# Historical Data API Get historical end-of-day options data back to 2007 augmented with hundreds of proprietary indicators. Base URL: `https://api.orats.io/datav2` --- ## Strikes History `GET https://api.orats.io/datav2/hist/strikes` Retrieves end of day strikes data. ### Required attributes - `ticker` (string): The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA - `tradeDate` (string): The trade date to retrieve ### Optional attributes - `fields` (string): The fields to retrieve. Ex: tradeDate,expirDate,strike - `dte` (string): Filter by DTE range. Ex: 30,45 - `delta` (string): Filter by delta range. Ex: .30,.45 **cURL** ```bash curl -L "https://api.orats.io/datav2/hist/strikes?token=my-token&ticker=AAPL&tradeDate=2017-08-28" ``` **Response** ```json { "data": [ { "ticker": "AAPL", "tradeDate": "2017-08-28", "expirDate": "2017-09-01", "dte": 5, "strike": 95, "stockPrice": 161.3827, "callVolume": 1, "callOpenInterest": 0, "callBidSize": 30, "callAskSize": 2, "putVolume": 1, "putOpenInterest": 1, "putBidSize": 0, "putAskSize": 16, "callBidPrice": 66.35, "callValue": 66.41551094836527, "callAskPrice": 66.45, "putBidPrice": 0, "putValue": 0, "putAskPrice": 0.01, "callBidIv": 0, "callMidIv": 1.9435290391604259, "callAskIv": 1.9435290391604259, "smvVol": 0.29255660522135446, "putBidIv": 0, "putMidIv": 1.7233550807894313, "putAskIv": 1.7233550807894313, "residualRate": -0.0215447947190231, "delta": 1.0000000000000133, "gamma": 4.021433382502273e-14, "theta": -0.008181463093526515, "vega": 2.420462435939163e-13, "rho": 0.010432658772747985, "phi": -0.017728751942058807, "driftlessTheta": -2.8188520395807645e-8, "extSmvVol": 0.30678671652162315, "extCallValue": 66.41551094836588, "extPutValue": 0, "spotPrice": 161.3827, "updatedAt": "2017-08-28T19:46:00Z" }, ... ] } ``` --- ## Strikes History by OPRA `GET https://api.orats.io/datav2/hist/strikes/options` Retrieves end of day strikes history data by ticker, tradeDate, expiry, and strike. ### Required attributes - `ticker` (string): The ticker to retrieve. Ex: AAPL - `expirDate` (string): The expire date to retrieve. Ex: 2022-01-21 - `strike` (string): The strike price to retrieve. Ex: 280 ### Optional attributes - `tradeDate` (string): The trade date to retrieve. Ex: 2019-12-20 **cURL** ```bash curl -L "https://api.orats.io/datav2/hist/strikes/options?token=my-token&ticker=AAPL&expirDate=2022-01-21&strike=280" ``` **Response** ```json { "data": [ { "ticker": "AAPL", "tradeDate": "2019-09-16", "expirDate": "2022-01-21", "dte": 859, "strike": 280, "stockPrice": 219.89, "callVolume": 0, "callOpenInterest": 0, "callBidSize": 520, "callAskSize": 459, "putVolume": 0, "putOpenInterest": 0, "putBidSize": 290, "putAskSize": 305, "callBidPrice": 13.15, "callValue": 15.51, "callAskPrice": 17.7, "putBidPrice": 69.5, "putValue": 71.92, "putAskPrice": 74, "callBidIv": 0.231313, "callMidIv": 0.250226, "callAskIv": 0.269139, "smvVol": 0.251085, "putBidIv": 0.230121, "putMidIv": 0.2494, "putAskIv": 0.268678, "residualRate": -0.002482, "delta": 0.33319, "gamma": 0.00423848, "theta": -0.0179752, "vega": 1.19013, "rho": 1.29789, "phi": -1.62317, "driftlessTheta": -0.017109, "extSmvVol": 0.251497, "extCallValue": 15.5592, "extPutValue": 71.9679, "spotPrice": 219.89, "updatedAt": "2019-09-22T12:25:43Z" }, ... ] } ``` --- ## Implied Monies History `GET https://api.orats.io/datav2/hist/monies/implied` Retrieves end of day monthly implied monies history data. ### Required attributes - `ticker` (string): The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA - `tradeDate` (string): The trade date to retrieve ### Optional attributes - `fields` (string): The fields to retrieve. Ex: tradeDate,expirDate,calVol **cURL** ```bash curl -L "https://api.orats.io/datav2/hist/monies/implied?token=my-token&ticker=AAPL&tradeDate=2019-11-29" ``` **Response** ```json { "data": [ { "ticker": "AAPL", "tradeDate": "2019-11-29", "expirDate": "2020-07-17", "stockPrice": 267.65, "riskFreeRate": 0.016, "yieldRate": 0.00930403, "residualYieldRate": -0.00262572, "residualRateSlp": -0.00086345, "residualR2": 0.00001021, "confidence": 0.98959948, "mwVol": 0.00301035, "vol100": 0.412641, "vol95": 0.351561, "vol90": 0.31641, "vol85": 0.291727, "vol80": 0.273611, "vol75": 0.260189, "vol70": 0.250415, "vol65": 0.243444, "vol60": 0.23873, "vol55": 0.23582, "vol50": 0.234329, "vol45": 0.233909, "vol40": 0.234226, "vol35": 0.23494, "vol30": 0.235676, "vol25": 0.236002, "vol20": 0.235339, "vol15": 0.232937, "vol10": 0.227614, "vol5": 0.217252, "vol0": 0.207645, "typeFlag": 0, "atmiv": 0.242681, "slope": 3.0936925598, "deriv": 0.0754675374, "fit": 0.0000239965, "spotPrice": 267.65, "calVol": 0.24326, "unadjVol": 0.217315, "earnEffect": 0.025945, "quoteDate": "2019-11-29T17:46:01Z", "updatedAt": "2019-11-29T17:46:01Z" }, ... ] } ``` --- ## Forecast Monies History `GET https://api.orats.io/datav2/hist/monies/forecast` Retrieves end of day monthly forecast monies history data. ### Required attributes - `ticker` (string): The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA - `tradeDate` (string): The trade date to retrieve ### Optional attributes - `fields` (string): The fields to retrieve. Ex: tradeDate,expirDate,calVol **cURL** ```bash curl -L "https://api.orats.io/datav2/hist/monies/forecast?token=my-token&ticker=AAPL&tradeDate=2019-11-29" ``` **Response** ```json { "data": [ { "ticker": "AAPL", "tradeDate": "2019-11-29", "expirDate": "2020-04-17", "stockPrice": 267.65, "riskFreeRate": 0.0163, "vol100": 0.371587, "vol95": 0.327694, "vol90": 0.30461, "vol85": 0.288032, "vol80": 0.272282, "vol75": 0.264817, "vol70": 0.258009, "vol65": 0.251857, "vol60": 0.246363, "vol55": 0.241525, "vol50": 0.237343, "vol45": 0.233819, "vol40": 0.230951, "vol35": 0.22874, "vol30": 0.227186, "vol25": 0.226289, "vol20": 0.226048, "vol15": 0.226464, "vol10": 0.227537, "vol5": 0.229267, "vol0": 0.231653, "quoteDate": "2019-11-29T17:46:01Z", "updatedAt": "2019-11-29T17:46:01Z" }, ... ] } ``` --- ## Summaries History `GET https://api.orats.io/datav2/hist/summaries` Retrieves end of day SMV summary history data. ### Required attributes - `ticker` (string): The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Optional if tradeDate is set. Ex: AAPL,TSLA - `tradeDate` (string): The trade date to retrieve. Optional if ticker is set. Ex: 2019-11-29 ### Optional attributes - `fields` (string): The fields to retrieve. Ex: tradeDate,exErnIv30d,impliedEarningsMove **cURL** ```bash curl -L "https://api.orats.io/datav2/hist/summaries?token=my-token&ticker=AAPL&tradeDate=2019-11-29" ``` **Response** ```json { "data": [ { "ticker": "AAPL", "tradeDate": "2019-11-29", "stockPrice": 267.65, "annActDiv": 3.18088, "annIdiv": 2.16866, "borrow30": 0.0130476, "borrow2y": 0.0130526, "confidence": 0.982672, "exErnIv10d": 0.17302, "exErnIv20d": 0.191041, "exErnIv30d": 0.189777, "exErnIv60d": 0.203197, "exErnIv90d": 0.207576, "exErnIv6m": 0.225346, "exErnIv1y": 0.219686, "ieeEarnEffect": 3.90671, "impliedMove": 0.0699168, "impliedNextDiv": 0.469247, "iv10d": 0.17302, "iv20d": 0.191041, "iv30d": 0.189777, "iv60d": 0.213359, "iv90d": 0.23856, "iv6m": 0.251482, "iv1y": 0.250053, "mwAdj30": 0.00263453, "mwAdj2y": 0.0058333, "nextDiv": 0.77, "rDrv30": 0.140255, "rDrv2y": 0.0797137, "rSlp30": 3.0127, "rSlp2y": 3.21896, "rVol30": 0.198798, "rVol2y": 0.231888, "rip": 3.16261, "riskFree30": 0.0160534, "riskFree2y": 0.0161099, "skewing": 0.00991347, "contango": 0.5484344903379679, "totalErrorConf": 0.0000520262, "dlt5Iv10d": 0.179133, "dlt5Iv20d": 0.191745, "dlt5Iv30d": 0.191127, "dlt5Iv60d": 0.210039, "dlt5Iv90d": 0.227116, "dlt5Iv6m": 0.219043, "dlt5Iv1y": 0.22659, "exErnDlt5Iv10d": 0.179133, "exErnDlt5Iv20d": 0.191745, "exErnDlt5Iv30d": 0.191127, "exErnDlt5Iv60d": 0.199877, "exErnDlt5Iv90d": 0.196132, "exErnDlt5Iv6m": 0.192907, "exErnDlt5Iv1y": 0.196222, "dlt25Iv10d": 0.170224, "dlt25Iv20d": 0.185283, "dlt25Iv30d": 0.183904, "dlt25Iv60d": 0.204507, "dlt25Iv90d": 0.225666, "dlt25Iv6m": 0.241827, "dlt25Iv1y": 0.237379, "exErnDlt25Iv10d": 0.170224, "exErnDlt25Iv20d": 0.185283, "exErnDlt25Iv30d": 0.183904, "exErnDlt25Iv60d": 0.194345, "exErnDlt25Iv90d": 0.194682, "exErnDlt25Iv6m": 0.215691, "exErnDlt25Iv1y": 0.207012, "dlt75Iv10d": 0.191296, "dlt75Iv20d": 0.212173, "dlt75Iv30d": 0.212207, "dlt75Iv60d": 0.239729, "dlt75Iv90d": 0.267796, "dlt75Iv6m": 0.265297, "dlt75Iv1y": 0.27136, "exErnDlt75Iv10d": 0.191296, "exErnDlt75Iv20d": 0.212173, "exErnDlt75Iv30d": 0.212207, "exErnDlt75Iv60d": 0.229566, "exErnDlt75Iv90d": 0.236812, "exErnDlt75Iv6m": 0.239162, "exErnDlt75Iv1y": 0.240992, "dlt95Iv10d": 0.217063, "dlt95Iv20d": 0.240149, "dlt95Iv30d": 0.242073, "dlt95Iv60d": 0.273438, "dlt95Iv90d": 0.302951, "dlt95Iv6m": 0.323779, "dlt95Iv1y": 0.349745, "exErnDlt95Iv10d": 0.217063, "exErnDlt95Iv20d": 0.240149, "exErnDlt95Iv30d": 0.242073, "exErnDlt95Iv60d": 0.263275, "exErnDlt95Iv90d": 0.271967, "exErnDlt95Iv6m": 0.297644, "exErnDlt95Iv1y": 0.319377, "fwd30_20": 0.187224, "fwd60_30": 0.234582, "fwd90_60": 0.282292, "fwd180_90": 0.263771, "fwd90_30": 0.259536, "fexErn30_20": 0.187224, "fexErn60_30": 0.215783, "fexErn90_60": 0.21607, "fexErn180_90": 0.241813, "fexErn90_30": 0.215927, "ffwd30_20": 0.184873, "ffwd60_30": 0.270233, "ffwd90_60": 0.351662, "ffwd180_90": 0.283423, "ffwd90_30": 0.305744, "ffexErn30_20": 0.184873, "ffexErn60_30": 0.235405, "ffexErn90_60": 0.227656, "ffexErn180_90": 0.26926, "ffexErn90_30": 0.232192, "fbfwd30_20": 0.987445, "fbfwd60_30": 1.15198, "fbfwd90_60": 1.24574, "fbfwd180_90": 1.0745, "fbfwd90_30": 1.17804, "fbfexErn30_20": 0.987445, "fbfexErn60_30": 1.09093, "fbfexErn90_60": 1.05362, "fbfexErn180_90": 1.11351, "fbfexErn90_30": 1.07533, "impliedEarningsMove": 0.0440891, "updatedAt": "2019-11-29T17:46:01Z" } ] } ``` --- ## Core Data History `GET https://api.orats.io/datav2/hist/cores` Retrieves end of day core history data. ### Required attributes - `ticker` (string): The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Optional if tradeDate is set. Ex: AAPL,TSLA - `tradeDate` (string): The trade date to retrieve. Optional if ticker is set. Ex: 2019-11-29 ### Optional attributes - `fields` (string): The fields to retrieve. Ex: tradeDate,slope,contango **cURL** ```bash curl -L "https://api.orats.io/datav2/hist/cores?token=my-token&ticker=AAPL&tradeDate=2019-11-29" ``` **Response** ```json { "data": [ { "ticker": "AAPL", "tradeDate": "2019-11-29", "assetType": 3, "priorCls": 267.84, "pxAtmIv": 267.65, "mktCap": 1189240, "cVolu": 164999, "cOi": 1831571, "pVolu": 94247, "pOi": 2030053, "orFcst20d": 17.427, "orIvFcst20d": 19.2787, "orFcstInf": 28.97, "orIvXern20d": 19.88, "orIvXernInf": 23.19, "iv200Ma": 22.68, "atmIvM1": 19.4298, "atmFitIvM1": 18.7732, "atmFcstIvM1": 17.6772, "dtExM1": 22, "atmIvM2": 20.1687, "atmFitIvM2": 20.0496, "atmFcstIvM2": 20.2257, "dtExM2": 50, "atmIvM3": 23.8843, "atmFitIvM3": 24.0163, "atmFcstIvM3": 22.6817, "dtExM3": 85, "atmIvM4": 23.7352, "atmFitIvM4": 23.6142, "atmFcstIvM4": 23.3022, "dtExM4": 113, "iRate5wk": 1.61, "iRateLt": 1.61, "px1kGam": 5625.28, "volOfVol": 0.0623, "volOfIvol": 0.0511, "slope": 3.0127, "slopeInf": 3.21896, "slopeFcst": 3.23128, "slopeFcstInf": 3.32071, "deriv": 0.1403, "derivInf": 0.0797, "derivFcst": 0.1363, "derivFcstInf": 0.0858, "mktWidthVol": 0.26345, "mktWidthVolInf": 0.58333, "cAddPrem": 0, "pAddPrem": 0, "rip": 3.16261, "ivEarnReturn": 0, "fcstR2": 0.3736, "fcstR2Imp": 0.2809, "hiHedge": 0, "loHedge": 0, "stkVolu": 23960324, "avgOptVolu20d": 513798.5, "sector": "XLK Electronic Computer Manufacturing42941", "orHv1d": 14.07, "orHv5d": 15.34, "orHv10d": 15.32, "orHv20d": 19.45, "orHv60d": 20.3, "orHv90d": 24.33, "orHv120d": 22.76, "orHv252d": 26.9, "orHv500d": 26.27, "orHv1000d": 23.61, "clsHv5d": 14.42, "clsHv10d": 14.36, "clsHv20d": 15.88, "clsHv60d": 19, "clsHv90d": 24.38, "clsHv120d": 22.82, "clsHv252d": 28.68, "clsHv500d": 27.47, "clsHv1000d": 24.47, "iv20d": 19.1, "iv30d": 18.98, "iv60d": 21.34, "iv90d": 23.86, "iv6m": 25.15, "clsPx1w": 261.78, "stkPxChng1wk": 2.31, "clsPx1m": 243.26, "stkPxChng1m": 10.43, "clsPx6m": 175.07, "stkPxChng6m": 54.03, "clsPx1y": 179.55, "stkPxChng1y": 51.41, "divFreq": 4, "divYield": 1.2, "divGrwth": 0, "divDate": "2020-02-06", "divAmt": 0.77, "nextErn": "0000-00-00", "nextErnTod": 1630, "lastErn": "2019-10-30", "lastErnTod": 3, "absAvgErnMv": 4.25533, "impliedIee": 3.90671, "daysToNextErn": 0, "tkOver": 0, "etfIncl": "", "bestEtf": "XLK", "sectorName": "Technology Hardware & Equipment", "correlSpy1m": 0.14, "correlSpy1y": 0.93, "correlEtf1m": 0.36, "correlEtf1y": 0.95, "beta1m": 1.67, "beta1y": 1.5, "ivPctile1m": 62, "ivPctile1y": 18, "ivPctileSpy": 51, "ivPctileEtf": 73, "ivStdvMean": -0.7, "ivStdv1y": 4.47, "ivSpyRatio": 1.72, "ivSpyRatioAvg1m": 1.72, "ivSpyRatioAvg1y": 1.5, "ivSpyRatioStdv1y": 6, "ivEtfRatio": 1.31, "ivEtfRatioAvg1m": 1.28, "ivEtfRatioAvg1y": 1.09, "ivEtFratioStdv1y": 5.14, "ivHvXernRatio": 1.23, "ivHvXernRatio1m": 1.12, "ivHvXernRatio1y": 0.83, "ivHvXernRatioStdv1y": 2.32, "etfIvHvXernRatio": 0.79, "etfIvHvXernRatio1m": 0.86, "etfIvHvXernRatio1y": 0.94, "etfIvHvXernRatioStdv1y": 0.06, "slopepctile": 42.06, "slopeavg1m": 2.86, "slopeavg1y": 3.12, "slopeStdv1y": 0.81, "etfSlopeRatio": 0.46, "etfSlopeRatioAvg1m": 0.43, "etfSlopeRatioAvg1y": 0.47, "etfSlopeRatioAvgStdv1y": 0.12, "impliedR2": 0.4852, "contango": 0.55, "nextDiv": 0.77, "impliedNextDiv": 0.4692, "annActDiv": 3.1809, "annIdiv": 2.1687, "borrow30": 1.3048, "borrow2yr": 1.3053, "error": 0.0052, "confidence": 98.2672, "pxCls": 267.84, "wksNextErn": 0, "ernMnth": 0, "oi": 3861624, "straPxM1": 10.07, "straPxM2": 15.92, "smoothStraPxM1": 10.08, "smoothStrPxM2": 15.88, "fcstStraPxM1": 9.18, "fcstStraPxM2": 15.93, "loStrikeM1": 267.5, "hiStrikeM1": 267.5, "loStrikeM2": 270, "hiStrikeM2": 270, "ernDate1": "10/30/2019", "ernDate2": "7/30/2019", "ernDate3": "4/30/2019", "ernDate4": "1/29/2019", "ernDate5": "11/1/2018", "ernDate6": "7/31/2018", "ernDate7": "5/1/2018", "ernDate8": "2/1/2018", "ernDate9": "11/2/2017", "ernDate10": "8/1/2017", "ernDate11": "5/2/2017", "ernDate12": "1/31/2017", "ernMv1": 2.261, "ernMv2": 2.0404, "ernMv3": 4.9086, "ernMv4": 6.8335, "ernMv5": -6.6331, "ernMv6": 5.891, "ernMv7": 4.4176, "ernMv8": -4.339, "ernMv9": 2.6114, "ernMv10": 4.7251, "ernMv11": -0.3051, "ernMv12": 6.0981, "ernStraPct1": 5.8314, "ernStraPct2": 5.328, "ernStraPct3": 5.6526, "ernStraPct4": 6.8304, "ernStraPct5": 7.074, "ernStraPct6": 5.2632, "ernStraPct7": 5.9725, "ernStraPct8": 6.49, "ernStraPct9": 5.8054, "ernStraPct10": 4.8463, "ernStraPct11": 4.2426, "ernStraPct12": 4.2901, "ernEffct1": 1.7609, "ernEffct2": 1.7325, "ernEffct3": 2.1662, "ernEffct4": 2.253, "ernEffct5": 2.1018, "ernEffct6": 2.248, "ernEffct7": 1.9564, "ernEffct8": 1.6666, "ernEffct9": 1.1841, "ernEffct10": 1.8609, "ernEffct11": 1.157, "ernEffct12": 2.8252, "orHvXern5d": 15.34, "orHvXern10d": 15.32, "orHvXern20d": 16.11, "orHvXern60d": 19.4, "orHvXern90d": 23.59, "orHvXern120d": 22.11, "orHvXern252d": 26.2, "orHvXern500d": 25.45, "orHvXern1000d": 22.76, "clsHvXern5d": 14.42, "clsHvXern10d": 14.36, "clsHvXern20d": 14.91, "clsHvXern60d": 18.92, "clsHvXern90d": 24.49, "clsHvXern120d": 22.86, "clsHvXern252d": 27.68, "clsHvXern500d": 25.92, "clsHvXern1000d": 22.65, "iv10d": 17.3, "iv1yr": 25.01, "fcstSlope": 3.2313, "fcstErnEffct": 1.6929, "ernMvStdv": 1.9631, "impliedEe": 3.9067, "impErnMv": 6.99, "impMth2ErnMv": 6.99, "fairVol90d": 23.8843, "fairXieeVol90d": 24.0163, "fairMth2XieeVol90d": 19.9122, "impErnMv90d": 3.24, "impErnMvMth290d": 2.51, "exErnIv10d": 17.3, "exErnIv20d": 19.1, "exErnIv30d": 18.98, "exErnIv60d": 20.32, "exErnIv90d": 20.76, "exErnIv6m": 22.53, "exErnIv1yr": 21.97, "dlt5Iv10d": 17.91, "dlt5Iv20d": 19.17, "dlt5Iv30d": 19.11, "dlt5Iv60d": 21, "dlt5Iv90d": 22.71, "dlt5Iv6m": 21.9, "dlt5Iv1y": 22.66, "exErnDlt5Iv10d": 17.91, "exErnDlt5Iv20d": 19.17, "exErnDlt5Iv30d": 19.11, "exErnDlt5Iv60d": 19.99, "exErnDlt5Iv90d": 19.61, "exErnDlt5Iv6m": 19.29, "exErnDlt5Iv1y": 19.62, "dlt25Iv10d": 17.02, "dlt25Iv20d": 18.53, "dlt25Iv30d": 18.39, "dlt25Iv60d": 20.45, "dlt25Iv90d": 22.57, "dlt25Iv6m": 24.18, "dlt25Iv1y": 23.74, "exErnDlt25Iv10d": 17.02, "exErnDlt25Iv20d": 18.53, "exErnDlt25Iv30d": 18.39, "exErnDlt25Iv60d": 19.43, "exErnDlt25Iv90d": 19.47, "exErnDlt25Iv6m": 21.57, "exErnDlt25Iv1y": 20.7, "dlt75Iv10d": 19.13, "dlt75Iv20d": 21.22, "dlt75Iv30d": 21.22, "dlt75Iv60d": 23.97, "dlt75Iv90d": 26.78, "dlt75Iv6m": 26.53, "dlt75Iv1y": 27.14, "exErnDlt75Iv10d": 19.13, "exErnDlt75Iv20d": 21.22, "exErnDlt75Iv30d": 21.22, "exErnDlt75Iv60d": 22.96, "exErnDlt75Iv90d": 23.68, "exErnDlt75Iv6m": 23.92, "exErnDlt75Iv1y": 24.1, "dlt95Iv10d": 21.71, "dlt95Iv20d": 24.01, "dlt95Iv30d": 24.21, "dlt95Iv60d": 27.34, "dlt95Iv90d": 30.3, "dlt95Iv6m": 32.38, "dlt95Iv1y": 34.97, "exErnDlt95Iv10d": 21.71, "exErnDlt95Iv20d": 24.01, "exErnDlt95Iv30d": 24.21, "exErnDlt95Iv60d": 26.33, "exErnDlt95Iv90d": 27.2, "exErnDlt95Iv6m": 29.76, "exErnDlt95Iv1y": 31.94, "fwd30_20": 18.72, "fwd60_30": 23.46, "fwd90_60": 28.23, "fwd180_90": 26.38, "fwd90_30": 25.95, "fexErn30_20": 18.72, "fexErn60_30": 21.58, "fexErn90_60": 21.61, "fexErn180_90": 24.18, "fexErn90_30": 21.59, "ffwd30_20": 18.49, "ffwd60_30": 27.02, "ffwd90_60": 35.17, "ffwd180_90": 28.34, "ffwd90_30": 30.57, "ffexErn30_20": 18.49, "ffexErn60_30": 23.54, "ffexErn90_60": 22.77, "ffexErn180_90": 26.93, "ffexErn90_30": 23.22, "fbfwd30_20": 0.987445, "fbfwd60_30": 1.15198, "fbfwd90_60": 1.24574, "fbfwd180_90": 1.0745, "fbfwd90_30": 1.17804, "fbfexErn30_20": 0.987445, "fbfexErn60_30": 1.09093, "fbfexErn90_60": 1.05362, "fbfexErn180_90": 1.11351, "fbfexErn90_30": 1.07533, "impliedEarningsMove": 4.41, "updatedAt": "2019-11-29T17:46:01Z" } ] } ``` --- ## Daily Price `GET https://api.orats.io/datav2/hist/dailies` Retrieves end of day daily stock price data. ### Required attributes - `ticker` (string): The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Optional if tradeDate is set. Ex: AAPL,TSLA - `tradeDate` (string): The trade date to retrieve. Optional if ticker is set. Ex: 2019-11-29 ### Optional attributes - `fields` (string): The fields to retrieve. Ex: tradeDate,clsPx,open **cURL** ```bash curl -L "https://api.orats.io/datav2/hist/dailies?token=my-token&ticker=AAPL&tradeDate=2019-11-29" ``` **Response** ```json { "data": [ { "ticker": "AAPL", "tradeDate": "2019-11-29", "clsPx": 65.18, "hiPx": 65.36, "loPx": 64.85, "open": 65.02, "stockVolume": 47783092, "unadjClsPx": 267.25, "unadjHiPx": 268, "unadjLoPx": 265.9, "unadjOpen": 266.6, "unadjStockVolume": 11654300, "updatedAt": "2023-08-14T23:24:19Z" } ] } ``` --- ## Historical Volatility `GET https://api.orats.io/datav2/hist/hvs` Retrieves historical volatility data. ### Required attributes - `ticker` (string): The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Optional if tradeDate is set. Ex: AAPL,TSLA - `tradeDate` (string): The trade date to retrieve. Optional if ticker is set. Ex: 2019-11-29 ### Optional attributes - `fields` (string): The fields to retrieve. Ex: tradeDate,clsPx,open **cURL** ```bash curl -L "https://api.orats.io/datav2/hist/hvs?token=my-token&ticker=AAPL&tradeDate=2019-11-29" ``` **Response** ```json { "data": [ { "ticker": "AAPL", "tradeDate": "2019-11-29", "orHv1d": 7.79, "orHv5d": 14.92, "orHv10d": 15.04, "orHv20d": 15.8, "orHv30d": 19.02, "orHv60d": 20.13, "orHv90d": 24.32, "orHv100d": 23.61, "orHv120d": 22.72, "orHv252d": 26.72, "orHv500d": 26.26, "orHv1000d": 23.59, "clsHv5d": 13.84, "clsHv10d": 13.84, "clsHv20d": 14.69, "clsHv30d": 16.46, "clsHv60d": 18.78, "clsHv90d": 24.38, "clsHv100d": 23.73, "clsHv120d": 22.8, "clsHv252d": 28.45, "clsHv500d": 27.47, "clsHv1000d": 24.44, "orHvXern5d": 14.92, "orHvXern10d": 15.04, "orHvXern20d": 15.8, "orHvXern30d": 16.86, "orHvXern60d": 19.22, "orHvXern90d": 23.58, "orHvXern100d": 22.89, "orHvXern120d": 22.07, "orHvXern252d": 26.01, "orHvXern500d": 25.44, "orHvXern1000d": 22.74, "clsHvXern5d": 13.84, "clsHvXern10d": 13.84, "clsHvXern20d": 14.69, "clsHvXern30d": 16.06, "clsHvXern60d": 18.68, "clsHvXern90d": 24.49, "clsHvXern100d": 23.8, "clsHvXern120d": 22.83, "clsHvXern252d": 27.42, "clsHvXern500d": 25.92, "clsHvXern1000d": 22.62, "updatedAt": "2020-01-03T02:27:23Z" } ] } ``` --- ## Earnings History `GET https://api.orats.io/datav2/hist/earnings` Retrieves earnings history data. ### Required attributes - `ticker` (string): The ticker to retrieve. Ex: AAPL **cURL** ```bash curl -L "https://api.orats.io/datav2/hist/earnings?token=my-token&ticker=AAPL" ``` **Response** ```json { "data": [ { "ticker": "AAPL", "earnDate": "1987-09-25", "anncTod": "1630", "updatedAt": "2018-01-12T17:31:59Z" }, { "ticker": "AAPL", "earnDate": "1988-09-30", "anncTod": "1630", "updatedAt": "2018-01-12T17:31:59Z" }, { "ticker": "AAPL", "earnDate": "1989-09-29", "anncTod": "1630", "updatedAt": "2018-01-12T17:31:59Z" }, ... ] } ``` --- ## Stock Split History `GET https://api.orats.io/datav2/hist/splits` Retrieves stock split history data. ### Required attributes - `ticker` (string): The ticker to retrieve. Ex: AAPL **cURL** ```bash curl -L "https://api.orats.io/datav2/hist/splits?token=my-token&ticker=AAPL" ``` **Response** ```json { "data": [ { "ticker": "AAPL", "splitDate": "2014-06-09", "divisor": 7 }, { "ticker": "AAPL", "splitDate": "2020-08-31", "divisor": 4 } ] } ``` --- ## IV Rank History `GET https://api.orats.io/datav2/hist/ivrank` Retrieves IV rank history data. ### Required attributes - `ticker` (string): The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Optional if tradeDate is set. Ex: AAPL,TSLA - `tradeDate` (string): The trade date to retrieve. Optional if ticker is set. Ex: 2019-11-29 ### Optional attributes - `fields` (string): The fields to retrieve. Ex: tradeDate,ivRank1m **cURL** ```bash curl -L "https://api.orats.io/datav2/hist/ivrank?token=my-token&ticker=AAPL&tradeDate=2021-01-20" ``` **Response** ```json { "data": [ { "ticker": "AAPL", "tradeDate": "2021-01-20", "iv": 36.195, "ivRank1m": 56.44, "ivPct1m": 66.67, "ivRank1y": 27.62, "ivPct1y": 60.71, "updatedAt": "2021-01-21T01:09:52Z" } ] } ```