Delayed Data API

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Get delayed options data augmented with hundreds of proprietary indicators. Current market data is delayed by 15 minutes.

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

Tickers

GEThttps://api.orats.io/datav2/tickers

Retrieves min/max available tradeDate for ORATS universe of tickers.

Optional attributes

Name
ticker
Type
string
Description
The ticker to retrieve. Ex: AAPL

GET/datav2/tickers

curl "https://api.orats.io/datav2/tickers?token=my-token"

Response

{
  "data": [
    {
      "ticker": "A",
      "min": "2007-01-03",
      "max": "2020-02-14"
    },
    {
      "ticker": "AA",
      "min": "2007-01-03",
      "max": "2020-02-14"
    },
    {
      "ticker": "AAAP",
      "min": "2017-10-12",
      "max": "2018-07-20"
    }
    ...
  ]
}

Strikes

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

Retrieves strikes data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,expirDate,strike
Name
dte
Type
string
Description
Filter by DTE range. Ex: 30,45
Name
delta
Type
string
Description
Filter by delta range. Ex: .30,.45

GET/datav2/strikes

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

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-12-23",
      "expirDate": "2019-12-27",
      "dte": 5,
      "strike": 180,
      "stockPrice": 283.8,
      "callVolume": 0,
      "callOpenInterest": 0,
      "callBidSize": 166,
      "callAskSize": 25,
      "putVolume": 1,
      "putOpenInterest": 7,
      "putBidSize": 0,
      "putAskSize": 37,
      "callBidPrice": 103.7,
      "callValue": 103.851,
      "callAskPrice": 103.9,
      "putBidPrice": 0,
      "putValue": 0,
      "putAskPrice": 0.01,
      "callBidIv": 0,
      "callMidIv": 0.837262,
      "callAskIv": 1.67452,
      "smvVol": 0.201089,
      "putBidIv": 0,
      "putMidIv": 0.723295,
      "putAskIv": 1.44659,
      "residualRate": -0.0108285,
      "delta": 1,
      "gamma": -1.29661e-14,
      "theta": -0.0130789,
      "vega": -1.93379e-11,
      "rho": 0.0192188,
      "phi": -0.0303101,
      "driftlessTheta": -3.62868e-8,
      "extSmvVol": 0.288125,
      "extCallValue": 103.741,
      "extPutValue": 0,
      "spotPrice": 283.8,
      "updatedAt": "2019-12-23T18:49:36Z"
    },
    ...
  ]
}

Strikes by OPRA

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

Retrieves current strikes data by ticker, expiry, and strike.

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/strikes/options

curl -L "https://api.orats.io/datav2/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": 21.09,
      "volume": 0,
      "openInterest": 609,
      "bidSize": 57,
      "askSize": 602,
      "bidPrice": 0.82,
      "optValue": 0.91,
      "askPrice": 1.01,
      "bidIv": 0.719702,
      "midIv": 0.775449,
      "askIv": 0.831195,
      "smvVol": 0.776,
      "residualRate": -0.00126964,
      "delta": 0.659823,
      "gamma": 0.101183,
      "theta": -0.0379109,
      "vega": 0.01705,
      "rho": 0.00596109,
      "phi": -0.00699401,
      "driftlessTheta": -0.0363416,
      "optSmvVol": 0.773272,
      "extSmvVol": 0.81083,
      "extOptValue": 0.975286,
      "spotPrice": 20.01,
      "quoteDate": "2023-02-03T20:22:48Z",
      "updatedAt": "2023-02-03T20:22:58Z",
      "expiryTod": "am"
    },
    {
      "ticker": "SPX",
      "optionSymbol": "SPXW230317C04000000",
      "tradeDate": "2023-02-03",
      "expirDate": "2023-03-17",
      "dte": 43,
      "strike": 4000,
      "optionType": "Call",
      "stockPrice": 4126.71,
      "volume": 20,
      "openInterest": 2241,
      "bidSize": 35,
      "askSize": 35,
      "bidPrice": 194.5,
      "optValue": 196.27,
      "askPrice": 197.4,
      "bidIv": 0.191887,
      "midIv": 0.194403,
      "askIv": 0.19692,
      "smvVol": 0.192,
      "residualRate": 0.00236406,
      "delta": 0.733811,
      "gamma": 0.00131768,
      "theta": -1.33656,
      "vega": 4.51142,
      "rho": 3.24908,
      "phi": -3.46435,
      "driftlessTheta": -0.995206,
      "optSmvVol": 0.194419,
      "extSmvVol": 0.199375,
      "extOptValue": 198.301,
      "spotPrice": 4128.73,
      "quoteDate": "2023-02-03T20:22:49Z",
      "updatedAt": "2023-02-03T20:23:00Z",
      "expiryTod": "pm"
    },
    {
      "ticker": "AAPL",
      "optionSymbol": "AAPL230915C00175000",
      "tradeDate": "2023-02-03",
      "expirDate": "2023-09-15",
      "dte": 225,
      "strike": 175,
      "optionType": "Call",
      "stockPrice": 155.01,
      "volume": 667,
      "openInterest": 17491,
      "bidSize": 705,
      "askSize": 287,
      "bidPrice": 6.4,
      "optValue": 6.47,
      "askPrice": 6.55,
      "bidIv": 0.251574,
      "midIv": 0.253287,
      "askIv": 0.255,
      "smvVol": 0.253,
      "residualRate": -0.00110824,
      "delta": 0.342191,
      "gamma": 0.0122149,
      "theta": -0.0295758,
      "vega": 0.439479,
      "rho": 0.284995,
      "phi": -0.322753,
      "driftlessTheta": -0.0244588,
      "optSmvVol": 0.253234,
      "extSmvVol": 0.227986,
      "extOptValue": 5.35791,
      "spotPrice": 155.01,
      "quoteDate": "2023-02-03T20:22:42Z",
      "updatedAt": "2023-02-03T20:22:54Z",
      "expiryTod": "pm"
    },
    {
      "ticker": "AMZN",
      "stockPrice": 103.56,
      "bid": 103.56,
      "ask": 103.57,
      "bidSize": 1,
      "askSize": 4,
      "volume": 116242000,
      "quoteDate": "2023-02-03T20:23:52Z",
      "updatedAt": "2023-02-03T20:24:04Z"
    },
    {
      "ticker": "IBM",
      "stockPrice": 136.38,
      "bid": 136.37,
      "ask": 136.39,
      "bidSize": 2,
      "askSize": 2,
      "volume": 2379740,
      "quoteDate": "2023-02-03T20:23:56Z",
      "updatedAt": "2023-02-03T20:24:04Z"
    },
    {
      "ticker": "MSFT",
      "stockPrice": 258.15,
      "bid": 258.14,
      "ask": 258.16,
      "bidSize": 3,
      "askSize": 2,
      "volume": 19871700,
      "quoteDate": "2023-02-03T20:23:49Z",
      "updatedAt": "2023-02-03T20:24:04Z"
    }
  ]
}

Implied Monies

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

Retrieves monthly implied monies data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,expirDate,calVol

GET/datav2/monies/implied

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

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "expirDate": "2024-06-21",
      "stockPrice": 176.78,
      "riskFreeRate": 0.0538,
      "yieldRate": 0.00644419,
      "residualYieldRate": -0.00429695,
      "residualRateSlp": 0.00184204,
      "residualR2": 0.0005349,
      "confidence": 0.990404,
      "mwVol": 0.00208507,
      "vol100": 0.481632,
      "vol95": 0.372538,
      "vol90": 0.313805,
      "vol85": 0.284469,
      "vol80": 0.269292,
      "vol75": 0.258977,
      "vol70": 0.251434,
      "vol65": 0.244439,
      "vol60": 0.23873,
      "vol55": 0.234208,
      "vol50": 0.228685,
      "vol45": 0.22303,
      "vol40": 0.218509,
      "vol35": 0.214635,
      "vol30": 0.210679,
      "vol25": 0.206676,
      "vol20": 0.203116,
      "vol15": 0.200003,
      "vol10": 0.199472,
      "vol5": 0.204106,
      "vol0": 0.220554,
      "typeFlag": 0,
      "atmiv": 0.228074,
      "slope": 4.50145,
      "deriv": 0.0949864,
      "fit": 0.0000128897,
      "spotPrice": 176.78,
      "calVol": 0.224091,
      "unadjVol": 0.219517,
      "earnEffect": 0.004575,
      "quoteDate": "2023-11-03T19:59:44Z",
      "updatedAt": "2023-11-03T19:59:57Z",
      "snapShotEstTime": "1600",
      "snapShotDate": "2023-11-03T20:00:00Z",
      "expiryTod": "pm"
    },
    ...
  ]
}

Forecast Monies

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

Retrieves monthly forecast monies data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,expirDate,vol50

GET/datav2/monies/forecast

curl -L "https://api.orats.io/datav2/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": "2023-11-03T19:59:57Z",
      "snapShotEstTime": "1600",
      "snapShotDate": "2023-11-03T20:00:00Z",
      "expiryTod": "pm"
    },
    ...
  ]
}

Summaries

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

Retrieves SMV summary data.

Optional attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA
Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,exErnIv30d,impliedEarningsMove

GET/datav2/summaries

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

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "stockPrice": 176.78,
      "annActDiv": 0.982574,
      "annIdiv": 0.287519,
      "borrow30": 0.0537541,
      "borrow2y": 0.04751,
      "confidence": 0.710872,
      "exErnIv10d": 0.195644,
      "exErnIv20d": 0.188896,
      "exErnIv30d": 0.185834,
      "exErnIv60d": 0.192219,
      "exErnIv90d": 0.20357,
      "exErnIv6m": 0.217763,
      "exErnIv1y": 0.228013,
      "ieeEarnEffect": 1.85201,
      "impliedMove": 0.028577,
      "impliedNextDiv": 0.200508,
      "iv10d": 0.195644,
      "iv20d": 0.188896,
      "iv30d": 0.185834,
      "iv60d": 0.192219,
      "iv90d": 0.205658,
      "iv6m": 0.221108,
      "iv1y": 0.233177,
      "mwAdj30": 0.002342,
      "mwAdj2y": 0.004672,
      "nextDiv": 0.24,
      "rDrv30": 0.077746,
      "rDrv2y": 0.096629,
      "rSlp30": 3.91465,
      "rSlp2y": 4.49114,
      "rVol30": 0.183112,
      "rVol2y": 0.248168,
      "rip": 1.84319,
      "riskFree30": 0.055331,
      "riskFree2y": 0.052577,
      "skewing": -0.18824,
      "contango": -0.018600000475998968,
      "totalErrorConf": 0.000128,
      "dlt5Iv10d": 0.206691,
      "dlt5Iv20d": 0.202587,
      "dlt5Iv30d": 0.189626,
      "dlt5Iv60d": 0.180344,
      "dlt5Iv90d": 0.189285,
      "dlt5Iv6m": 0.196934,
      "dlt5Iv1y": 0.206532,
      "exErnDlt5Iv10d": 0.206691,
      "exErnDlt5Iv20d": 0.202587,
      "exErnDlt5Iv30d": 0.189626,
      "exErnDlt5Iv60d": 0.180344,
      "exErnDlt5Iv90d": 0.187198,
      "exErnDlt5Iv6m": 0.193588,
      "exErnDlt5Iv1y": 0.201367,
      "dlt25Iv10d": 0.189584,
      "dlt25Iv20d": 0.175341,
      "dlt25Iv30d": 0.173086,
      "dlt25Iv60d": 0.180378,
      "dlt25Iv90d": 0.187436,
      "dlt25Iv6m": 0.200198,
      "dlt25Iv1y": 0.211505,
      "exErnDlt25Iv10d": 0.189584,
      "exErnDlt25Iv20d": 0.175341,
      "exErnDlt25Iv30d": 0.173086,
      "exErnDlt25Iv60d": 0.180378,
      "exErnDlt25Iv90d": 0.185349,
      "exErnDlt25Iv6m": 0.196852,
      "exErnDlt25Iv1y": 0.206341,
      "dlt75Iv10d": 0.22289,
      "dlt75Iv20d": 0.212007,
      "dlt75Iv30d": 0.209122,
      "dlt75Iv60d": 0.219619,
      "dlt75Iv90d": 0.23408,
      "dlt75Iv6m": 0.251754,
      "dlt75Iv1y": 0.266157,
      "exErnDlt75Iv10d": 0.22289,
      "exErnDlt75Iv20d": 0.212007,
      "exErnDlt75Iv30d": 0.209122,
      "exErnDlt75Iv60d": 0.219619,
      "exErnDlt75Iv90d": 0.231993,
      "exErnDlt75Iv6m": 0.248408,
      "exErnDlt75Iv1y": 0.260993,
      "dlt95Iv10d": 0.350401,
      "dlt95Iv20d": 0.331203,
      "dlt95Iv30d": 0.329991,
      "dlt95Iv60d": 0.316906,
      "dlt95Iv90d": 0.329715,
      "dlt95Iv6m": 0.353314,
      "dlt95Iv1y": 0.353414,
      "exErnDlt95Iv10d": 0.350401,
      "exErnDlt95Iv20d": 0.331203,
      "exErnDlt95Iv30d": 0.329991,
      "exErnDlt95Iv60d": 0.316906,
      "exErnDlt95Iv90d": 0.327628,
      "exErnDlt95Iv6m": 0.349969,
      "exErnDlt95Iv1y": 0.34825,
      "fwd30_20": 0.179554,
      "fwd60_30": 0.198399,
      "fwd90_30": 0.214885,
      "fwd90_60": 0.230193,
      "fwd180_90": 0.235547,
      "fexErn30_20": 0.179554,
      "fexErn60_30": 0.198399,
      "fexErn90_30": 0.211882,
      "fexErn90_60": 0.224557,
      "fexErn180_90": 0.231085,
      "ffwd30_20": 0.17336,
      "ffwd60_30": 0.208361,
      "ffwd90_30": 0.233676,
      "ffwd90_60": 0.267796,
      "ffwd180_90": 0.260775,
      "ffexErn30_20": 0.17336,
      "ffexErn60_30": 0.208361,
      "ffexErn90_30": 0.228623,
      "ffexErn90_60": 0.2563,
      "ffexErn180_90": 0.25421,
      "fbfwd30_20": 0.965506,
      "fbfwd60_30": 1.05021,
      "fbfwd90_30": 1.08745,
      "fbfwd90_60": 1.16336,
      "fbfwd180_90": 1.1071,
      "fbfexErn30_20": 0.965506,
      "fbfexErn60_30": 1.05021,
      "fbfexErn90_30": 1.07901,
      "fbfexErn90_60": 1.14136,
      "fbfexErn180_90": 1.10007,
      "impliedEarningsMove": 0.036148,
      "quoteDate": "2023-11-03T19:59:44Z",
      "updatedAt": "2023-11-03T19:59:57Z",
      "snapShotEstTime": "1600",
      "snapShotDate": "2023-11-03T20:00:00Z"
    }
  ]
}

Core Data

GEThttps://api.orats.io/datav2/cores

Retrieves core data.

Optional attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA
Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,slope,contango

GET/datav2/cores

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

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "assetType": 3,
      "priorCls": 177.57,
      "pxAtmIv": 176.78,
      "mktCap": 2797004,
      "cVolu": 1017362,
      "cOi": 3728326,
      "pVolu": 832833,
      "pOi": 3573850,
      "orFcst20d": 22.104,
      "orIvFcst20d": 21.456,
      "orFcstInf": 19.73,
      "orIvXern20d": 18.31,
      "orIvXernInf": 24.82,
      "iv200Ma": 23.75,
      "atmIvM1": 19.465,
      "atmFitIvM1": 18.364,
      "atmFcstIvM1": 22.104,
      "dtExM1": 15,
      "atmIvM2": 18.958,
      "atmFitIvM2": 18.314,
      "atmFcstIvM2": 21.646,
      "dtExM2": 43,
      "atmIvM3": 19.562,
      "atmFitIvM3": 19.875,
      "atmFcstIvM3": 21.152,
      "dtExM3": 78,
      "atmIvM4": 21.805,
      "atmFitIvM4": 21.044,
      "atmFcstIvM4": 21.236,
      "dtExM4": 106,
      "iRate5wk": 5.53,
      "iRateLt": 5.26,
      "px1kGam": 2837.09,
      "volOfVol": 0.8586,
      "volOfIvol": 0.0325,
      "slope": 3.914655,
      "slopeInf": 4.49114,
      "slopeFcst": 3.93708,
      "slopeFcstInf": 4.47763,
      "deriv": 0.0777,
      "derivInf": 0.0966,
      "derivFcst": 0.0469,
      "derivFcstInf": 0.0852,
      "mktWidthVol": 0.234,
      "mktWidthVolInf": 0.467,
      "cAddPrem": 0,
      "pAddPrem": 0,
      "rip": 1.84319,
      "ivEarnReturn": 0,
      "fcstR2": 0.3304,
      "fcstR2Imp": 0.0874,
      "hiHedge": 0,
      "loHedge": 0,
      "stkVolu": 70672979,
      "avgOptVolu20d": 751195.75,
      "sector": "XLK Electronic Computer Manufacturing42941",
      "orHv1d": 23.2,
      "orHv5d": 20.82,
      "orHv10d": 22.85,
      "orHv20d": 20.82,
      "orHv60d": 21.92,
      "orHv90d": 21.23,
      "orHv120d": 20.26,
      "orHv252d": 25.27,
      "orHv500d": 30.01,
      "orHv1000d": 32.57,
      "clsHv5d": 10.54,
      "clsHv10d": 22.43,
      "clsHv20d": 18.21,
      "clsHv60d": 20.67,
      "clsHv90d": 20.42,
      "clsHv120d": 19.11,
      "clsHv252d": 23.61,
      "clsHv500d": 29.21,
      "clsHv1000d": 33.12,
      "iv20d": 18.89,
      "iv30d": 18.58,
      "iv60d": 19.22,
      "iv90d": 20.57,
      "iv6m": 22.11,
      "clsPx1w": 168.22,
      "stkPxChng1wk": 5.09,
      "clsPx1m": 173.66,
      "stkPxChng1m": 1.8,
      "clsPx6m": 173.0965,
      "stkPxChng6m": 2.13,
      "clsPx1y": 137.8866,
      "stkPxChng1y": 28.21,
      "divFreq": 91,
      "divYield": 0.6,
      "divGrwth": 0,
      "divDate": "2023-11-09",
      "divAmt": 0.24,
      "nextErn": "0000-00-00",
      "nextErnTod": 1630,
      "lastErn": "2023-08-03",
      "lastErnTod": 3,
      "absAvgErnMv": 3.8015,
      "impliedIee": 1.852,
      "daysToNextErn": 0,
      "tkOver": 0,
      "etfIncl": "",
      "bestEtf": "XLK",
      "sectorName": "Technology Hardware & Equipment",
      "correlSpy1m": 0.86,
      "correlSpy1y": -0.07,
      "correlEtf1m": 0.89,
      "correlEtf1y": 0.34,
      "beta1m": 0.94,
      "beta1y": 1.28,
      "ivPctile1m": 45,
      "ivPctile1y": 42,
      "ivPctileSpy": 78,
      "ivPctileEtf": 85,
      "ivStdvMean": -0.08,
      "ivStdv1y": 12.98,
      "ivSpyRatio": 1.56,
      "ivSpyRatioAvg1m": 1.36,
      "ivSpyRatioAvg1y": 1.26,
      "ivSpyRatioStdv1y": 0.82,
      "ivEtfRatio": 1.16,
      "ivEtfRatioAvg1m": 1.01,
      "ivEtfRatioAvg1y": 1,
      "ivEtFratioStdv1y": 5.57,
      "ivHvXernRatio": 1.03,
      "ivHvXernRatio1m": 1.05,
      "ivHvXernRatio1y": 0.96,
      "ivHvXernRatioStdv1y": 2.86,
      "etfIvHvXernRatio": 1.17,
      "etfIvHvXernRatio1m": 0.99,
      "etfIvHvXernRatio1y": 1,
      "etfIvHvXernRatioStdv1y": 0.08,
      "slopepctile": 70.63,
      "slopeavg1m": 4.15,
      "slopeavg1y": 3.53,
      "slopeStdv1y": 0.8,
      "etfSlopeRatio": 0.88,
      "etfSlopeRatioAvg1m": 0.92,
      "etfSlopeRatioAvg1y": 0.78,
      "etfSlopeRatioAvgStdv1y": 0.18,
      "impliedR2": 0.2473,
      "contango": -0.02,
      "nextDiv": 0.24,
      "impliedNextDiv": 0.2005,
      "annActDiv": 0.9826,
      "annIdiv": 0.2875,
      "borrow30": 5.3754,
      "borrow2yr": 4.751,
      "error": 0.0128,
      "confidence": 71.0872,
      "pxCls": 177.57,
      "wksNextErn": 12,
      "ernMnth": 2,
      "oi": 7302176,
      "straPxM1": 0.73,
      "straPxM2": 3.93,
      "smoothStraPxM1": 0.72,
      "smoothStrPxM2": 3.89,
      "fcstStraPxM1": 0.72,
      "fcstStraPxM2": 4.27,
      "loStrikeM1": 177.5,
      "hiStrikeM1": 177.5,
      "loStrikeM2": 177.5,
      "hiStrikeM2": 177.5,
      "ernDate1": "8/3/2023",
      "ernDate2": "5/4/2023",
      "ernDate3": "2/2/2023",
      "ernDate4": "10/27/2022",
      "ernDate5": "7/28/2022",
      "ernDate6": "4/28/2022",
      "ernDate7": "1/27/2022",
      "ernDate8": "10/28/2021",
      "ernDate9": "7/27/2021",
      "ernDate10": "4/28/2021",
      "ernDate11": "1/27/2021",
      "ernDate12": "10/29/2020",
      "ernMv1": -4.802,
      "ernMv2": 4.6927,
      "ernMv3": 2.44,
      "ernMv4": 7.5552,
      "ernMv5": 3.2793,
      "ernMv6": -3.6605,
      "ernMv7": 6.9777,
      "ernMv8": -1.8156,
      "ernMv9": -1.2196,
      "ernMv10": -0.0748,
      "ernMv11": -3.4985,
      "ernMv12": -5.6018,
      "ernStraPct1": 3.5538,
      "ernStraPct2": 4.0539,
      "ernStraPct3": 4.0071,
      "ernStraPct4": 4.6755,
      "ernStraPct5": 3.8751,
      "ernStraPct6": 5.5266,
      "ernStraPct7": 4.7299,
      "ernStraPct8": 3.0612,
      "ernStraPct9": 4.0046,
      "ernStraPct10": 3.9117,
      "ernStraPct11": 6.7393,
      "ernStraPct12": 5.3071,
      "ernEffct1": 1.8555,
      "ernEffct2": 1.5834,
      "ernEffct3": 1.9683,
      "ernEffct4": 2.1944,
      "ernEffct5": 1.2184,
      "ernEffct6": 1.8229,
      "ernEffct7": 1.8325,
      "ernEffct8": 1.5029,
      "ernEffct9": 1.3024,
      "ernEffct10": 1.0663,
      "ernEffct11": 0.9568,
      "ernEffct12": 1.5103,
      "orHvXern5d": 20.18,
      "orHvXern10d": 22.81,
      "orHvXern20d": 20.69,
      "orHvXern60d": 21.9,
      "orHvXern90d": 20.6,
      "orHvXern120d": 19.75,
      "orHvXern252d": 24.66,
      "orHvXern500d": 29.15,
      "orHvXern1000d": 31.99,
      "clsHvXern5d": 9.27,
      "clsHvXern10d": 21.02,
      "clsHvXern20d": 17.14,
      "clsHvXern60d": 20.4,
      "clsHvXern90d": 18.74,
      "clsHvXern120d": 17.72,
      "clsHvXern252d": 22.4,
      "clsHvXern500d": 27.58,
      "clsHvXern1000d": 31.96,
      "iv10d": 19.56,
      "iv1yr": 23.32,
      "fcstSlope": 3.9371,
      "fcstErnEffct": 1.5678,
      "ernMvStdv": 2.1593,
      "impliedEe": 1.852,
      "impErnMv": 2.86,
      "impMth2ErnMv": 2.86,
      "fairVol90d": 21.8055,
      "fairXieeVol90d": 21.0445,
      "fairMth2XieeVol90d": 18.3159,
      "impErnMv90d": 0.47,
      "impErnMvMth290d": 0.38,
      "exErnIv10d": 19.56,
      "exErnIv20d": 18.89,
      "exErnIv30d": 18.58,
      "exErnIv60d": 19.22,
      "exErnIv90d": 20.36,
      "exErnIv6m": 21.78,
      "exErnIv1yr": 22.8,
      "dlt5Iv10d": 20.67,
      "dlt5Iv20d": 20.26,
      "dlt5Iv30d": 18.96,
      "dlt5Iv60d": 18.03,
      "dlt5Iv90d": 18.93,
      "dlt5Iv6m": 19.69,
      "dlt5Iv1y": 20.65,
      "exErnDlt5Iv10d": 20.67,
      "exErnDlt5Iv20d": 20.26,
      "exErnDlt5Iv30d": 18.96,
      "exErnDlt5Iv60d": 18.03,
      "exErnDlt5Iv90d": 18.72,
      "exErnDlt5Iv6m": 19.36,
      "exErnDlt5Iv1y": 20.14,
      "dlt25Iv10d": 18.96,
      "dlt25Iv20d": 17.53,
      "dlt25Iv30d": 17.31,
      "dlt25Iv60d": 18.04,
      "dlt25Iv90d": 18.74,
      "dlt25Iv6m": 20.02,
      "dlt25Iv1y": 21.15,
      "exErnDlt25Iv10d": 18.96,
      "exErnDlt25Iv20d": 17.53,
      "exErnDlt25Iv30d": 17.31,
      "exErnDlt25Iv60d": 18.04,
      "exErnDlt25Iv90d": 18.53,
      "exErnDlt25Iv6m": 19.69,
      "exErnDlt25Iv1y": 20.63,
      "dlt75Iv10d": 22.29,
      "dlt75Iv20d": 21.2,
      "dlt75Iv30d": 20.91,
      "dlt75Iv60d": 21.96,
      "dlt75Iv90d": 23.41,
      "dlt75Iv6m": 25.18,
      "dlt75Iv1y": 26.62,
      "exErnDlt75Iv10d": 22.29,
      "exErnDlt75Iv20d": 21.2,
      "exErnDlt75Iv30d": 20.91,
      "exErnDlt75Iv60d": 21.96,
      "exErnDlt75Iv90d": 23.2,
      "exErnDlt75Iv6m": 24.84,
      "exErnDlt75Iv1y": 26.1,
      "dlt95Iv10d": 35.04,
      "dlt95Iv20d": 33.12,
      "dlt95Iv30d": 33,
      "dlt95Iv60d": 31.69,
      "dlt95Iv90d": 32.97,
      "dlt95Iv6m": 35.33,
      "dlt95Iv1y": 35.34,
      "exErnDlt95Iv10d": 35.04,
      "exErnDlt95Iv20d": 33.12,
      "exErnDlt95Iv30d": 33,
      "exErnDlt95Iv60d": 31.69,
      "exErnDlt95Iv90d": 32.76,
      "exErnDlt95Iv6m": 34.83,
      "exErnDlt95Iv1y": 34.83,
      "fwd30_20": 17.96,
      "fwd60_30": 19.84,
      "fwd90_60": 23.02,
      "fwd180_90": 23.55,
      "fwd90_30": 21.49,
      "fexErn30_20": 17.96,
      "fexErn60_30": 19.84,
      "fexErn90_60": 22.46,
      "fexErn180_90": 23.11,
      "fexErn90_30": 21.19,
      "ffwd30_20": 17.34,
      "ffwd60_30": 20.84,
      "ffwd90_60": 26.78,
      "ffwd180_90": 26.08,
      "ffwd90_30": 23.37,
      "ffexErn30_20": 17.34,
      "ffexErn60_30": 20.84,
      "ffexErn90_60": 25.63,
      "ffexErn180_90": 25.42,
      "ffexErn90_30": 22.86,
      "fbfwd30_20": 0.965506,
      "fbfwd60_30": 1.05021,
      "fbfwd90_60": 1.16336,
      "fbfwd180_90": 1.1071,
      "fbfwd90_30": 1.08745,
      "fbfexErn30_20": 0.965506,
      "fbfexErn60_30": 1.05021,
      "fbfexErn90_60": 1.14136,
      "fbfexErn180_90": 1.10007,
      "fbfexErn90_30": 1.07901,
      "impliedEarningsMove": 3.61,
      "updatedAt": "2023-11-03 20:55:07"
    }
  ]
}

IV Rank

GEThttps://api.orats.io/datav2/ivrank

Retrieves current IV rank data.

Optional attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA
Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,ivRank1m

GET/datav2/ivrank

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

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "iv": 18.311,
      "ivRank1m": 0,
      "ivPct1m": 0,
      "ivRank1y": 17.49,
      "ivPct1y": 12.75,
      "updatedAt": "2023-11-03T20:55:02Z"
    }
  ]
}