Here's how to get started.
- Sign up for a trial to get your User Token
- Check out the commands and JSON detail HERE
- See options chain with greeks
- Get summarized implied volatility by expiry
- Drill down: one row per stock
- 4500 symbols -- all US equity options
- Download interpolated IV, correlations, historical volatility
- Uncover ex-earnings HVs, implied earnings effects
- Get the full history back to 2007, pick one day or all
Note: If you need options chain market data many symbols, consider our snapshot feed.
Get up and going on the ORATS Data API with this Quick Start Guide.
Features of the Data
With 4500 symbols and 12 years of history, it can be a daunting task to figure out what to use. We organize the data in the following way:
- Strikes — One row per options strike with bid ask quotes from snapshot of market data 14-minutes before the close (the time we think is the latest in the day where the quotes are still of high quality, not deteriorating and widening as they do near the close).
- Moneyness — One row per expiration showing implied dividends, implied volatility skews and earnings information.
- Core — One row per stock containing a wealth of volatility, volume and important calculations.
Dive deeper into the data with this introductory and informational video.