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Live Derived Intraday API

Get live one-minute options data for over 5,000 symbols, calculated in real-time with less than 10 seconds of market delay. These endpoints are the same as the Live Intraday API endpoints, except they do not include OPRA data, which means the bid-ask price, size, and volume are null. History can be queried from August 2020 up to 1 minute ago.

Note that when querying live data, the stockPrice field is calculated using put-call parity and may not reflect the exact stock price. The stockPrice field is exact after 15 minutes.

We cover dates going back to January 2022 for Option by OPRA. You can find the list of symbols we cover here. If you see any missing symbols or want to see a symbol listed, please email us at support@orats.com.

All responses are in CSV format.

Data endpoint url:
  • Name
    https://api.orats.io/datav2
    Description
GEThttps://api.orats.io/datav2/live/derived/one-minute/strikes/chain

Strikes Chain

Retrieves latest one-minute strikes chain data.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

Request

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

Response

ticker,tradeDate,expirDate,dte,strike,stockPrice,callVolume,callOpenInterest,callBidSize,callAskSize,putVolume,putOpenInterest,putBidSize,putAskSize,callBidPrice,callValue,callAskPrice,putBidPrice,putValue,putAskPrice,callBidIv,callMidIv,callAskIv,smvVol,putBidIv,putMidIv,putAskIv,residualRate,delta,gamma,theta,vega,rho,phi,driftlessTheta,callSmvVol,putSmvVol,extSmvVol,extCallValue,extPutValue,spotPrice,quoteDate,updatedAt,snapShotEstTime,snapShotDate,expiryTod,tickerId,monthId
AAPL,2022-08-08,2022-08-12,5,70,164.97,null,0,null,null,null,0,null,null,null,94.99735594956346,null,null,0,null,0,3.416073471729017,3.416073471729017,0.507,0,2.7071465082165136,2.7071465082165136,-0.013350250803700149,0.9999999999999952,-9.736143458842675e-15,-0.0067960477493707455,0.00001999999630239624,0.007715207338436186,-0.018189631703080522,-2.6434056979250683e-8,0.42357461242031014,0.5114633136520604,0.4454086022576971,94.99735594956285,0,164.97,2022-08-08T19:27:41Z,2022-08-08T19:27:52Z,1528,2022-08-08T19:28:01Z,pm,101594,1
AAPL,2022-08-08,2022-08-12,5,75,164.97,null,0,null,null,null,10,null,null,null,89.99930994596083,null,null,0,null,0,3.150934070395639,3.150934070395639,0.507,0,2.500483852993156,2.500483852993156,-0.013350250803700149,0.9999999999999859,-9.74511381879308e-15,-0.007281479731492617,0.00001999999630239624,0.008266293581908528,-0.018189631418863428,-2.8317812454145743e-8,0.42357461242031014,0.5114633136520604,0.4454086022576971,89.99930994596026,0,164.97,2022-08-08T19:27:41Z,2022-08-08T19:27:52Z,1528,2022-08-08T19:28:01Z,pm,101594,1
GEThttps://api.orats.io/datav2/hist/live/derived/one-minute/strikes/chain

Strikes Chain History

Retrieves historical one-minute strikes chain data.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

  • Name
    tradeDate
    Type
    string
    Description

    The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST). Ex: 202206071100

Request

GET
https://api.orats.io/datav2/hist/live/derived/one-minute/strikes/chain
curl -L "https://api.orats.io/datav2/hist/live/derived/one-minute/strikes/chain?token=my-token&ticker=AAPL&tradeDate=202206071100"

Response

ticker,tradeDate,expirDate,dte,strike,stockPrice,callVolume,callOpenInterest,callBidSize,callAskSize,putVolume,putOpenInterest,putBidSize,putAskSize,callBidPrice,callValue,callAskPrice,putBidPrice,putValue,putAskPrice,callBidIv,callMidIv,callAskIv,smvVol,putBidIv,putMidIv,putAskIv,residualRate,delta,gamma,theta,vega,rho,phi,driftlessTheta,callSmvVol,putSmvVol,extSmvVol,extCallValue,extPutValue,spotPrice,quoteDate,updatedAt,snapShotEstTime,snapShotDate,expiryTod,tickerId,monthId
AAPL,2022-06-07,2022-06-10,4,95,147.76,null,2,null,null,null,336,null,null,null,52.76710955986100,null,null,0,null,0,2.084174177089490,2.084174177089490,0.648,0,1.6377716355668900,1.6377716355668900,-0.002010611708955640,0.9999999999999990,-8.8473889634821E-15,-0.002214926596611270,0.000019999998193297900,0.008353445283981190,-0.012988378941258800,-1.92955550532992E-09,0.5605747284419510,0.6517013469914320,0.5670216551072180,52.767109559860800,-1.32157095836055E-17,147.76,2022-06-07T14:59:53Z,2022-06-07T14:59:54Z,1100,2022-06-07T15:00:01Z,pm,101594,1
AAPL,2022-06-07,2022-06-10,4,100,147.76,null,16,null,null,null,3274,null,null,null,47.767483747222100,null,null,4.20377052399816E-14,null,0,1.864781840275740,1.864781840275740,0.648,0,1.4595764595205100,1.4595764595205100,-0.002010611708955640,0.9999999999999670,2.88945980653781E-14,-0.002331501680987540,0.000019999998193297900,0.008793100367150070,-0.012988379296530200,-2.0133658883167E-09,0.560574728441489,0.6517013469909700,0.5670216551072180,47.76748374722190,1.98338019042476E-15,147.76,2022-06-07T14:59:53Z,2022-06-07T14:59:54Z,1100,2022-06-07T15:00:01Z,pm,101594,1
GEThttps://api.orats.io/datav2/live/derived/one-minute/strikes/option

Strikes by OPRA

Retrieves latest one-minute option by OPRA symbol without call/put distinction. Each row of the output has both calls and puts. OPRA symbol uses the format Underlying Symbol + Expiration Date (YYMMDD) + Strike (5 whole numbers and 3 decimals).

Required attributes

  • Name
    ticker
    Type
    string
    Description

    OPRA symbol using format Ticker + Expiry (YYMMDD) + strike (5 whole numbers and 3 decimals). Ex: AAPL24062100160000

Request

GET
https://api.orats.io/datav2/live/derived/one-minute/strikes/option
curl -L "https://api.orats.io/datav2/live/derived/one-minute/strikes/option?token=my-token&ticker=AAPL24062100160000"

Response

ticker,tradeDate,expirDate,dte,strike,stockPrice,callVolume,callOpenInterest,callBidSize,callAskSize,putVolume,putOpenInterest,putBidSize,putAskSize,callBidPrice,callValue,callAskPrice,putBidPrice,putValue,putAskPrice,callBidIv,callMidIv,callAskIv,smvVol,putBidIv,putMidIv,putAskIv,residualRate,delta,gamma,theta,vega,rho,phi,driftlessTheta,callSmvVol,putSmvVol,extSmvVol,extCallValue,extPutValue,spotPrice,quoteDate,updatedAt,snapShotEstTime,snapShotDate,expiryTod,tickerId,monthId
AAPL,2022-08-08,2024-06-21,684,160,164.93,null,4685,null,null,null,3486,null,null,null,34.1585,null,null,21.283,null,0.296369,0.307393,0.318417,0.315,0.313132,0.315868,0.318604,-0.0047467,0.658228,0.00507431,-0.0250176,0.816399,1.38544,-2.02985,-0.0188118,0.313009,0.315965,0.316357,34.4318,21.3147,164.93,2022-08-08T20:14:38Z,2022-08-08T20:14:47Z,1615,2022-08-08T20:15:01Z,pm,101594,18
GEThttps://api.orats.io/datav2/hist/live/derived/one-minute/strikes/option

Strikes by OPRA History

Retrieves historical one-minute option by OPRA symbol without call/put distinction. Each row of the output has both calls and puts. OPRA symbol uses the format Underlying Symbol + Expiration Date (YYMMDD) + Strike (5 whole numbers and 3 decimals).

If specifying a range, there is a 40 trading day max.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    OPRA symbol using format Ticker + Expiry (YYMMDD) + strike (5 whole numbers and 3 decimals). Ex: AAPL22091600160000

  • Name
    tradeDate
    Type
    string
    Description

    The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST).

    You may specify a range by doing YYYYMMDDHHMM,YYYYMMDDHHMM. Ex: 202206081000,202207201300

Request

GET
https://api.orats.io/datav2/hist/live/derived/one-minute/strikes/option
curl -L "https://api.orats.io/datav2/hist/live/derived/one-minute/strikes/option?token=my-token&ticker=AAPL22091600160000&tradeDate=202206081000,202207201300"

Response

ticker,tradeDate,expirDate,dte,strike,stockPrice,callVolume,callOpenInterest,callBidSize,callAskSize,putVolume,putOpenInterest,putBidSize,putAskSize,callBidPrice,callValue,callAskPrice,putBidPrice,putValue,putAskPrice,callBidIv,callMidIv,callAskIv,smvVol,putBidIv,putMidIv,putAskIv,residualRate,delta,gamma,theta,vega,rho,phi,driftlessTheta,callSmvVol,putSmvVol,extSmvVol,extCallValue,extPutValue,spotPrice,quoteDate,updatedAt,snapShotEstTime,snapShotDate,expiryTod,tickerId,monthId
AAPL,2022-06-08,2022-09-16,101,160,149.67,null,28206,null,null,null,18438,null,null,null,5.860204002795060,null,null,15.641054396787500,null,0.3063158772183220,0.30801686256480000,0.3097178479112770,0.308,0.3038649107227710,0.3064286008767880,0.3089922910308050,-0.008209120374803130,0.38161255239927700,0.015355889799308800,-0.047622767388992500,0.2939141986686300,0.13545210863618400,-0.15118639086979200,-0.0459052133276907,0.3083639997493960,0.3069773808630930,0.3215480409289390,6.247634998832530,16.067895502105000,149.67,2022-06-08T13:59:50Z,2022-06-08T13:59:51Z,1000,2022-06-08T14:00:01Z,pm,101594,9
AAPL,2022-06-08,2022-09-16,101,160,149.45,null,28206,null,null,null,18438,null,null,null,5.78583812885739,null,null,15.782968253643900,null,0.30745849466065100,0.3083088916342890,0.3091592886079270,0.308,0.30432705746682800,0.30689074762084500,0.3094544377748620,-0.008209120374803130,0.37823425664342900,0.015355889799308800,-0.047622767388992500,0.2939141986686300,0.13545210863618400,-0.15118639086979200,-0.0459052133276907,0.3086775601134980,0.3071631227329990,0.3215480409289390,6.1640518498378300,16.204312353110300,149.45,2022-06-08T14:00:55Z,2022-06-08T14:00:56Z,1001,2022-06-08T14:01:01Z,pm,101594,9
AAPL,2022-06-08,2022-09-16,101,160,149.12,null,28206,null,null,null,18438,null,null,null,5.66120101953646,null,null,15.991901944264300,null,0.3065732423106420,0.30827422765712000,0.3099752130035970,0.308,0.3041222758150910,0.30668596596910800,0.3092496561231250,-0.008209120374803130,0.37316681300965700,0.015355889799308800,-0.047622767388992500,0.2939141986686300,0.13545210863618400,-0.15118639086979200,-0.0459052133276907,0.30865528305906200,0.3072637172770290,0.3215480409289390,6.040070673345080,16.410331176617500,149.12,2022-06-08T14:02:00Z,2022-06-08T14:02:01Z,1002,2022-06-08T14:02:02Z,pm,101594,9
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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.
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