New
WHAM is now in every Data API plan: see which days the options market is pricing for bigger moves, and how much bigger

Live Data API

View as Markdown

Get live options data calculated in real-time with less than 10 seconds of market delay.

ORATS does not provide stock prices for US equities, ETFs or indexes. The underlying values in our data, live and historical, are derived from option prices using put-call parity and are for internal use only. They are reference prices, not a replacement for real stock prices. For real stock prices, use a different provider.

Base URL:https://api.orats.io/datav2/live

Strikes

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

Retrieves live strikes data.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

GET/datav2/live/strikes
curl "https://api.orats.io/datav2/live/strikes?token=my-token&ticker=AAPL"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "expirDate": "2023-11-17",
      "dte": 15,
      "strike": 142,
      "stockPrice": 176.78,
      "callVolume": 0,
      "callOpenInterest": 1,
      "callBidSize": 12,
      "callAskSize": 17,
      "putVolume": 0,
      "putOpenInterest": 11,
      "putBidSize": 134,
      "putAskSize": 27,
      "callBidPrice": 34.65,
      "callValue": 34.847005,
      "callAskPrice": 35.2,
      "putBidPrice": 0.06,
      "putValue": 0.064241,
      "putAskPrice": 0.07,
      "callBidIv": 0,
      "callMidIv": 0.669167,
      "callAskIv": 0.669167,
      "smvVol": 0.427,
      "putBidIv": 0.467989,
      "putMidIv": 0.474548,
      "putAskIv": 0.481108,
      "residualRate": -0.000407409278413811,
      "delta": 0.9977013824960196,
      "gamma": 0.00026128369956380463,
      "theta": -0.006033209901090589,
      "vega": 0.0011255723343416414,
      "rho": 0.054453503683180964,
      "phi": -0.06780357744864979,
      "driftlessTheta": -0.0015153161530037957,
      "callSmvVol": 0.373175,
      "putSmvVol": 0.429939,
      "extSmvVol": 0.348752,
      "extCallValue": 34.84518,
      "extPutValue": 0.001449,
      "spotPrice": 176.78,
      "quoteDate": "2023-11-03T19:59:44Z",
      "updatedAt": "2023-11-03T19:59:57Z",
      "snapShotEstTime": "1600",
      "snapShotDate": "2023-11-03T20:00:00Z",
      "expiryTod": "pm"
    },
    ...
  ]
}

Strikes by Expiry

GEThttps://api.orats.io/datav2/live/strikes/monthly

Retrieves live strikes data by expiration dates.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

  • Name
    expiry
    Type
    string
    Description

    Comma delimited expiration dates. Ex: 2023-11-10,2023-11-17

GET/datav2/live/strikes/monthly
curl -L "https://api.orats.io/datav2/live/strikes/monthly?token=my-token&ticker=AAPL&expiry=2023-11-10,2023-11-17"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "expirDate": "2023-11-10",
      "dte": 8,
      "strike": 135,
      "stockPrice": 176.78,
      "callVolume": 0,
      "callOpenInterest": 270,
      "callBidSize": 10,
      "callAskSize": 18,
      "putVolume": 686,
      "putOpenInterest": 326,
      "putBidSize": 84,
      "putAskSize": 195,
      "callBidPrice": 41.65,
      "callValue": 41.78,
      "callAskPrice": 42.2,
      "putBidPrice": 0.02,
      "putValue": 0.01,
      "putAskPrice": 0.03,
      "callBidIv": 0,
      "callMidIv": 1.1551967096013305,
      "callAskIv": 1.1551967096013305,
      "smvVol": 2.912,
      "putBidIv": 0,
      "putMidIv": 0.6867602203706308,
      "putAskIv": 0.6867602203706308,
      "residualRate": 0,
      "delta": 0.9999999999999902,
      "gamma": -5.424555380588343e-16,
      "theta": 0,
      "vega": 0.000019999997526814374,
      "rho": 0,
      "phi": 0,
      "driftlessTheta": 0,
      "callSmvVol": 1.684224682433136,
      "putSmvVol": 2.9702257373060243,
      "extSmvVol": 0.3487517502877988,
      "extCallValue": 41.80084830601278,
      "extPutValue": 6.938238481033761e-9,
      "spotPrice": 176.78,
      "quoteDate": "2023-11-03T19:59:44Z",
      "updatedAt": "2023-11-03T20:00:29Z",
      "expiryTod": "pm"
    },
    ...
  ]
}

Strikes by OPRA

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

Retrieves live strikes data by list of single options.

Required attributes

  • Name
    tickers
    Type
    string
    Description

    Comma delimited OCC option symbols or underlying.

    The OCC option symbol consists of four parts:

    1. Root symbol of the underlying stock or ETF, padded with spaces to 6 characters
    2. Expiration date, 6 digits in the format YYMMDD
    3. Option type, either P or C, for put or call
    4. Strike price, as the price x 1000, front padded with 0s to 8 digits
GET/datav2/live/strikes/options
curl -L "https://api.orats.io/datav2/live/strikes/options?token=my-token&tickers=AAPL230915C00175000,SPXW230317C04000000,VIXW230222P00020000,MSFT,IBM,AMZN"

Response

{
  "data": [
    {
      "ticker": "VIX",
      "optionSymbol": "VIXW230222P00020000",
      "tradeDate": "2023-02-03",
      "expirDate": "2023-02-22",
      "dte": 20,
      "strike": 20,
      "optionType": "Put",
      "stockPrice": 20.939351930930865,
      "volume": 0,
      "openInterest": 609,
      "bidSize": 57,
      "askSize": 384,
      "bidPrice": 0.87,
      "optValue": 0.9561060458605364,
      "askPrice": 1.05,
      "bidIv": 0.7186810564051117,
      "midIv": 0.770273439101075,
      "askIv": 0.8218658217970384,
      "smvVol": 0.767,
      "residualRate": 0.0006429682602533522,
      "delta": 0.6445440317377228,
      "gamma": 0.10697872745802872,
      "theta": -0.03807004163269267,
      "vega": 0.017458321670381048,
      "rho": 0.005658583000284636,
      "phi": -0.0065899756567512095,
      "driftlessTheta": -0.03664097826777429,
      "optSmvVol": 0.7680412349659224,
      "extSmvVol": 0.8053869894000583,
      "extOptValue": 1.0212646998232824,
      "spotPrice": 20.01,
      "quoteDate": "2023-02-03T20:45:35Z",
      "updatedAt": "2023-02-03T20:45:47Z",
      "expiryTod": "am"
    },
    {
      "ticker": "SPX",
      "optionSymbol": "SPXW230317C04000000",
      "tradeDate": "2023-02-03",
      "expirDate": "2023-03-17",
      "dte": 43,
      "strike": 4000,
      "optionType": "Call",
      "stockPrice": 4123.9918580692365,
      "volume": 36,
      "openInterest": 2241,
      "bidSize": 35,
      "askSize": 35,
      "bidPrice": 191.5,
      "optValue": 192.9239738811763,
      "askPrice": 194.3,
      "bidIv": 0.18536612689061044,
      "midIv": 0.18833419474509266,
      "askIv": 0.19130226259957492,
      "smvVol": 0.192,
      "residualRate": -0.0035423139470171262,
      "delta": 0.7306021896796264,
      "gamma": 0.0012838355801659208,
      "theta": -1.3983169341672217,
      "vega": 4.4865603321040926,
      "rho": 3.262093346854842,
      "phi": -3.483629713514347,
      "driftlessTheta": -1.0086338012279499,
      "optSmvVol": 0.1883850205351402,
      "extSmvVol": 0.20054964267640804,
      "extOptValue": 198.7022112777489,
      "spotPrice": 4136.78,
      "quoteDate": "2023-02-03T20:45:35Z",
      "updatedAt": "2023-02-03T20:45:44Z",
      "expiryTod": "pm"
    },
    {
      "ticker": "AAPL",
      "optionSymbol": "AAPL230915C00175000",
      "tradeDate": "2023-02-03",
      "expirDate": "2023-09-15",
      "dte": 225,
      "strike": 175,
      "optionType": "Call",
      "stockPrice": 154.93,
      "volume": 668,
      "openInterest": 17491,
      "bidSize": 286,
      "askSize": 229,
      "bidPrice": 6.4,
      "optValue": 6.436764917057624,
      "askPrice": 6.5,
      "bidIv": 0.25166285377728825,
      "midIv": 0.252810042825454,
      "askIv": 0.25395723187361974,
      "smvVol": 0.253,
      "residualRate": -0.001958829998850505,
      "delta": 0.3394409447941169,
      "gamma": 0.012363029369889842,
      "theta": -0.02945496191456257,
      "vega": 0.44072210974017695,
      "rho": 0.2863111037574353,
      "phi": -0.3237916862381646,
      "driftlessTheta": -0.024204274582774528,
      "optSmvVol": 0.2525063799813928,
      "extSmvVol": 0.22819338605196937,
      "extOptValue": 5.362257906361914,
      "spotPrice": 154.93,
      "quoteDate": "2023-02-03T20:45:29Z",
      "updatedAt": "2023-02-03T20:45:39Z",
      "expiryTod": "pm"
    },
    {
      "ticker": "MSFT",
      "stockPrice": 257.7,
      "bid": 257.7,
      "ask": 257.71,
      "bidSize": 1,
      "askSize": 3,
      "volume": 21520794,
      "quoteDate": "2023-02-03T20:45:47Z",
      "updatedAt": "2023-02-03T20:45:47Z"
    },
    {
      "ticker": "IBM",
      "stockPrice": 136.51,
      "bid": 136.5,
      "ask": 136.52,
      "bidSize": 2,
      "askSize": 2,
      "volume": 2598769,
      "quoteDate": "2023-02-03T20:45:39Z",
      "updatedAt": "2023-02-03T20:45:39Z"
    },
    {
      "ticker": "AMZN",
      "stockPrice": 103.21,
      "bid": 103.2,
      "ask": 103.22,
      "bidSize": 2,
      "askSize": 5,
      "volume": 122900739,
      "quoteDate": "2023-02-03T20:45:50Z",
      "updatedAt": "2023-02-03T20:45:50Z"
    },
    ...
  ]
}

Expiration Dates

GEThttps://api.orats.io/datav2/live/expirations

Retrieves expiration dates by ticker.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

Optional attributes

  • Name
    include
    Type
    boolean
    Description

    Include list of strikes. Ex: true

GET/datav2/live/expirations
curl -L "https://api.orats.io/datav2/live/expirations?token=my-token&ticker=AAPL"

Response

{
  "data": [
    "2023-11-03",
    "2023-11-10",
    "2023-11-17",
    "2023-11-24",
    "2023-12-01",
    "2023-12-08",
    "2023-12-15",
    "2023-12-22",
    "2024-01-19",
    "2024-02-16",
    "2024-03-15",
    "2024-04-19",
    "2024-06-21",
    "2024-09-20",
    "2024-12-20",
    "2025-01-17",
    "2025-06-20",
    "2025-09-19",
    "2025-12-19",
    "2026-01-16"
  ]
}

Implied Monies

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

Retrieves live monthly implied monies data.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

GET/datav2/live/monies/implied
curl -L "https://api.orats.io/datav2/live/monies/implied?token=my-token&ticker=AAPL"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "expirDate": "2024-02-16",
      "stockPrice": 176.78,
      "riskFreeRate": 0.055,
      "yieldRate": 0.00937239,
      "residualYieldRate": -0.00561693,
      "residualRateSlp": 0.00013357,
      "residualR2": 0.00223249,
      "confidence": 0.99669992,
      "mwVol": 0.0016801,
      "vol100": 0.483677,
      "vol95": 0.368369,
      "vol90": 0.308611,
      "vol85": 0.27481,
      "vol80": 0.257756,
      "vol75": 0.247662,
      "vol70": 0.238129,
      "vol65": 0.232529,
      "vol60": 0.227381,
      "vol55": 0.22083,
      "vol50": 0.218055,
      "vol45": 0.214342,
      "vol40": 0.210068,
      "vol35": 0.205636,
      "vol30": 0.202678,
      "vol25": 0.198088,
      "vol20": 0.196793,
      "vol15": 0.193404,
      "vol10": 0.193064,
      "vol5": 0.199524,
      "vol0": 0.215942,
      "typeFlag": 0,
      "atmiv": 0.217688,
      "slope": 4.5423932204,
      "deriv": 0.082642719,
      "fit": 0.0000049629,
      "spotPrice": 176.78,
      "calVol": 0.210445,
      "unadjVol": 0.20578,
      "earnEffect": 0.004664,
      "quoteDate": "2023-11-03T19:59:44Z",
      "updatedAt": "2023-11-03T20:00:29Z",
      "expiryTod": "pm"
    },
    ...
  ]
}

Forecast Monies

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

Retrieves live monthly forecast monies data.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

GET/datav2/live/monies/forecast
curl -L "https://api.orats.io/datav2/live/monies/forecast?token=my-token&ticker=AAPL"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "expirDate": "2024-02-16",
      "stockPrice": 176.78,
      "riskFreeRate": 0.055,
      "vol100": 0.355919,
      "vol95": 0.303374,
      "vol90": 0.278266,
      "vol85": 0.261389,
      "vol80": 0.245387,
      "vol75": 0.239014,
      "vol70": 0.232989,
      "vol65": 0.227312,
      "vol60": 0.221982,
      "vol55": 0.217001,
      "vol50": 0.212368,
      "vol45": 0.208082,
      "vol40": 0.204144,
      "vol35": 0.200555,
      "vol30": 0.197313,
      "vol25": 0.194419,
      "vol20": 0.191872,
      "vol15": 0.189674,
      "vol10": 0.187824,
      "vol5": 0.186321,
      "vol0": 0.185167,
      "quoteDate": "2023-11-03T19:59:44Z",
      "updatedAt": "2023-11-03T20:00:29Z",
      "expiryTod": "pm"
    },
    ...
  ]
}

Summaries

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

Retrieves live SMV summary data.

Optional attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

GET/datav2/live/summaries
curl -L "https://api.orats.io/datav2/live/summaries?token=your-token&ticker=AAPL"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "stockPrice": 176.78,
      "annActDiv": 0.9825736506169328,
      "annIdiv": 0.28751917149796424,
      "borrow30": 0.0537541423792648,
      "borrow2y": 0.04750996884236069,
      "confidence": 0.7108721768212299,
      "exErnIv10d": 0.19564425415164893,
      "exErnIv20d": 0.1888961529014136,
      "exErnIv30d": 0.18583424171238797,
      "exErnIv60d": 0.19221929136796823,
      "exErnIv90d": 0.20357027878182768,
      "exErnIv6m": 0.21776256658774187,
      "exErnIv1y": 0.22801264359254053,
      "ieeEarnEffect": 1.8520083217217462,
      "impliedMove": 0.028576968750561926,
      "impliedNextDiv": 0.20050772080499293,
      "iv10d": 0.19564425415164893,
      "iv20d": 0.1888961529014136,
      "iv30d": 0.18583424171238797,
      "iv60d": 0.19221929136796823,
      "iv90d": 0.20565758083221886,
      "iv6m": 0.22110818368629934,
      "iv1y": 0.2331770285006299,
      "mwAdj30": 0.002342038868808884,
      "mwAdj2y": 0.004672262907091414,
      "nextDiv": 0.24,
      "rDrv30": 0.0777457315869098,
      "rDrv2y": 0.09662854611131641,
      "rSlp30": 3.914655492320444,
      "rSlp2y": 4.491138055437333,
      "rVol30": 0.18311224597620657,
      "rVol2y": 0.2481682128294297,
      "rip": 1.8431936946624932,
      "riskFree30": 0.055331365717306145,
      "riskFree2y": 0.05257682541180498,
      "skewing": -0.18824047984791026,
      "contango": -0.01861092684407437,
      "totalErrorConf": 0.0001284134210455538,
      "dlt5Iv10d": 0.20669137416491334,
      "dlt5Iv20d": 0.20258726035380836,
      "dlt5Iv30d": 0.18962621304573485,
      "dlt5Iv60d": 0.18034388806507004,
      "dlt5Iv90d": 0.18928519167952185,
      "dlt5Iv6m": 0.19693388653142566,
      "dlt5Iv1y": 0.20653151614264825,
      "exErnDlt5Iv10d": 0.20669137416491334,
      "exErnDlt5Iv20d": 0.20258726035380836,
      "exErnDlt5Iv30d": 0.18962621304573485,
      "exErnDlt5Iv60d": 0.18034388806507004,
      "exErnDlt5Iv90d": 0.18719788962913067,
      "exErnDlt5Iv6m": 0.1935882694328682,
      "exErnDlt5Iv1y": 0.20136713123455885,
      "dlt25Iv10d": 0.189584101192458,
      "dlt25Iv20d": 0.17534106176826095,
      "dlt25Iv30d": 0.17308580422935482,
      "dlt25Iv60d": 0.18037752725912404,
      "dlt25Iv90d": 0.18743595902622617,
      "dlt25Iv6m": 0.20019796616148589,
      "dlt25Iv1y": 0.211504964882202,
      "exErnDlt25Iv10d": 0.189584101192458,
      "exErnDlt25Iv20d": 0.17534106176826095,
      "exErnDlt25Iv30d": 0.17308580422935482,
      "exErnDlt25Iv60d": 0.18037752725912404,
      "exErnDlt25Iv90d": 0.185348656975835,
      "exErnDlt25Iv6m": 0.19685234906292842,
      "exErnDlt25Iv1y": 0.2063405799741126,
      "dlt75Iv10d": 0.2228900152175835,
      "dlt75Iv20d": 0.2120067516018278,
      "dlt75Iv30d": 0.20912249667999064,
      "dlt75Iv60d": 0.21961937124540154,
      "dlt75Iv90d": 0.234079989480268,
      "dlt75Iv6m": 0.25175354804163025,
      "dlt75Iv1y": 0.26615689843206447,
      "exErnDlt75Iv10d": 0.2228900152175835,
      "exErnDlt75Iv20d": 0.2120067516018278,
      "exErnDlt75Iv30d": 0.20912249667999064,
      "exErnDlt75Iv60d": 0.21961937124540154,
      "exErnDlt75Iv90d": 0.23199268742987683,
      "exErnDlt75Iv6m": 0.24840793094307279,
      "exErnDlt75Iv1y": 0.26099251352397507,
      "dlt95Iv10d": 0.35040133037887355,
      "dlt95Iv20d": 0.3312029207840635,
      "dlt95Iv30d": 0.3299912470075385,
      "dlt95Iv60d": 0.31690574381729614,
      "dlt95Iv90d": 0.32971507187019283,
      "dlt95Iv6m": 0.35331449249662383,
      "dlt95Iv1y": 0.3534141626043614,
      "exErnDlt95Iv10d": 0.35040133037887355,
      "exErnDlt95Iv20d": 0.3312029207840635,
      "exErnDlt95Iv30d": 0.3299912470075385,
      "exErnDlt95Iv60d": 0.31690574381729614,
      "exErnDlt95Iv90d": 0.3276277698198017,
      "exErnDlt95Iv6m": 0.34996887539806637,
      "exErnDlt95Iv1y": 0.348249777696272,
      "fwd30_20": 0.17955384433797633,
      "fwd60_30": 0.19839895804965685,
      "fwd90_30": 0.214884569325561,
      "fwd90_60": 0.23019254921320578,
      "fwd180_90": 0.23554748402890643,
      "fexErn30_20": 0.17955384433797633,
      "fexErn60_30": 0.19839895804965685,
      "fexErn90_30": 0.211882290219257,
      "fexErn90_60": 0.22455748320179714,
      "fexErn180_90": 0.2310848597603279,
      "ffwd30_20": 0.17336035755347318,
      "ffwd60_30": 0.20836074870556792,
      "ffwd90_30": 0.23367558741507025,
      "ffwd90_60": 0.26779610338931226,
      "ffwd180_90": 0.2607746969915035,
      "ffexErn30_20": 0.17336035755347318,
      "ffexErn60_30": 0.20836074870556792,
      "ffexErn90_30": 0.22862334138541335,
      "ffexErn90_60": 0.2562999124346851,
      "ffexErn180_90": 0.25420965276299173,
      "fbfwd30_20": 0.9655062423901931,
      "fbfwd60_30": 1.050210902082549,
      "fbfwd90_30": 1.0874470333001898,
      "fbfwd90_60": 1.1633569561857444,
      "fbfwd180_90": 1.1071003286942398,
      "fbfexErn30_20": 0.9655062423901931,
      "fbfexErn60_30": 1.050210902082549,
      "fbfexErn90_30": 1.0790110921910114,
      "fbfexErn90_60": 1.1413554729074107,
      "fbfexErn180_90": 1.1000705672654105,
      "impliedEarningsMove": 0.036147902371742265,
      "quoteDate": "2023-11-03T19:59:44Z",
      "updatedAt": "2023-11-03T20:00:29Z"
    }
  ]
}
Contact Us
Questions about the API requirements? Want to become an affiliate? Curious about the backtester? Leave us a message and we'll get back to you shortly.
Your email
Your message
Submit
ORATS University
ORATS University
Master the art of options
Research
Implementation
Risk
Review
Get started
ORATSORATS
Institutional Quality Tools for All Options Traders
(312) 986 - 1060
support@orats.com
36 Maplewood Ave, Portsmouth, NH 03801
Trading Tools
Intraday Backtester
Otto AI Agent
Strategy Optimizer
Trade Ideas
Option Scanner
Options Backtester
Stock Scanner
Trading
Ticker Analysis
Trade Builder
APIs
Data API
Intraday Data API
WHAM
API Docs
CLI for AI Agents
Historical Data
Near End-of-day - Since 2007
1 Minute Intraday - Since Aug. 2020
Hard Drive Delivery
More Information
University
Dividends
Earnings
Blog
Videos and Webinars
About
FAQ
Compare
Partners
Legal and Compliance
Youtube
Twitter
LinkedIn
The opinions and ideas presented herein are for informational and educational purposes only and should not be construed to represent trading or investment advice tailored to your investment objectives. You should not rely solely on any content herein and we strongly encourage you to discuss any trades or investments with your broker or investment adviser, prior to execution. None of the information contained herein constitutes a recommendation that any particular security, portfolio, transaction, or investment strategy is suitable for any specific person. Option trading and investing involves risk and is not suitable for all investors. For more information please see our disclaimer.
Interactive Brokers is not affiliated with Option Research & Technology Services, LLC and does not endorse or recommend any information or advice provided by Option Research & Technology Services, LLC.