# Live Data API 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 `GET https://api.orats.io/datav2/live/strikes` Retrieves live strikes data. ### Required attributes - `ticker` (string): The ticker to retrieve. Ex: AAPL **cURL** ```bash curl "https://api.orats.io/datav2/live/strikes?token=my-token&ticker=AAPL" ``` **Response** ```json { "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 `GET https://api.orats.io/datav2/live/strikes/monthly` Retrieves live strikes data by expiration dates. ### Required attributes - `ticker` (string): The ticker to retrieve. Ex: AAPL - `expiry` (string): Comma delimited expiration dates. Ex: 2023-11-10,2023-11-17 **cURL** ```bash curl -L "https://api.orats.io/datav2/live/strikes/monthly?token=my-token&ticker=AAPL&expiry=2023-11-10,2023-11-17" ``` **Response** ```json { "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 `GET https://api.orats.io/datav2/live/strikes/options` Retrieves live strikes data by list of single options. ### Required attributes - `tickers` (string): 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 **cURL** ```bash curl -L "https://api.orats.io/datav2/live/strikes/options?token=my-token&tickers=AAPL230915C00175000,SPXW230317C04000000,VIXW230222P00020000,MSFT,IBM,AMZN" ``` **Response** ```json { "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 `GET https://api.orats.io/datav2/live/expirations` Retrieves expiration dates by ticker. ### Required attributes - `ticker` (string): The ticker to retrieve. Ex: AAPL ### Optional attributes - `include` (boolean): Include list of strikes. Ex: true **cURL** ```bash curl -L "https://api.orats.io/datav2/live/expirations?token=my-token&ticker=AAPL" ``` **Response** ```json { "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 `GET https://api.orats.io/datav2/live/monies/implied` Retrieves live monthly implied monies data. ### Required attributes - `ticker` (string): The ticker to retrieve. Ex: AAPL **cURL** ```bash curl -L "https://api.orats.io/datav2/live/monies/implied?token=my-token&ticker=AAPL" ``` **Response** ```json { "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 `GET https://api.orats.io/datav2/live/monies/forecast` Retrieves live monthly forecast monies data. ### Required attributes - `ticker` (string): The ticker to retrieve. Ex: AAPL **cURL** ```bash curl -L "https://api.orats.io/datav2/live/monies/forecast?token=my-token&ticker=AAPL" ``` **Response** ```json { "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 `GET https://api.orats.io/datav2/live/summaries` Retrieves live SMV summary data. ### Optional attributes - `ticker` (string): The ticker to retrieve. Ex: AAPL **cURL** ```bash curl -L "https://api.orats.io/datav2/live/summaries?token=your-token&ticker=AAPL" ``` **Response** ```json { "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" } ] } ```