprietary indicators

Meticulously crafted by ex-market makers and trading professionals since 2001.

Data API Explorer

Try before you buy. Interactively explore our most popular endpoints.

Choose Category:
Strikes
Monies Implied
Monies Forecast
Summaries
Core Data
Daily Price
Historical Volatility
Dividend History
Earnings History
IV Rank
GET Request:

Please note that the demo token used here is only valid for IBM. Historical data is also limited.

JSON Output:

				

Pricing

Basic
Pro
Enterprise
Plans
Basic
Cost

$99 /mo

Access over 15 categories of data and hundreds of proprietary indicators.

Categories
 
Strikes
Monies
SMV Summaries
Core Data
Daily Price
Historical Volatility
Dividends & Stock Splits
IV Rank
Usage
 
Users
1
Symbols /mo
Unlimited
API Requests /mo
20,000
Assets Under Management
$1 million