Options · Exposure, levels, volatility and OI

Options volatility surface

Implied volatility surface by strike and expiration.

GET/v1/options/volatility/surfaceoptionsVolatilitySurface

API Developer Overnight data: API Pro Streamable History-bounded Dataset: options

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Example request
Parameters
Response
Example response
Related

The implied volatility of every strike and expiration in the window as a list of cells. By default each strike shows its out-of-the-money option (puts below the underlying price, calls at and above it), the usual basis for a surface; contract_type selects calls or puts only. The window is 60 strikes either side of the underlying price and 24 expirations unless set. Volatilities are decimals solved by the platform. Cells without a listed contract are omitted.

Example request

curl -sS --get "https://api.ordermap.si/v1/options/volatility/surface" \
  -H "Authorization: Bearer $ORDERMAP_API_KEY" \
  --data-urlencode underlying_symbol=SPXW

const params = new URLSearchParams({
  underlying_symbol: "SPXW",
});
const res = await fetch(`https://api.ordermap.si/v1/options/volatility/surface?${params}`, {
  headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);

Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.

Parameters

14 parameters, 1 required.

Parameter	Type and limits	Description
`underlying_symbol`queryrequired	stringat most 8 characterspattern ^[A-Za-z][A-Za-z0-9.]{0,7}$	Option root or family: SPX covers the SPX and SPXW roots, SPXW only the weekly root, QQQ, NDXP, RUTW, XSP ...
`date`queryoptional	stringdate	Trading date (YYYY-MM-DD). Default: the current session, else the most recent completed one.
`session`queryoptional	stringrthgthdefault rth	Trading session: rth is the regular session, gth the overnight (global trading hours) session before the trading date. Overnight data requires the Pro plan and exists only for underlyings with an overnight session; GET /v1/options/sessions shows which.
`contract_type`queryoptional	stringcallput	Calls or puts. Omit for both.
`date_of_expiry`queryoptional	stringdate	Only this expiration.
`expirations`queryoptional	array<string>comma-separated in one parameter1 to 64 itemseach at most 128 characterspattern ^[0-9]{4}-[0-9]{2}-[0-9]{2}$	Only these expirations, comma separated (YYYY-MM-DD), at most 64. Unlisted dates are ignored.
`expiry_mode`queryoptional	string0dte1dteweeklymonthlylte30lte90	Expiration set: 0dte, 1dte, weekly (within 7 days), monthly (third-Friday expirations), lte30 or lte90 (within 30 or 90 days).
`min_dte`queryoptional	integermin 0max 3650	Minimum days to expiration (0 = expires on the trading date).
`max_dte`queryoptional	integermin 0max 3650	Maximum days to expiration.
`min_strike`queryoptional	number> 0max 1000000	Lowest strike in dollars.
`max_strike`queryoptional	number> 0max 1000000	Highest strike in dollars.
`strikes_around`queryoptional	integerdefault 60min 1max 200	This many listed strikes either side of the strike nearest the underlying price (up to 200).
`max_expirations`queryoptional	integerdefault 24min 1max 64	Number of expirations (columns) in the grid.
`expiration_offset`queryoptional	integermin 0max 400	Index of the first expiration of the grid among the selected ones.

Response

Status	Meaning	Body
`200`	Successful response.	Schema below
`400`	Invalid, unknown or repeated parameters, or an invalid cursor.	Error object
`401`	Missing or invalid API key.	Error object
`403`	The plan, dataset release or account state does not allow this request.	Error object
`422`	The request is valid but no data exists for it.	Error object
`429`	Rate limit, burst limit or cooldown; wait Retry-After seconds.Retry-After	Error object
`500`	Internal error.	Error object
`503`	Data temporarily unavailable; retry after Retry-After seconds.Retry-After	Error object
`504`	The request timed out.	Error object

Authenticated responses carry the X-RateLimit-* headers (see rate limits); 429 and 503 add Retry-After.

200 response body

dataobjectrequiredImplied volatility surface.19 fields inside
- basisstringrequiredout_of_the_money: each strike shows its out-of-the-money option; call or put: that leg only.out_of_the_moneycallput
- cellsarray<object>requiredCells with a listed contract.5 fields inside
  - contract_typestringrequiredCall or put.callput
  - date_of_expirystringdaterequiredExpiration.
  - days_to_expiryintegerrequiredDays from the trading date.
  - implied_volatilitynumberrequiredImplied volatility as a decimal.
  - strikenumberrequiredStrike.
- rootsarray<string>requiredOption roots included.
- sessionstringrequiredSession valued.rthgthcurball
- trading_datestringdaterequiredTrading date valued.
- underlying_symbolstringrequiredThe requested underlying.
- valuationobjectrequiredWhat the snapshot was valued on.7 fields inside
  - chain_timestampinteger | nullunix-msrequiredTime of the option chain the valuation used. Unix epoch milliseconds (UTC).
  - open_interest_datestring | nulldaterequiredDate of the open interest the positioning is based on.
  - risk_free_ratenumber | nullrequiredContinuously compounded risk-free rate used.
  - timestampinteger | nullunix-msrequiredValuation time. Unix epoch milliseconds (UTC).
  - underlying_pricenumber | nullrequiredUnderlying price used.
  - underlying_stalebooleanrequiredThe underlying price is older than the freshness limit.
  - underlying_timestampinteger | nullunix-msrequiredTime of the underlying price. Unix epoch milliseconds (UTC).
metaobjectrequiredMeta object

Example response

{
  "data": {
    "basis": "out_of_the_money",
    "cells": [
      {
        "contract_type": "put",
        "date_of_expiry": "2026-10-23",
        "days_to_expiry": 7,
        "implied_volatility": 0.158,
        "strike": 6000
      }
    ],
    "roots": [
      "SPX",
      "SPXW"
    ],
    "session": "rth",
    "trading_date": "2026-10-16",
    "underlying_symbol": "SPX",
    "valuation": {
      "chain_timestamp": 1792160995000,
      "open_interest_date": "2026-10-15",
      "risk_free_rate": 0.0412,
      "timestamp": 1792161000000,
      "underlying_price": 6021.4,
      "underlying_stale": false,
      "underlying_timestamp": 1792160999000
    }
  },
  "meta": {
    "as_of": 1760659200123,
    "coverage": {
      "complete": true
    },
    "delay_ms": 0,
    "delayed": false,
    "request_id": "0199f0c2-5a1e-7c3b-9d4e-2b6f8a1c3d5e",
    "source": "opra"
  }
}

Values are illustrative. Missing values are null, never 0.