GET/v1/options/contracts
Contracts
Contracts of an underlying: those listed now, or those quoted on a past date.
GET/v1/options/expirations
Expirations
Listed expirations of an underlying.
GET/v1/options/sessions
Sessions
Trading sessions of an underlying and the history recorded for them.
GET/v1/options/strikes
Strikes
Listed strikes of one expiration.
GET/v1/options/underlyings
Underlyings
Underlyings that have listed options.
GET/v1/options/contract/bars
Contract bars
Candles of one contract: open, high, low, close, volume and trade count.
GET/v1/options/contract/eod
Contract EOD
End-of-day record of one contract for each trading date in a range.
GET/v1/options/contract/flow
Contract flow
Classified prints of one contract: side, sentiment, premium and type.
GET/v1/options/contract/greeks
Contract greeks
Greeks and implied volatility of one contract at an interval.
GET/v1/options/contract/greeks-eod
Contract greeks EOD
End-of-day Greeks, implied volatility and prices of one contract by trading date.
GET/v1/options/contract/implied-volatility
Contract implied volatility
Implied volatility of one contract at an interval, from the bid, midpoint and ask.
GET/v1/options/contract/open-interest
Contract open interest
Open interest of one contract for each trading date in a range.
GET/v1/options/contract/price-history
Contract price history
Candles of one contract from the platform's own trade record.
GET/v1/options/contract/quote-at-time
Contract quote at time
The best bid and offer of one contract at an instant.
GET/v1/options/contract/quotes
Contract quotes
Best bid and offer of one contract: every change, or sampled at an interval.
GET/v1/options/contract/snapshot
Contract snapshot
Current quote, day statistics, open interest and Greeks of one contract.
GET/v1/options/contract/stats
Contract stats
Print statistics of one contract on a trading session.
GET/v1/options/contract/trade-at-time
Contract trade at time
The last trade of one contract at an instant.
GET/v1/options/contract/trade-greeks
Contract trade greeks
Greeks and implied volatility of one contract at each trade.
GET/v1/options/contract/trade-quotes
Contract trade quotes
Every trade of one contract with the best bid and offer at the trade.
GET/v1/options/contract/trades
Contract trades
Every trade of one contract in a time range.
GET/v1/options/chain
Chain
The option chain: quotes, day statistics, open interest and Greeks of every contract.
- Paginated
- Streamable
- Overnight · Pro
GET/v1/options/chain/eod
Chain EOD
End-of-day record of every contract of an underlying on a trading date.
GET/v1/options/chain/greeks
Chain greeks
Greeks and implied volatility of every contract of an underlying.
GET/v1/options/chain/implied-volatility
Chain implied volatility
Implied volatility of every contract of an underlying.
GET/v1/options/chain/ohlc
Chain OHLC
Trading day so far of every contract of an underlying: open, high, low, last and volume.
GET/v1/options/chain/open-interest
Chain open interest
Open interest of every contract of an underlying.
GET/v1/options/chain/open-interest-history
Chain open interest history
Open interest of every contract of an underlying on a trading date.
GET/v1/options/chain/quotes
Chain quotes
Best bid and offer of every contract of an underlying.
GET/v1/options/flow
Flow
Consolidated option orders: sweeps, splits, blocks and single prints.
GET/v1/options/flow/by-expiration
Flow by expiration
Call and put premium, volume and net flow for each expiration.
- Streamable
- Overnight · Pro
- History
GET/v1/options/flow/by-strike
Flow by strike
Call and put premium and volume at every strike, by aggressor class.
- Streamable
- Overnight · Pro
- History
GET/v1/options/flow/exchanges
Flow exchanges
Market share of option premium, volume and trades by exchange.
- Streamable
- Overnight · Pro
- History
GET/v1/options/flow/leaders
Flow leaders
Underlyings or contracts leading option flow: top premium, bullish, bearish and movers.
- Streamable
- Overnight · Pro
- History
GET/v1/options/flow/net-drift
Flow net drift
Net call and put premium per bucket and cumulatively over the session.
- Streamable
- Overnight · Pro
- History
GET/v1/options/flow/net-flow
Flow net flow
Net premium or net volume per bucket for calls, puts and overall.
- Streamable
- Overnight · Pro
- History
GET/v1/options/flow/overnight
Flow overnight
Overnight (global trading hours) option prints.
- Paginated
- Streamable
- Overnight · Pro
GET/v1/options/flow/premium-drift
Flow premium drift
Cumulative signed premium of calls, puts and net sentiment over the session.
- Streamable
- Overnight · Pro
- History
GET/v1/options/flow/put-call-ratio
Flow put call ratio
Put/call volume and premium ratios per bucket and cumulatively.
- Streamable
- Overnight · Pro
- History
GET/v1/options/flow/stats
Flow stats
Premium, volume and trades of a filtered option print set, by contract type and aggressor side.
- Streamable
- Overnight · Pro
- History
GET/v1/options/flow/strike-activity
Flow strike activity
Executed premium and trade counts per strike (SPX and SPXW).
GET/v1/options/flow/unusual
Flow unusual
Unusual option activity as consolidated orders.
GET/v1/options/trades
Trades
Unconsolidated option prints with aggressor side, sentiment and context.
GET/v1/options/exposure/by-expiration
Exposure by expiration
Modeled dealer gamma, delta, vanna or charm exposure by expiration.
- Streamable
- Overnight · Pro
- History
GET/v1/options/exposure/by-strike
Exposure by strike
Modeled dealer gamma, delta, vanna or charm exposure by strike.
- Streamable
- Overnight · Pro
- History
GET/v1/options/exposure/forecast
Exposure forecast
Modeled levels repriced at intraday horizons with a statistical cone.
- Streamable
- Overnight · Pro
- History
GET/v1/options/exposure/heatmap
Exposure heatmap
Strike by expiration grid of modeled exposure, open interest or flow.
- Streamable
- Overnight · Pro
- History
GET/v1/options/exposure/history
Exposure history
Net modeled gamma exposure through time (SPX and SPXW).
GET/v1/options/exposure/intervals
Exposure intervals
Modeled exposure by strike at every interval of a session.
- Streamable
- Overnight · Pro
- History
GET/v1/options/exposure/profile
Exposure profile
Modeled exposure repriced over a sweep of underlying prices, with zero crossings.
- Streamable
- Overnight · Pro
- History
GET/v1/options/exposure/surface
Exposure surface
Dense strike by expiration surface of net modeled exposure for 3D views.
- Streamable
- Overnight · Pro
- History
GET/v1/options/levels
Levels
Key levels of the modeled dealer exposure: walls, gamma flip, largest cell, max pain, expected move.
- Streamable
- Overnight · Pro
- History
GET/v1/options/levels/history
Levels history
Key levels of the modeled gamma exposure through a session.
GET/v1/options/market-map
Market map
Modeled exposure and executed flow by strike for SPX and SPXW.
GET/v1/options/max-pain
Max pain
Max pain strike of an expiration, its payout curve and the max pain of every expiration.
GET/v1/options/open-interest
Open interest
Open interest by strike or by expiration.
GET/v1/options/open-interest/change
Open interest change
Change in open interest per contract between the two latest open interest dates.
GET/v1/options/open-interest/history
Open interest history
Open interest per stored date for a selection of contracts.
GET/v1/options/screener
Screener
Screen contracts or underlyings by flow, open interest, volatility and modeled exposure.
GET/v1/options/volatility/drift
Volatility drift
Intraday implied volatility against adjusted realized volatility.
- Streamable
- Overnight · Pro
- History
GET/v1/options/volatility/expected-move
Volatility expected move
One-standard-deviation expected move to each expiration from at-the-money implied volatility.
GET/v1/options/volatility/history
Volatility history
Daily history of a constant-maturity implied volatility.
GET/v1/options/volatility/rank
Volatility rank
Implied volatility rank and percentile of a constant-maturity volatility.
GET/v1/options/volatility/skew
Volatility skew
Implied volatility smile by strike and delta, with risk reversals and butterflies.
- Streamable
- Overnight · Pro
- History
GET/v1/options/volatility/surface
Volatility surface
Implied volatility surface by strike and expiration.
- Streamable
- Overnight · Pro
- History
GET/v1/options/volatility/surface-slice
Volatility surface slice
One strike across expirations, or one expiration across strikes, of the volatility surface.
- Streamable
- Overnight · Pro
- History
GET/v1/options/volatility/term-structure
Volatility term structure
At-the-money implied volatility by expiration, constant-maturity points and forward volatilities.
- Streamable
- Overnight · Pro
- History