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.
Narrow down millions of historical options.
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.
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.
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.
Delayed Data API
Perfect for getting started
$99
/ month
Limited to 1,000 requests during trial
Includes:
20,000 requests per month
Tickers
Strikes + Near EOD History
Strikes by Options + Near EOD History
Monies Implied + Near EOD History
Monies Forecast + Near EOD History
SMV Summaries + Near EOD History
Core Data + Near EOD History
Daily Price
Historical Volatility
Dividend History
Earnings History
Stock Split History
IV Rank + History
Live Data API
Best for active traders
$199
/ month
Limited to 1,000 requests during trial
Everything in Delayed Data API, plus:
100,000 requests per month
Live Data
Strikes by Expiry
Expiration Dates
Note that to access the live endpoints, you must first sign the live data agreements (available after signup).
Live Intraday API
Access to all ORATS endpoints
$399
/ month
Limited to 1,000 requests during trial
Everything in Live Data API, plus:
1,000,000 requests per month
Intraday Strikes Chain + History
Intraday Option by OPRA + History
Intraday Monies Implied + History
Intraday SMV Summaries + History
Note that to access the live endpoints, you must first sign the live data agreements (available after signup).