Historical Data API

Get historical end-of-day options data back to 2007 augmented with hundreds of proprietary indicators.

Data endpoint url:

Name
https://api.orats.io/datav2
Description

GEThttps://api.orats.io/datav2/hist/strikes

Strikes History

Retrieves end of day strikes data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,expirDate,strike
Name
dte
Type
string
Description
Filter by DTE range. Ex: 30,45
Name
delta
Type
string
Description
Filter by delta range. Ex: .30,.45

Request

GET

https://api.orats.io/datav2/strikes

curl -L "https://api.orats.io/datav2/hist/strikes?token=my-token&ticker=AAPL&tradeDate=2017-08-28"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2017-08-28",
      "expirDate": "2017-09-01",
      "dte": 5,
      "strike": 95,
      "stockPrice": 161.3827,
      "callVolume": 1,
      "callOpenInterest": 0,
      "callBidSize": 30,
      "callAskSize": 2,
      "putVolume": 1,
      "putOpenInterest": 1,
      "putBidSize": 0,
      "putAskSize": 16,
      "callBidPrice": 66.35,
      "callValue": 66.41551094836527,
      "callAskPrice": 66.45,
      "putBidPrice": 0,
      "putValue": 0,
      "putAskPrice": 0.01,
      "callBidIv": 0,
      "callMidIv": 1.9435290391604259,
      "callAskIv": 1.9435290391604259,
      "smvVol": 0.29255660522135446,
      "putBidIv": 0,
      "putMidIv": 1.7233550807894313,
      "putAskIv": 1.7233550807894313,
      "residualRate": -0.0215447947190231,
      "delta": 1.0000000000000133,
      "gamma": 4.021433382502273e-14,
      "theta": -0.008181463093526515,
      "vega": 2.420462435939163e-13,
      "rho": 0.010432658772747985,
      "phi": -0.017728751942058807,
      "driftlessTheta": -2.8188520395807645e-8,
      "extSmvVol": 0.30678671652162315,
      "extCallValue": 66.41551094836588,
      "extPutValue": 0,
      "spotPrice": 161.3827,
      "updatedAt": "2017-08-28T19:46:00Z"
    },
    ...
  ]
}

GEThttps://api.orats.io/datav2/hist/strikes/options

Strikes History by OPRA

Retrieves end of day strikes history data by ticker, tradeDate, expiry, and strike.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve. Ex: AAPL
Name
expirDate
Type
string
Description
The expire date to retrieve. Ex: 2022-01-21
Name
strike
Type
string
Description
The strike price to retrieve. Ex: 280

Optional attributes

Name
tradeDate
Type
string
Description
The trade date to retrieve. Ex: 2019-12-20

Request

GET

https://api.orats.io/datav2/hist/strikes/options

curl -L "https://api.orats.io/datav2/hist/strikes/options?token=my-token&ticker=AAPL&expirDate=2022-01-21&strike=280"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-09-16",
      "expirDate": "2022-01-21",
      "dte": 859,
      "strike": 280,
      "stockPrice": 219.89,
      "callVolume": 0,
      "callOpenInterest": 0,
      "callBidSize": 520,
      "callAskSize": 459,
      "putVolume": 0,
      "putOpenInterest": 0,
      "putBidSize": 290,
      "putAskSize": 305,
      "callBidPrice": 13.15,
      "callValue": 15.51,
      "callAskPrice": 17.7,
      "putBidPrice": 69.5,
      "putValue": 71.92,
      "putAskPrice": 74,
      "callBidIv": 0.231313,
      "callMidIv": 0.250226,
      "callAskIv": 0.269139,
      "smvVol": 0.251085,
      "putBidIv": 0.230121,
      "putMidIv": 0.2494,
      "putAskIv": 0.268678,
      "residualRate": -0.002482,
      "delta": 0.33319,
      "gamma": 0.00423848,
      "theta": -0.0179752,
      "vega": 1.19013,
      "rho": 1.29789,
      "phi": -1.62317,
      "driftlessTheta": -0.017109,
      "extSmvVol": 0.251497,
      "extCallValue": 15.5592,
      "extPutValue": 71.9679,
      "spotPrice": 219.89,
      "updatedAt": "2019-09-22T12:25:43Z"
    },
    ...
  ]
}

GEThttps://api.orats.io/datav2/hist/monies/implied

Implied Monies History

Retrieves end of day monthly implied monies history data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,expirDate,calVol

Request

GET

https://api.orats.io/datav2/hist/monies/implied

curl -L "https://api.orats.io/datav2/hist/monies/implied?token=my-token&ticker=AAPL&tradeDate=2019-11-29"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-11-29",
      "expirDate": "2020-07-17",
      "stockPrice": 267.65,
      "riskFreeRate": 0.016,
      "yieldRate": 0.00930403,
      "residualYieldRate": -0.00262572,
      "residualRateSlp": -0.00086345,
      "residualR2": 0.00001021,
      "confidence": 0.98959948,
      "mwVol": 0.00301035,
      "vol100": 0.412641,
      "vol95": 0.351561,
      "vol90": 0.31641,
      "vol85": 0.291727,
      "vol80": 0.273611,
      "vol75": 0.260189,
      "vol70": 0.250415,
      "vol65": 0.243444,
      "vol60": 0.23873,
      "vol55": 0.23582,
      "vol50": 0.234329,
      "vol45": 0.233909,
      "vol40": 0.234226,
      "vol35": 0.23494,
      "vol30": 0.235676,
      "vol25": 0.236002,
      "vol20": 0.235339,
      "vol15": 0.232937,
      "vol10": 0.227614,
      "vol5": 0.217252,
      "vol0": 0.207645,
      "typeFlag": 0,
      "atmiv": 0.242681,
      "slope": 3.0936925598,
      "deriv": 0.0754675374,
      "fit": 0.0000239965,
      "spotPrice": 267.65,
      "calVol": 0.24326,
      "unadjVol": 0.217315,
      "earnEffect": 0.025945,
      "quoteDate": "2019-11-29T17:46:01Z",
      "updatedAt": "2019-11-29T17:46:01Z"
    },
    ...
  ]
}

GEThttps://api.orats.io/datav2/hist/monies/forecast

Forecast Monies History

Retrieves end of day monthly forecast monies history data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,expirDate,calVol

Request

GET

https://api.orats.io/datav2/hist/monies/forecast

curl -L "https://api.orats.io/datav2/hist/monies/forecast?token=my-token&ticker=AAPL&tradeDate=2019-11-29"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-11-29",
      "expirDate": "2020-04-17",
      "stockPrice": 267.65,
      "riskFreeRate": 0.0163,
      "vol100": 0.371587,
      "vol95": 0.327694,
      "vol90": 0.30461,
      "vol85": 0.288032,
      "vol80": 0.272282,
      "vol75": 0.264817,
      "vol70": 0.258009,
      "vol65": 0.251857,
      "vol60": 0.246363,
      "vol55": 0.241525,
      "vol50": 0.237343,
      "vol45": 0.233819,
      "vol40": 0.230951,
      "vol35": 0.22874,
      "vol30": 0.227186,
      "vol25": 0.226289,
      "vol20": 0.226048,
      "vol15": 0.226464,
      "vol10": 0.227537,
      "vol5": 0.229267,
      "vol0": 0.231653,
      "quoteDate": "2019-11-29T17:46:01Z",
      "updatedAt": "2019-11-29T17:46:01Z"
    },
    ...
  ]
}

GEThttps://api.orats.io/datav2/hist/summaries

Summaries History

Retrieves end of day SMV summary history data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Optional if tradeDate is set. Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve. Optional if ticker is set. Ex: 2019-11-29

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,exErnIv30d,impliedEarningsMove

Request

GET

https://api.orats.io/datav2/hist/summaries

curl -L "https://api.orats.io/datav2/hist/summaries?token=my-token&ticker=AAPL&tradeDate=2019-11-29"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-11-29",
      "stockPrice": 267.65,
      "annActDiv": 3.18088,
      "annIdiv": 2.16866,
      "borrow30": 0.0130476,
      "borrow2y": 0.0130526,
      "confidence": 0.982672,
      "exErnIv10d": 0.17302,
      "exErnIv20d": 0.191041,
      "exErnIv30d": 0.189777,
      "exErnIv60d": 0.203197,
      "exErnIv90d": 0.207576,
      "exErnIv6m": 0.225346,
      "exErnIv1y": 0.219686,
      "ieeEarnEffect": 3.90671,
      "impliedMove": 0.0699168,
      "impliedNextDiv": 0.469247,
      "iv10d": 0.17302,
      "iv20d": 0.191041,
      "iv30d": 0.189777,
      "iv60d": 0.213359,
      "iv90d": 0.23856,
      "iv6m": 0.251482,
      "iv1y": 0.250053,
      "mwAdj30": 0.00263453,
      "mwAdj2y": 0.0058333,
      "nextDiv": 0.77,
      "rDrv30": 0.140255,
      "rDrv2y": 0.0797137,
      "rSlp30": 3.0127,
      "rSlp2y": 3.21896,
      "rVol30": 0.198798,
      "rVol2y": 0.231888,
      "rip": 3.16261,
      "riskFree30": 0.0160534,
      "riskFree2y": 0.0161099,
      "skewing": 0.00991347,
      "contango": 0.5484344903379679,
      "totalErrorConf": 0.0000520262,
      "dlt5Iv10d": 0.179133,
      "dlt5Iv20d": 0.191745,
      "dlt5Iv30d": 0.191127,
      "dlt5Iv60d": 0.210039,
      "dlt5Iv90d": 0.227116,
      "dlt5Iv6m": 0.219043,
      "dlt5Iv1y": 0.22659,
      "exErnDlt5Iv10d": 0.179133,
      "exErnDlt5Iv20d": 0.191745,
      "exErnDlt5Iv30d": 0.191127,
      "exErnDlt5Iv60d": 0.199877,
      "exErnDlt5Iv90d": 0.196132,
      "exErnDlt5Iv6m": 0.192907,
      "exErnDlt5Iv1y": 0.196222,
      "dlt25Iv10d": 0.170224,
      "dlt25Iv20d": 0.185283,
      "dlt25Iv30d": 0.183904,
      "dlt25Iv60d": 0.204507,
      "dlt25Iv90d": 0.225666,
      "dlt25Iv6m": 0.241827,
      "dlt25Iv1y": 0.237379,
      "exErnDlt25Iv10d": 0.170224,
      "exErnDlt25Iv20d": 0.185283,
      "exErnDlt25Iv30d": 0.183904,
      "exErnDlt25Iv60d": 0.194345,
      "exErnDlt25Iv90d": 0.194682,
      "exErnDlt25Iv6m": 0.215691,
      "exErnDlt25Iv1y": 0.207012,
      "dlt75Iv10d": 0.191296,
      "dlt75Iv20d": 0.212173,
      "dlt75Iv30d": 0.212207,
      "dlt75Iv60d": 0.239729,
      "dlt75Iv90d": 0.267796,
      "dlt75Iv6m": 0.265297,
      "dlt75Iv1y": 0.27136,
      "exErnDlt75Iv10d": 0.191296,
      "exErnDlt75Iv20d": 0.212173,
      "exErnDlt75Iv30d": 0.212207,
      "exErnDlt75Iv60d": 0.229566,
      "exErnDlt75Iv90d": 0.236812,
      "exErnDlt75Iv6m": 0.239162,
      "exErnDlt75Iv1y": 0.240992,
      "dlt95Iv10d": 0.217063,
      "dlt95Iv20d": 0.240149,
      "dlt95Iv30d": 0.242073,
      "dlt95Iv60d": 0.273438,
      "dlt95Iv90d": 0.302951,
      "dlt95Iv6m": 0.323779,
      "dlt95Iv1y": 0.349745,
      "exErnDlt95Iv10d": 0.217063,
      "exErnDlt95Iv20d": 0.240149,
      "exErnDlt95Iv30d": 0.242073,
      "exErnDlt95Iv60d": 0.263275,
      "exErnDlt95Iv90d": 0.271967,
      "exErnDlt95Iv6m": 0.297644,
      "exErnDlt95Iv1y": 0.319377,
      "fwd30_20": 0.187224,
      "fwd60_30": 0.234582,
      "fwd90_60": 0.282292,
      "fwd180_90": 0.263771,
      "fwd90_30": 0.259536,
      "fexErn30_20": 0.187224,
      "fexErn60_30": 0.215783,
      "fexErn90_60": 0.21607,
      "fexErn180_90": 0.241813,
      "fexErn90_30": 0.215927,
      "ffwd30_20": 0.184873,
      "ffwd60_30": 0.270233,
      "ffwd90_60": 0.351662,
      "ffwd180_90": 0.283423,
      "ffwd90_30": 0.305744,
      "ffexErn30_20": 0.184873,
      "ffexErn60_30": 0.235405,
      "ffexErn90_60": 0.227656,
      "ffexErn180_90": 0.26926,
      "ffexErn90_30": 0.232192,
      "fbfwd30_20": 0.987445,
      "fbfwd60_30": 1.15198,
      "fbfwd90_60": 1.24574,
      "fbfwd180_90": 1.0745,
      "fbfwd90_30": 1.17804,
      "fbfexErn30_20": 0.987445,
      "fbfexErn60_30": 1.09093,
      "fbfexErn90_60": 1.05362,
      "fbfexErn180_90": 1.11351,
      "fbfexErn90_30": 1.07533,
      "impliedEarningsMove": 0.0440891,
      "updatedAt": "2019-11-29T17:46:01Z"
    }
  ]
}

GEThttps://api.orats.io/datav2/hist/cores

Core Data History

Retrieves end of day core history data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Optional if tradeDate is set. Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve. Optional if ticker is set. Ex: 2019-11-29

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,slope,contango

Request

GET

https://api.orats.io/datav2/hist/cores

curl -L "https://api.orats.io/datav2/hist/cores?token=my-token&ticker=AAPL&tradeDate=2019-11-29"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-11-29",
      "assetType": 3,
      "priorCls": 267.84,
      "pxAtmIv": 267.65,
      "mktCap": 1189240,
      "cVolu": 164999,
      "cOi": 1831571,
      "pVolu": 94247,
      "pOi": 2030053,
      "orFcst20d": 17.427,
      "orIvFcst20d": 19.2787,
      "orFcstInf": 28.97,
      "orIvXern20d": 19.88,
      "orIvXernInf": 23.19,
      "iv200Ma": 22.68,
      "atmIvM1": 19.4298,
      "atmFitIvM1": 18.7732,
      "atmFcstIvM1": 17.6772,
      "dtExM1": 22,
      "atmIvM2": 20.1687,
      "atmFitIvM2": 20.0496,
      "atmFcstIvM2": 20.2257,
      "dtExM2": 50,
      "atmIvM3": 23.8843,
      "atmFitIvM3": 24.0163,
      "atmFcstIvM3": 22.6817,
      "dtExM3": 85,
      "atmIvM4": 23.7352,
      "atmFitIvM4": 23.6142,
      "atmFcstIvM4": 23.3022,
      "dtExM4": 113,
      "iRate5wk": 1.61,
      "iRateLt": 1.61,
      "px1kGam": 5625.28,
      "volOfVol": 0.0623,
      "volOfIvol": 0.0511,
      "slope": 3.0127,
      "slopeInf": 3.21896,
      "slopeFcst": 3.23128,
      "slopeFcstInf": 3.32071,
      "deriv": 0.1403,
      "derivInf": 0.0797,
      "derivFcst": 0.1363,
      "derivFcstInf": 0.0858,
      "mktWidthVol": 0.26345,
      "mktWidthVolInf": 0.58333,
      "cAddPrem": 0,
      "pAddPrem": 0,
      "rip": 3.16261,
      "ivEarnReturn": 0,
      "fcstR2": 0.3736,
      "fcstR2Imp": 0.2809,
      "hiHedge": 0,
      "loHedge": 0,
      "stkVolu": 23960324,
      "avgOptVolu20d": 513798.5,
      "sector": "XLK Electronic Computer Manufacturing42941",
      "orHv1d": 14.07,
      "orHv5d": 15.34,
      "orHv10d": 15.32,
      "orHv20d": 19.45,
      "orHv60d": 20.3,
      "orHv90d": 24.33,
      "orHv120d": 22.76,
      "orHv252d": 26.9,
      "orHv500d": 26.27,
      "orHv1000d": 23.61,
      "clsHv5d": 14.42,
      "clsHv10d": 14.36,
      "clsHv20d": 15.88,
      "clsHv60d": 19,
      "clsHv90d": 24.38,
      "clsHv120d": 22.82,
      "clsHv252d": 28.68,
      "clsHv500d": 27.47,
      "clsHv1000d": 24.47,
      "iv20d": 19.1,
      "iv30d": 18.98,
      "iv60d": 21.34,
      "iv90d": 23.86,
      "iv6m": 25.15,
      "clsPx1w": 261.78,
      "stkPxChng1wk": 2.31,
      "clsPx1m": 243.26,
      "stkPxChng1m": 10.43,
      "clsPx6m": 175.07,
      "stkPxChng6m": 54.03,
      "clsPx1y": 179.55,
      "stkPxChng1y": 51.41,
      "divFreq": 4,
      "divYield": 1.2,
      "divGrwth": 0,
      "divDate": "2020-02-06",
      "divAmt": 0.77,
      "nextErn": "0000-00-00",
      "nextErnTod": 1630,
      "lastErn": "2019-10-30",
      "lastErnTod": 3,
      "absAvgErnMv": 4.25533,
      "impliedIee": 3.90671,
      "daysToNextErn": 0,
      "tkOver": 0,
      "etfIncl": "",
      "bestEtf": "XLK",
      "sectorName": "Technology Hardware & Equipment",
      "correlSpy1m": 0.14,
      "correlSpy1y": 0.93,
      "correlEtf1m": 0.36,
      "correlEtf1y": 0.95,
      "beta1m": 1.67,
      "beta1y": 1.5,
      "ivPctile1m": 62,
      "ivPctile1y": 18,
      "ivPctileSpy": 51,
      "ivPctileEtf": 73,
      "ivStdvMean": -0.7,
      "ivStdv1y": 4.47,
      "ivSpyRatio": 1.72,
      "ivSpyRatioAvg1m": 1.72,
      "ivSpyRatioAvg1y": 1.5,
      "ivSpyRatioStdv1y": 6,
      "ivEtfRatio": 1.31,
      "ivEtfRatioAvg1m": 1.28,
      "ivEtfRatioAvg1y": 1.09,
      "ivEtFratioStdv1y": 5.14,
      "ivHvXernRatio": 1.23,
      "ivHvXernRatio1m": 1.12,
      "ivHvXernRatio1y": 0.83,
      "ivHvXernRatioStdv1y": 2.32,
      "etfIvHvXernRatio": 0.79,
      "etfIvHvXernRatio1m": 0.86,
      "etfIvHvXernRatio1y": 0.94,
      "etfIvHvXernRatioStdv1y": 0.06,
      "slopepctile": 42.06,
      "slopeavg1m": 2.86,
      "slopeavg1y": 3.12,
      "slopeStdv1y": 0.81,
      "etfSlopeRatio": 0.46,
      "etfSlopeRatioAvg1m": 0.43,
      "etfSlopeRatioAvg1y": 0.47,
      "etfSlopeRatioAvgStdv1y": 0.12,
      "impliedR2": 0.4852,
      "contango": 0.55,
      "nextDiv": 0.77,
      "impliedNextDiv": 0.4692,
      "annActDiv": 3.1809,
      "annIdiv": 2.1687,
      "borrow30": 1.3048,
      "borrow2yr": 1.3053,
      "error": 0.0052,
      "confidence": 98.2672,
      "pxCls": 267.84,
      "wksNextErn": 0,
      "ernMnth": 0,
      "oi": 3861624,
      "straPxM1": 10.07,
      "straPxM2": 15.92,
      "smoothStraPxM1": 10.08,
      "smoothStrPxM2": 15.88,
      "fcstStraPxM1": 9.18,
      "fcstStraPxM2": 15.93,
      "loStrikeM1": 267.5,
      "hiStrikeM1": 267.5,
      "loStrikeM2": 270,
      "hiStrikeM2": 270,
      "ernDate1": "10/30/2019",
      "ernDate2": "7/30/2019",
      "ernDate3": "4/30/2019",
      "ernDate4": "1/29/2019",
      "ernDate5": "11/1/2018",
      "ernDate6": "7/31/2018",
      "ernDate7": "5/1/2018",
      "ernDate8": "2/1/2018",
      "ernDate9": "11/2/2017",
      "ernDate10": "8/1/2017",
      "ernDate11": "5/2/2017",
      "ernDate12": "1/31/2017",
      "ernMv1": 2.261,
      "ernMv2": 2.0404,
      "ernMv3": 4.9086,
      "ernMv4": 6.8335,
      "ernMv5": -6.6331,
      "ernMv6": 5.891,
      "ernMv7": 4.4176,
      "ernMv8": -4.339,
      "ernMv9": 2.6114,
      "ernMv10": 4.7251,
      "ernMv11": -0.3051,
      "ernMv12": 6.0981,
      "ernStraPct1": 5.8314,
      "ernStraPct2": 5.328,
      "ernStraPct3": 5.6526,
      "ernStraPct4": 6.8304,
      "ernStraPct5": 7.074,
      "ernStraPct6": 5.2632,
      "ernStraPct7": 5.9725,
      "ernStraPct8": 6.49,
      "ernStraPct9": 5.8054,
      "ernStraPct10": 4.8463,
      "ernStraPct11": 4.2426,
      "ernStraPct12": 4.2901,
      "ernEffct1": 1.7609,
      "ernEffct2": 1.7325,
      "ernEffct3": 2.1662,
      "ernEffct4": 2.253,
      "ernEffct5": 2.1018,
      "ernEffct6": 2.248,
      "ernEffct7": 1.9564,
      "ernEffct8": 1.6666,
      "ernEffct9": 1.1841,
      "ernEffct10": 1.8609,
      "ernEffct11": 1.157,
      "ernEffct12": 2.8252,
      "orHvXern5d": 15.34,
      "orHvXern10d": 15.32,
      "orHvXern20d": 16.11,
      "orHvXern60d": 19.4,
      "orHvXern90d": 23.59,
      "orHvXern120d": 22.11,
      "orHvXern252d": 26.2,
      "orHvXern500d": 25.45,
      "orHvXern1000d": 22.76,
      "clsHvXern5d": 14.42,
      "clsHvXern10d": 14.36,
      "clsHvXern20d": 14.91,
      "clsHvXern60d": 18.92,
      "clsHvXern90d": 24.49,
      "clsHvXern120d": 22.86,
      "clsHvXern252d": 27.68,
      "clsHvXern500d": 25.92,
      "clsHvXern1000d": 22.65,
      "iv10d": 17.3,
      "iv1yr": 25.01,
      "fcstSlope": 3.2313,
      "fcstErnEffct": 1.6929,
      "ernMvStdv": 1.9631,
      "impliedEe": 3.9067,
      "impErnMv": 6.99,
      "impMth2ErnMv": 6.99,
      "fairVol90d": 23.8843,
      "fairXieeVol90d": 24.0163,
      "fairMth2XieeVol90d": 19.9122,
      "impErnMv90d": 3.24,
      "impErnMvMth290d": 2.51,
      "exErnIv10d": 17.3,
      "exErnIv20d": 19.1,
      "exErnIv30d": 18.98,
      "exErnIv60d": 20.32,
      "exErnIv90d": 20.76,
      "exErnIv6m": 22.53,
      "exErnIv1yr": 21.97,
      "dlt5Iv10d": 17.91,
      "dlt5Iv20d": 19.17,
      "dlt5Iv30d": 19.11,
      "dlt5Iv60d": 21,
      "dlt5Iv90d": 22.71,
      "dlt5Iv6m": 21.9,
      "dlt5Iv1y": 22.66,
      "exErnDlt5Iv10d": 17.91,
      "exErnDlt5Iv20d": 19.17,
      "exErnDlt5Iv30d": 19.11,
      "exErnDlt5Iv60d": 19.99,
      "exErnDlt5Iv90d": 19.61,
      "exErnDlt5Iv6m": 19.29,
      "exErnDlt5Iv1y": 19.62,
      "dlt25Iv10d": 17.02,
      "dlt25Iv20d": 18.53,
      "dlt25Iv30d": 18.39,
      "dlt25Iv60d": 20.45,
      "dlt25Iv90d": 22.57,
      "dlt25Iv6m": 24.18,
      "dlt25Iv1y": 23.74,
      "exErnDlt25Iv10d": 17.02,
      "exErnDlt25Iv20d": 18.53,
      "exErnDlt25Iv30d": 18.39,
      "exErnDlt25Iv60d": 19.43,
      "exErnDlt25Iv90d": 19.47,
      "exErnDlt25Iv6m": 21.57,
      "exErnDlt25Iv1y": 20.7,
      "dlt75Iv10d": 19.13,
      "dlt75Iv20d": 21.22,
      "dlt75Iv30d": 21.22,
      "dlt75Iv60d": 23.97,
      "dlt75Iv90d": 26.78,
      "dlt75Iv6m": 26.53,
      "dlt75Iv1y": 27.14,
      "exErnDlt75Iv10d": 19.13,
      "exErnDlt75Iv20d": 21.22,
      "exErnDlt75Iv30d": 21.22,
      "exErnDlt75Iv60d": 22.96,
      "exErnDlt75Iv90d": 23.68,
      "exErnDlt75Iv6m": 23.92,
      "exErnDlt75Iv1y": 24.1,
      "dlt95Iv10d": 21.71,
      "dlt95Iv20d": 24.01,
      "dlt95Iv30d": 24.21,
      "dlt95Iv60d": 27.34,
      "dlt95Iv90d": 30.3,
      "dlt95Iv6m": 32.38,
      "dlt95Iv1y": 34.97,
      "exErnDlt95Iv10d": 21.71,
      "exErnDlt95Iv20d": 24.01,
      "exErnDlt95Iv30d": 24.21,
      "exErnDlt95Iv60d": 26.33,
      "exErnDlt95Iv90d": 27.2,
      "exErnDlt95Iv6m": 29.76,
      "exErnDlt95Iv1y": 31.94,
      "fwd30_20": 18.72,
      "fwd60_30": 23.46,
      "fwd90_60": 28.23,
      "fwd180_90": 26.38,
      "fwd90_30": 25.95,
      "fexErn30_20": 18.72,
      "fexErn60_30": 21.58,
      "fexErn90_60": 21.61,
      "fexErn180_90": 24.18,
      "fexErn90_30": 21.59,
      "ffwd30_20": 18.49,
      "ffwd60_30": 27.02,
      "ffwd90_60": 35.17,
      "ffwd180_90": 28.34,
      "ffwd90_30": 30.57,
      "ffexErn30_20": 18.49,
      "ffexErn60_30": 23.54,
      "ffexErn90_60": 22.77,
      "ffexErn180_90": 26.93,
      "ffexErn90_30": 23.22,
      "fbfwd30_20": 0.987445,
      "fbfwd60_30": 1.15198,
      "fbfwd90_60": 1.24574,
      "fbfwd180_90": 1.0745,
      "fbfwd90_30": 1.17804,
      "fbfexErn30_20": 0.987445,
      "fbfexErn60_30": 1.09093,
      "fbfexErn90_60": 1.05362,
      "fbfexErn180_90": 1.11351,
      "fbfexErn90_30": 1.07533,
      "impliedEarningsMove": 4.41,
      "updatedAt": "2019-11-29T17:46:01Z"
    }
  ]
}

GEThttps://api.orats.io/datav2/hist/dailies

Daily Price

Retrieves end of day daily stock price data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Optional if tradeDate is set. Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve. Optional if ticker is set. Ex: 2019-11-29

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,clsPx,open

Request

GET

https://api.orats.io/datav2/hist/dailies

curl -L "https://api.orats.io/datav2/hist/dailies?token=my-token&ticker=AAPL&tradeDate=2019-11-29"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-11-29",
      "clsPx": 65.18,
      "hiPx": 65.36,
      "loPx": 64.85,
      "open": 65.02,
      "stockVolume": 47783092,
      "unadjClsPx": 267.25,
      "unadjHiPx": 268,
      "unadjLoPx": 265.9,
      "unadjOpen": 266.6,
      "unadjStockVolume": 11654300,
      "updatedAt": "2023-08-14T23:24:19Z"
    }
  ]
}

GEThttps://api.orats.io/datav2/hist/hvs

Historical Volatility

Retrieves historical volatility data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Optional if tradeDate is set. Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve. Optional if ticker is set. Ex: 2019-11-29

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,clsPx,open

Request

GET

https://api.orats.io/datav2/hist/hvs

curl -L "https://api.orats.io/datav2/hist/hvs?token=my-token&ticker=AAPL&tradeDate=2019-11-29"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-11-29",
      "orHv1d": 7.79,
      "orHv5d": 14.92,
      "orHv10d": 15.04,
      "orHv20d": 15.8,
      "orHv30d": 19.02,
      "orHv60d": 20.13,
      "orHv90d": 24.32,
      "orHv100d": 23.61,
      "orHv120d": 22.72,
      "orHv252d": 26.72,
      "orHv500d": 26.26,
      "orHv1000d": 23.59,
      "clsHv5d": 13.84,
      "clsHv10d": 13.84,
      "clsHv20d": 14.69,
      "clsHv30d": 16.46,
      "clsHv60d": 18.78,
      "clsHv90d": 24.38,
      "clsHv100d": 23.73,
      "clsHv120d": 22.8,
      "clsHv252d": 28.45,
      "clsHv500d": 27.47,
      "clsHv1000d": 24.44,
      "orHvXern5d": 14.92,
      "orHvXern10d": 15.04,
      "orHvXern20d": 15.8,
      "orHvXern30d": 16.86,
      "orHvXern60d": 19.22,
      "orHvXern90d": 23.58,
      "orHvXern100d": 22.89,
      "orHvXern120d": 22.07,
      "orHvXern252d": 26.01,
      "orHvXern500d": 25.44,
      "orHvXern1000d": 22.74,
      "clsHvXern5d": 13.84,
      "clsHvXern10d": 13.84,
      "clsHvXern20d": 14.69,
      "clsHvXern30d": 16.06,
      "clsHvXern60d": 18.68,
      "clsHvXern90d": 24.49,
      "clsHvXern100d": 23.8,
      "clsHvXern120d": 22.83,
      "clsHvXern252d": 27.42,
      "clsHvXern500d": 25.92,
      "clsHvXern1000d": 22.62,
      "updatedAt": "2020-01-03T02:27:23Z"
    }
  ]
}

GEThttps://api.orats.io/datav2/hist/earnings

Earnings History

Retrieves earnings history data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve. Ex: AAPL

Request

GET

https://api.orats.io/datav2/hist/earnings

curl -L "https://api.orats.io/datav2/hist/earnings?token=my-token&ticker=AAPL"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "earnDate": "1987-09-25",
      "anncTod": "1630",
      "updatedAt": "2018-01-12T17:31:59Z"
    },
    {
      "ticker": "AAPL",
      "earnDate": "1988-09-30",
      "anncTod": "1630",
      "updatedAt": "2018-01-12T17:31:59Z"
    },
    {
      "ticker": "AAPL",
      "earnDate": "1989-09-29",
      "anncTod": "1630",
      "updatedAt": "2018-01-12T17:31:59Z"
    },
    ...
  ]
}

GEThttps://api.orats.io/datav2/hist/splits

Stock Split History

Retrieves stock split history data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve. Ex: AAPL

Request

GET

https://api.orats.io/datav2/hist/splits

curl -L "https://api.orats.io/datav2/hist/splits?token=my-token&ticker=AAPL"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "splitDate": "2014-06-09",
      "divisor": 7
    },
    {
      "ticker": "AAPL",
      "splitDate": "2020-08-31",
      "divisor": 4
    }
  ]
}

GEThttps://api.orats.io/datav2/hist/ivrank

IV Rank History

Retrieves IV rank history data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Optional if tradeDate is set. Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve. Optional if ticker is set. Ex: 2019-11-29

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,ivRank1m

Request

GET

https://api.orats.io/datav2/hist/ivrank

curl -L "https://api.orats.io/datav2/hist/ivrank?token=my-token&ticker=AAPL&tradeDate=2021-01-20"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2021-01-20",
      "iv": 36.195,
      "ivRank1m": 56.44,
      "ivPct1m": 66.67,
      "ivRank1y": 27.62,
      "ivPct1y": 60.71,
      "updatedAt": "2021-01-21T01:09:52Z"
    }
  ]
}