# Live Derived Data API

Get live options data calculated in real-time with less than 10 seconds of market delay. These endpoints are the same as the Live Data API endpoints, except they do not include OPRA data, which means the bid-ask price, size, and volume are null.

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/derived`

---

## Strikes

`GET https://api.orats.io/datav2/live/derived/strikes`

Retrieves live strikes data.

### Required attributes

- `ticker` (string): The ticker to retrieve. Ex: AAPL

**cURL**

```bash
curl "https://api.orats.io/datav2/live/derived/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": null,
      "callOpenInterest": 1,
      "callBidSize": null,
      "callAskSize": null,
      "putVolume": null,
      "putOpenInterest": 11,
      "putBidSize": null,
      "putAskSize": null,
      "callBidPrice": null,
      "callValue": 34.847005,
      "callAskPrice": null,
      "putBidPrice": null,
      "putValue": 0.064241,
      "putAskPrice": null,
      "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/derived/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/derived/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": null,
      "callOpenInterest": 270,
      "callBidSize": null,
      "callAskSize": null,
      "putVolume": null,
      "putOpenInterest": 326,
      "putBidSize": null,
      "putAskSize": null,
      "callBidPrice": null,
      "callValue": 41.78,
      "callAskPrice": null,
      "putBidPrice": null,
      "putValue": 0.01,
      "putAskPrice": null,
      "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/derived/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/derived/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": null,
      "openInterest": 609,
      "bidSize": null,
      "askSize": null,
      "bidPrice": null,
      "optValue": 0.9561060458605364,
      "askPrice": null,
      "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": null,
      "openInterest": 2241,
      "bidSize": null,
      "askSize": null,
      "bidPrice": null,
      "optValue": 192.9239738811763,
      "askPrice": null,
      "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": null,
      "openInterest": 17491,
      "bidSize": null,
      "askSize": null,
      "bidPrice": null,
      "optValue": 6.436764917057624,
      "askPrice": null,
      "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"
    },
    ...
  ]
}
```