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The Intraday Backtester and Otto, your AI agent are now live for every Trading Tools subscriber

Live Data API

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Get live options data calculated in real-time with less than 10 seconds of market delay.

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.

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

Strikes

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

Retrieves live strikes data.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

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

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "expirDate": "2023-11-17",
      "dte": 15,
      "strike": 142,
      "stockPrice": 176.78,
      "callVolume": 0,
      "callOpenInterest": 1,
      "callBidSize": 12,
      "callAskSize": 17,
      "putVolume": 0,
      "putOpenInterest": 11,
      "putBidSize": 134,
      "putAskSize": 27,
      "callBidPrice": 34.65,
      "callValue": 34.847005,
      "callAskPrice": 35.2,
      "putBidPrice": 0.06,
      "putValue": 0.064241,
      "putAskPrice": 0.07,
      "callBidIv": 0,
      "callMidIv": 0.669167,
      "callAskIv": 0.669167,
      "smvVol": 0.427,
      "putBidIv": 0.467989,
      "putMidIv": 0.474548,
      "putAskIv": 0.481108,
      "residualRate": -0.000407409278413811,
      "delta": 0.9977013824960196,
      "gamma": 0.00026128369956380463,
      "theta": -0.006033209901090589,
      "vega": 0.0011255723343416414,
      "rho": 0.054453503683180964,
      "phi": -0.06780357744864979,
      "driftlessTheta": -0.0015153161530037957,
      "callSmvVol": 0.373175,
      "putSmvVol": 0.429939,
      "extSmvVol": 0.348752,
      "extCallValue": 34.84518,
      "extPutValue": 0.001449,
      "spotPrice": 176.78,
      "quoteDate": "2023-11-03T19:59:44Z",
      "updatedAt": "2023-11-03T19:59:57Z",
      "snapShotEstTime": "1600",
      "snapShotDate": "2023-11-03T20:00:00Z",
      "expiryTod": "pm"
    },
    ...
  ]
}

Strikes by Expiry

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

Retrieves live strikes data by expiration dates.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

  • Name
    expiry
    Type
    string
    Description

    Comma delimited expiration dates. Ex: 2023-11-10,2023-11-17

GET/datav2/live/strikes/monthly
curl -L "https://api.orats.io/datav2/live/strikes/monthly?token=my-token&ticker=AAPL&expiry=2023-11-10,2023-11-17"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "expirDate": "2023-11-10",
      "dte": 8,
      "strike": 135,
      "stockPrice": 176.78,
      "callVolume": 0,
      "callOpenInterest": 270,
      "callBidSize": 10,
      "callAskSize": 18,
      "putVolume": 686,
      "putOpenInterest": 326,
      "putBidSize": 84,
      "putAskSize": 195,
      "callBidPrice": 41.65,
      "callValue": 41.78,
      "callAskPrice": 42.2,
      "putBidPrice": 0.02,
      "putValue": 0.01,
      "putAskPrice": 0.03,
      "callBidIv": 0,
      "callMidIv": 1.1551967096013305,
      "callAskIv": 1.1551967096013305,
      "smvVol": 2.912,
      "putBidIv": 0,
      "putMidIv": 0.6867602203706308,
      "putAskIv": 0.6867602203706308,
      "residualRate": 0,
      "delta": 0.9999999999999902,
      "gamma": -5.424555380588343e-16,
      "theta": 0,
      "vega": 0.000019999997526814374,
      "rho": 0,
      "phi": 0,
      "driftlessTheta": 0,
      "callSmvVol": 1.684224682433136,
      "putSmvVol": 2.9702257373060243,
      "extSmvVol": 0.3487517502877988,
      "extCallValue": 41.80084830601278,
      "extPutValue": 6.938238481033761e-9,
      "spotPrice": 176.78,
      "quoteDate": "2023-11-03T19:59:44Z",
      "updatedAt": "2023-11-03T20:00:29Z",
      "expiryTod": "pm"
    },
    ...
  ]
}

Strikes by OPRA

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

Retrieves live strikes data by list of single options.

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/live/strikes/options
curl -L "https://api.orats.io/datav2/live/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": 20.939351930930865,
      "volume": 0,
      "openInterest": 609,
      "bidSize": 57,
      "askSize": 384,
      "bidPrice": 0.87,
      "optValue": 0.9561060458605364,
      "askPrice": 1.05,
      "bidIv": 0.7186810564051117,
      "midIv": 0.770273439101075,
      "askIv": 0.8218658217970384,
      "smvVol": 0.767,
      "residualRate": 0.0006429682602533522,
      "delta": 0.6445440317377228,
      "gamma": 0.10697872745802872,
      "theta": -0.03807004163269267,
      "vega": 0.017458321670381048,
      "rho": 0.005658583000284636,
      "phi": -0.0065899756567512095,
      "driftlessTheta": -0.03664097826777429,
      "optSmvVol": 0.7680412349659224,
      "extSmvVol": 0.8053869894000583,
      "extOptValue": 1.0212646998232824,
      "spotPrice": 20.01,
      "quoteDate": "2023-02-03T20:45:35Z",
      "updatedAt": "2023-02-03T20:45:47Z",
      "expiryTod": "am"
    },
    {
      "ticker": "SPX",
      "optionSymbol": "SPXW230317C04000000",
      "tradeDate": "2023-02-03",
      "expirDate": "2023-03-17",
      "dte": 43,
      "strike": 4000,
      "optionType": "Call",
      "stockPrice": 4123.9918580692365,
      "volume": 36,
      "openInterest": 2241,
      "bidSize": 35,
      "askSize": 35,
      "bidPrice": 191.5,
      "optValue": 192.9239738811763,
      "askPrice": 194.3,
      "bidIv": 0.18536612689061044,
      "midIv": 0.18833419474509266,
      "askIv": 0.19130226259957492,
      "smvVol": 0.192,
      "residualRate": -0.0035423139470171262,
      "delta": 0.7306021896796264,
      "gamma": 0.0012838355801659208,
      "theta": -1.3983169341672217,
      "vega": 4.4865603321040926,
      "rho": 3.262093346854842,
      "phi": -3.483629713514347,
      "driftlessTheta": -1.0086338012279499,
      "optSmvVol": 0.1883850205351402,
      "extSmvVol": 0.20054964267640804,
      "extOptValue": 198.7022112777489,
      "spotPrice": 4136.78,
      "quoteDate": "2023-02-03T20:45:35Z",
      "updatedAt": "2023-02-03T20:45:44Z",
      "expiryTod": "pm"
    },
    {
      "ticker": "AAPL",
      "optionSymbol": "AAPL230915C00175000",
      "tradeDate": "2023-02-03",
      "expirDate": "2023-09-15",
      "dte": 225,
      "strike": 175,
      "optionType": "Call",
      "stockPrice": 154.93,
      "volume": 668,
      "openInterest": 17491,
      "bidSize": 286,
      "askSize": 229,
      "bidPrice": 6.4,
      "optValue": 6.436764917057624,
      "askPrice": 6.5,
      "bidIv": 0.25166285377728825,
      "midIv": 0.252810042825454,
      "askIv": 0.25395723187361974,
      "smvVol": 0.253,
      "residualRate": -0.001958829998850505,
      "delta": 0.3394409447941169,
      "gamma": 0.012363029369889842,
      "theta": -0.02945496191456257,
      "vega": 0.44072210974017695,
      "rho": 0.2863111037574353,
      "phi": -0.3237916862381646,
      "driftlessTheta": -0.024204274582774528,
      "optSmvVol": 0.2525063799813928,
      "extSmvVol": 0.22819338605196937,
      "extOptValue": 5.362257906361914,
      "spotPrice": 154.93,
      "quoteDate": "2023-02-03T20:45:29Z",
      "updatedAt": "2023-02-03T20:45:39Z",
      "expiryTod": "pm"
    },
    {
      "ticker": "MSFT",
      "stockPrice": 257.7,
      "bid": 257.7,
      "ask": 257.71,
      "bidSize": 1,
      "askSize": 3,
      "volume": 21520794,
      "quoteDate": "2023-02-03T20:45:47Z",
      "updatedAt": "2023-02-03T20:45:47Z"
    },
    {
      "ticker": "IBM",
      "stockPrice": 136.51,
      "bid": 136.5,
      "ask": 136.52,
      "bidSize": 2,
      "askSize": 2,
      "volume": 2598769,
      "quoteDate": "2023-02-03T20:45:39Z",
      "updatedAt": "2023-02-03T20:45:39Z"
    },
    {
      "ticker": "AMZN",
      "stockPrice": 103.21,
      "bid": 103.2,
      "ask": 103.22,
      "bidSize": 2,
      "askSize": 5,
      "volume": 122900739,
      "quoteDate": "2023-02-03T20:45:50Z",
      "updatedAt": "2023-02-03T20:45:50Z"
    },
    ...
  ]
}

Expiration Dates

GEThttps://api.orats.io/datav2/live/expirations

Retrieves expiration dates by ticker.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

Optional attributes

  • Name
    include
    Type
    boolean
    Description

    Include list of strikes. Ex: true

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

Response

{
  "data": [
    "2023-11-03",
    "2023-11-10",
    "2023-11-17",
    "2023-11-24",
    "2023-12-01",
    "2023-12-08",
    "2023-12-15",
    "2023-12-22",
    "2024-01-19",
    "2024-02-16",
    "2024-03-15",
    "2024-04-19",
    "2024-06-21",
    "2024-09-20",
    "2024-12-20",
    "2025-01-17",
    "2025-06-20",
    "2025-09-19",
    "2025-12-19",
    "2026-01-16"
  ]
}

Implied Monies

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

Retrieves live monthly implied monies data.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

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

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "expirDate": "2024-02-16",
      "stockPrice": 176.78,
      "riskFreeRate": 0.055,
      "yieldRate": 0.00937239,
      "residualYieldRate": -0.00561693,
      "residualRateSlp": 0.00013357,
      "residualR2": 0.00223249,
      "confidence": 0.99669992,
      "mwVol": 0.0016801,
      "vol100": 0.483677,
      "vol95": 0.368369,
      "vol90": 0.308611,
      "vol85": 0.27481,
      "vol80": 0.257756,
      "vol75": 0.247662,
      "vol70": 0.238129,
      "vol65": 0.232529,
      "vol60": 0.227381,
      "vol55": 0.22083,
      "vol50": 0.218055,
      "vol45": 0.214342,
      "vol40": 0.210068,
      "vol35": 0.205636,
      "vol30": 0.202678,
      "vol25": 0.198088,
      "vol20": 0.196793,
      "vol15": 0.193404,
      "vol10": 0.193064,
      "vol5": 0.199524,
      "vol0": 0.215942,
      "typeFlag": 0,
      "atmiv": 0.217688,
      "slope": 4.5423932204,
      "deriv": 0.082642719,
      "fit": 0.0000049629,
      "spotPrice": 176.78,
      "calVol": 0.210445,
      "unadjVol": 0.20578,
      "earnEffect": 0.004664,
      "quoteDate": "2023-11-03T19:59:44Z",
      "updatedAt": "2023-11-03T20:00:29Z",
      "expiryTod": "pm"
    },
    ...
  ]
}

Forecast Monies

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

Retrieves live monthly forecast monies data.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

GET/datav2/live/monies/forecast
curl -L "https://api.orats.io/datav2/live/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": "2023-11-03T20:00:29Z",
      "expiryTod": "pm"
    },
    ...
  ]
}

Summaries

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

Retrieves live SMV summary data.

Optional attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

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

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "stockPrice": 176.78,
      "annActDiv": 0.9825736506169328,
      "annIdiv": 0.28751917149796424,
      "borrow30": 0.0537541423792648,
      "borrow2y": 0.04750996884236069,
      "confidence": 0.7108721768212299,
      "exErnIv10d": 0.19564425415164893,
      "exErnIv20d": 0.1888961529014136,
      "exErnIv30d": 0.18583424171238797,
      "exErnIv60d": 0.19221929136796823,
      "exErnIv90d": 0.20357027878182768,
      "exErnIv6m": 0.21776256658774187,
      "exErnIv1y": 0.22801264359254053,
      "ieeEarnEffect": 1.8520083217217462,
      "impliedMove": 0.028576968750561926,
      "impliedNextDiv": 0.20050772080499293,
      "iv10d": 0.19564425415164893,
      "iv20d": 0.1888961529014136,
      "iv30d": 0.18583424171238797,
      "iv60d": 0.19221929136796823,
      "iv90d": 0.20565758083221886,
      "iv6m": 0.22110818368629934,
      "iv1y": 0.2331770285006299,
      "mwAdj30": 0.002342038868808884,
      "mwAdj2y": 0.004672262907091414,
      "nextDiv": 0.24,
      "rDrv30": 0.0777457315869098,
      "rDrv2y": 0.09662854611131641,
      "rSlp30": 3.914655492320444,
      "rSlp2y": 4.491138055437333,
      "rVol30": 0.18311224597620657,
      "rVol2y": 0.2481682128294297,
      "rip": 1.8431936946624932,
      "riskFree30": 0.055331365717306145,
      "riskFree2y": 0.05257682541180498,
      "skewing": -0.18824047984791026,
      "contango": -0.01861092684407437,
      "totalErrorConf": 0.0001284134210455538,
      "dlt5Iv10d": 0.20669137416491334,
      "dlt5Iv20d": 0.20258726035380836,
      "dlt5Iv30d": 0.18962621304573485,
      "dlt5Iv60d": 0.18034388806507004,
      "dlt5Iv90d": 0.18928519167952185,
      "dlt5Iv6m": 0.19693388653142566,
      "dlt5Iv1y": 0.20653151614264825,
      "exErnDlt5Iv10d": 0.20669137416491334,
      "exErnDlt5Iv20d": 0.20258726035380836,
      "exErnDlt5Iv30d": 0.18962621304573485,
      "exErnDlt5Iv60d": 0.18034388806507004,
      "exErnDlt5Iv90d": 0.18719788962913067,
      "exErnDlt5Iv6m": 0.1935882694328682,
      "exErnDlt5Iv1y": 0.20136713123455885,
      "dlt25Iv10d": 0.189584101192458,
      "dlt25Iv20d": 0.17534106176826095,
      "dlt25Iv30d": 0.17308580422935482,
      "dlt25Iv60d": 0.18037752725912404,
      "dlt25Iv90d": 0.18743595902622617,
      "dlt25Iv6m": 0.20019796616148589,
      "dlt25Iv1y": 0.211504964882202,
      "exErnDlt25Iv10d": 0.189584101192458,
      "exErnDlt25Iv20d": 0.17534106176826095,
      "exErnDlt25Iv30d": 0.17308580422935482,
      "exErnDlt25Iv60d": 0.18037752725912404,
      "exErnDlt25Iv90d": 0.185348656975835,
      "exErnDlt25Iv6m": 0.19685234906292842,
      "exErnDlt25Iv1y": 0.2063405799741126,
      "dlt75Iv10d": 0.2228900152175835,
      "dlt75Iv20d": 0.2120067516018278,
      "dlt75Iv30d": 0.20912249667999064,
      "dlt75Iv60d": 0.21961937124540154,
      "dlt75Iv90d": 0.234079989480268,
      "dlt75Iv6m": 0.25175354804163025,
      "dlt75Iv1y": 0.26615689843206447,
      "exErnDlt75Iv10d": 0.2228900152175835,
      "exErnDlt75Iv20d": 0.2120067516018278,
      "exErnDlt75Iv30d": 0.20912249667999064,
      "exErnDlt75Iv60d": 0.21961937124540154,
      "exErnDlt75Iv90d": 0.23199268742987683,
      "exErnDlt75Iv6m": 0.24840793094307279,
      "exErnDlt75Iv1y": 0.26099251352397507,
      "dlt95Iv10d": 0.35040133037887355,
      "dlt95Iv20d": 0.3312029207840635,
      "dlt95Iv30d": 0.3299912470075385,
      "dlt95Iv60d": 0.31690574381729614,
      "dlt95Iv90d": 0.32971507187019283,
      "dlt95Iv6m": 0.35331449249662383,
      "dlt95Iv1y": 0.3534141626043614,
      "exErnDlt95Iv10d": 0.35040133037887355,
      "exErnDlt95Iv20d": 0.3312029207840635,
      "exErnDlt95Iv30d": 0.3299912470075385,
      "exErnDlt95Iv60d": 0.31690574381729614,
      "exErnDlt95Iv90d": 0.3276277698198017,
      "exErnDlt95Iv6m": 0.34996887539806637,
      "exErnDlt95Iv1y": 0.348249777696272,
      "fwd30_20": 0.17955384433797633,
      "fwd60_30": 0.19839895804965685,
      "fwd90_30": 0.214884569325561,
      "fwd90_60": 0.23019254921320578,
      "fwd180_90": 0.23554748402890643,
      "fexErn30_20": 0.17955384433797633,
      "fexErn60_30": 0.19839895804965685,
      "fexErn90_30": 0.211882290219257,
      "fexErn90_60": 0.22455748320179714,
      "fexErn180_90": 0.2310848597603279,
      "ffwd30_20": 0.17336035755347318,
      "ffwd60_30": 0.20836074870556792,
      "ffwd90_30": 0.23367558741507025,
      "ffwd90_60": 0.26779610338931226,
      "ffwd180_90": 0.2607746969915035,
      "ffexErn30_20": 0.17336035755347318,
      "ffexErn60_30": 0.20836074870556792,
      "ffexErn90_30": 0.22862334138541335,
      "ffexErn90_60": 0.2562999124346851,
      "ffexErn180_90": 0.25420965276299173,
      "fbfwd30_20": 0.9655062423901931,
      "fbfwd60_30": 1.050210902082549,
      "fbfwd90_30": 1.0874470333001898,
      "fbfwd90_60": 1.1633569561857444,
      "fbfwd180_90": 1.1071003286942398,
      "fbfexErn30_20": 0.9655062423901931,
      "fbfexErn60_30": 1.050210902082549,
      "fbfexErn90_30": 1.0790110921910114,
      "fbfexErn90_60": 1.1413554729074107,
      "fbfexErn180_90": 1.1000705672654105,
      "impliedEarningsMove": 0.036147902371742265,
      "quoteDate": "2023-11-03T19:59:44Z",
      "updatedAt": "2023-11-03T20:00:29Z"
    }
  ]
}
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