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Live Data API

Access live data for the Data API, calculated in real-time with less than 10 seconds of market delay.

Data endpoint url:
  • Name
    https://api.orats.io/datav2/live
    Description

Access to the Live Data API is only available to clients with an active Tradier brokerage account. To connect your Tradier brokerage account to ORATS, go to the broker connect page inside the dashboard.


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

Strikes

Retrieves live strikes data.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

Request

GET
https://api.orats.io/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"
    },
    ...
  ]
}

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

Strikes by Expiry

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

Request

GET
https://api.orats.io/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"
    },
    ...
  ]
}

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

Strikes by Options

Retrieves live strikes data by list of single options.

Required attributes

  • Name
    symbols
    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

Request

GET
https://api.orats.io/datav2/live/strikes/options
curl -L "https://api.orats.io/datav2/live/strikes/options?token=my-token&symbols=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"
    },
    ...
  ]
}

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

Expiration Dates

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

Request

GET
https://api.orats.io/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"
  ]
}

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

Implied Monies

Retrieves live monthly implied monies data.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

Request

GET
https://api.orats.io/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"
    },
    ...
  ]
}

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

Forecast Monies

Retrieves live monthly forecast monies data.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

Request

GET
https://api.orats.io/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"
    },
    ...
  ]
}

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

Summaries

Retrieves live SMV summary data.

Optional attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

Request

GET
https://api.orats.io/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"
    }
  ]
}
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