Data API
Access all the industry standard options data and a plethora of proprietary data, including forecasts, implied volatility summaries, and historical volatility readings.
Pick and Choose
Explore the differences between our APIs.
Data API
Get delayed intraday updates for over 5,000 symbols, and get end-of-day historical options data since 2007. This includes all industry standard options data and over 700 proprietary indicators gathered 14 minutes before the close for the highest data quality. Data from the current trading day is delayed 15 minutes.
Intraday Data API
Get down-to-the-minute summaries and option chain data since August 2020. Drill down to request current and historical information on an option's OPRA for the top 1,270 tickers back to January 2022. Request symbols you need OPRA for if not in our list. Data from the current trading day is delayed 15 minutes.
Indicators
Discover hundreds of proprietary indicators.
Meticulously crafted by ex-market makers and trading professionals since 2001.
Features of the Data
Data API
History
Query 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
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.
Implied & Historical Vol
Measure implied 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.
* 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
Intraday Data API
History
Query down-to-the-minute options data.
One-minute intraday history available back to August 2020.
Option OPRA information available back to January 2022 for 1,270 tickers.
API requests return a minified CSV file for further parsing.
Granular Data
Go back in time to the options chain for any minute during the trading day.
Filter options by ticker, expiry, and strike.
All options include greeks and ORATS smoothed values.
Implied Monies
Get detailed indicators for every expiration.
Seed volatilities for 21 different call deltas.
ATM term structure IV with and without the earnings effect.
Weighted market width and confidence levels.
SMV Summaries
Explore all kinds of implied volatility.
Interpolated IVs from 10-365 days at 4 different deltas.
Forward and flat forward volatility.
Borrow rate, contango, and other measures of confidence.