Data API

Get delayed and historical end-of-day options data back to 2007 augmented with hundreds of proprietary indicators. Current market data is delayed by 15 minutes.

Data endpoint url:

Name
https://api.orats.io/datav2
Description

GEThttps://api.orats.io/datav2/tickers

Tickers

Retrieves min/max available tradeDate for ORATS universe of tickers.

Optional attributes

Name
ticker
Type
string
Description
The ticker to retrieve. Ex: AAPL

Request

GET

https://api.orats.io/datav2/tickers

curl "https://api.orats.io/datav2/tickers?token=my-token"

Response

{
  "data": [
    {
      "ticker": "A",
      "min": "2007-01-03",
      "max": "2020-02-14"
    },
    {
      "ticker": "AA",
      "min": "2007-01-03",
      "max": "2020-02-14"
    },
    {
      "ticker": "AAAP",
      "min": "2017-10-12",
      "max": "2018-07-20"
    }
    ...
  ]
}

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

Strikes

Retrieves strikes data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,expirDate,strike
Name
dte
Type
string
Description
Filter by DTE range. Ex: 30,45
Name
delta
Type
string
Description
Filter by delta range. Ex: .30,.45

Request

GET

https://api.orats.io/datav2/strikes

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

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-12-23",
      "expirDate": "2019-12-27",
      "dte": 5,
      "strike": 180,
      "stockPrice": 283.8,
      "callVolume": 0,
      "callOpenInterest": 0,
      "callBidSize": 166,
      "callAskSize": 25,
      "putVolume": 1,
      "putOpenInterest": 7,
      "putBidSize": 0,
      "putAskSize": 37,
      "callBidPrice": 103.7,
      "callValue": 103.851,
      "callAskPrice": 103.9,
      "putBidPrice": 0,
      "putValue": 0,
      "putAskPrice": 0.01,
      "callBidIv": 0,
      "callMidIv": 0.837262,
      "callAskIv": 1.67452,
      "smvVol": 0.201089,
      "putBidIv": 0,
      "putMidIv": 0.723295,
      "putAskIv": 1.44659,
      "residualRate": -0.0108285,
      "delta": 1,
      "gamma": -1.29661e-14,
      "theta": -0.0130789,
      "vega": -1.93379e-11,
      "rho": 0.0192188,
      "phi": -0.0303101,
      "driftlessTheta": -3.62868e-8,
      "extSmvVol": 0.288125,
      "extCallValue": 103.741,
      "extPutValue": 0,
      "spotPrice": 283.8,
      "updatedAt": "2019-12-23T18:49:36Z"
    },
    ...
  ]
}

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

Strikes History

Retrieves end of day strikes data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,expirDate,strike
Name
dte
Type
string
Description
Filter by DTE range. Ex: 30,45
Name
delta
Type
string
Description
Filter by delta range. Ex: .30,.45

Request

GET

https://api.orats.io/datav2/strikes

curl -L "https://api.orats.io/datav2/hist/strikes?token=my-token&ticker=AAPL&tradeDate=2017-08-28"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2017-08-28",
      "expirDate": "2017-09-01",
      "dte": 5,
      "strike": 95,
      "stockPrice": 161.3827,
      "callVolume": 1,
      "callOpenInterest": 0,
      "callBidSize": 30,
      "callAskSize": 2,
      "putVolume": 1,
      "putOpenInterest": 1,
      "putBidSize": 0,
      "putAskSize": 16,
      "callBidPrice": 66.35,
      "callValue": 66.41551094836527,
      "callAskPrice": 66.45,
      "putBidPrice": 0,
      "putValue": 0,
      "putAskPrice": 0.01,
      "callBidIv": 0,
      "callMidIv": 1.9435290391604259,
      "callAskIv": 1.9435290391604259,
      "smvVol": 0.29255660522135446,
      "putBidIv": 0,
      "putMidIv": 1.7233550807894313,
      "putAskIv": 1.7233550807894313,
      "residualRate": -0.0215447947190231,
      "delta": 1.0000000000000133,
      "gamma": 4.021433382502273e-14,
      "theta": -0.008181463093526515,
      "vega": 2.420462435939163e-13,
      "rho": 0.010432658772747985,
      "phi": -0.017728751942058807,
      "driftlessTheta": -2.8188520395807645e-8,
      "extSmvVol": 0.30678671652162315,
      "extCallValue": 66.41551094836588,
      "extPutValue": 0,
      "spotPrice": 161.3827,
      "updatedAt": "2017-08-28T19:46:00Z"
    },
    ...
  ]
}

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

Strikes by Options

Retrieves current strikes data by ticker, expiry, and strike.

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

Request

GET

https://api.orats.io/datav2/strikes/options

curl -L "https://api.orats.io/datav2/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": 21.09,
      "volume": 0,
      "openInterest": 609,
      "bidSize": 57,
      "askSize": 602,
      "bidPrice": 0.82,
      "optValue": 0.91,
      "askPrice": 1.01,
      "bidIv": 0.719702,
      "midIv": 0.775449,
      "askIv": 0.831195,
      "smvVol": 0.776,
      "residualRate": -0.00126964,
      "delta": 0.659823,
      "gamma": 0.101183,
      "theta": -0.0379109,
      "vega": 0.01705,
      "rho": 0.00596109,
      "phi": -0.00699401,
      "driftlessTheta": -0.0363416,
      "optSmvVol": 0.773272,
      "extSmvVol": 0.81083,
      "extOptValue": 0.975286,
      "spotPrice": 20.01,
      "quoteDate": "2023-02-03T20:22:48Z",
      "updatedAt": "2023-02-03T20:22:58Z",
      "expiryTod": "am"
    },
    {
      "ticker": "SPX",
      "optionSymbol": "SPXW230317C04000000",
      "tradeDate": "2023-02-03",
      "expirDate": "2023-03-17",
      "dte": 43,
      "strike": 4000,
      "optionType": "Call",
      "stockPrice": 4126.71,
      "volume": 20,
      "openInterest": 2241,
      "bidSize": 35,
      "askSize": 35,
      "bidPrice": 194.5,
      "optValue": 196.27,
      "askPrice": 197.4,
      "bidIv": 0.191887,
      "midIv": 0.194403,
      "askIv": 0.19692,
      "smvVol": 0.192,
      "residualRate": 0.00236406,
      "delta": 0.733811,
      "gamma": 0.00131768,
      "theta": -1.33656,
      "vega": 4.51142,
      "rho": 3.24908,
      "phi": -3.46435,
      "driftlessTheta": -0.995206,
      "optSmvVol": 0.194419,
      "extSmvVol": 0.199375,
      "extOptValue": 198.301,
      "spotPrice": 4128.73,
      "quoteDate": "2023-02-03T20:22:49Z",
      "updatedAt": "2023-02-03T20:23:00Z",
      "expiryTod": "pm"
    },
    {
      "ticker": "AAPL",
      "optionSymbol": "AAPL230915C00175000",
      "tradeDate": "2023-02-03",
      "expirDate": "2023-09-15",
      "dte": 225,
      "strike": 175,
      "optionType": "Call",
      "stockPrice": 155.01,
      "volume": 667,
      "openInterest": 17491,
      "bidSize": 705,
      "askSize": 287,
      "bidPrice": 6.4,
      "optValue": 6.47,
      "askPrice": 6.55,
      "bidIv": 0.251574,
      "midIv": 0.253287,
      "askIv": 0.255,
      "smvVol": 0.253,
      "residualRate": -0.00110824,
      "delta": 0.342191,
      "gamma": 0.0122149,
      "theta": -0.0295758,
      "vega": 0.439479,
      "rho": 0.284995,
      "phi": -0.322753,
      "driftlessTheta": -0.0244588,
      "optSmvVol": 0.253234,
      "extSmvVol": 0.227986,
      "extOptValue": 5.35791,
      "spotPrice": 155.01,
      "quoteDate": "2023-02-03T20:22:42Z",
      "updatedAt": "2023-02-03T20:22:54Z",
      "expiryTod": "pm"
    },
    {
      "ticker": "AMZN",
      "stockPrice": 103.56,
      "bid": 103.56,
      "ask": 103.57,
      "bidSize": 1,
      "askSize": 4,
      "volume": 116242000,
      "quoteDate": "2023-02-03T20:23:52Z",
      "updatedAt": "2023-02-03T20:24:04Z"
    },
    {
      "ticker": "IBM",
      "stockPrice": 136.38,
      "bid": 136.37,
      "ask": 136.39,
      "bidSize": 2,
      "askSize": 2,
      "volume": 2379740,
      "quoteDate": "2023-02-03T20:23:56Z",
      "updatedAt": "2023-02-03T20:24:04Z"
    },
    {
      "ticker": "MSFT",
      "stockPrice": 258.15,
      "bid": 258.14,
      "ask": 258.16,
      "bidSize": 3,
      "askSize": 2,
      "volume": 19871700,
      "quoteDate": "2023-02-03T20:23:49Z",
      "updatedAt": "2023-02-03T20:24:04Z"
    }
  ]
}

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

Strikes History by Options

Retrieves end of day strikes history data by ticker, tradeDate, expiry, and strike.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve. Ex: AAPL
Name
expirDate
Type
string
Description
The expire date to retrieve. Ex: 2022-01-21
Name
strike
Type
string
Description
The strike price to retrieve. Ex: 280

Optional attributes

Name
tradeDate
Type
string
Description
The trade date to retrieve. Ex: 2019-12-20

Request

GET

https://api.orats.io/datav2/hist/strikes/options

curl -L "https://api.orats.io/datav2/hist/strikes/options?token=my-token&ticker=AAPL&expirDate=2022-01-21&strike=280"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-09-16",
      "expirDate": "2022-01-21",
      "dte": 859,
      "strike": 280,
      "stockPrice": 219.89,
      "callVolume": 0,
      "callOpenInterest": 0,
      "callBidSize": 520,
      "callAskSize": 459,
      "putVolume": 0,
      "putOpenInterest": 0,
      "putBidSize": 290,
      "putAskSize": 305,
      "callBidPrice": 13.15,
      "callValue": 15.51,
      "callAskPrice": 17.7,
      "putBidPrice": 69.5,
      "putValue": 71.92,
      "putAskPrice": 74,
      "callBidIv": 0.231313,
      "callMidIv": 0.250226,
      "callAskIv": 0.269139,
      "smvVol": 0.251085,
      "putBidIv": 0.230121,
      "putMidIv": 0.2494,
      "putAskIv": 0.268678,
      "residualRate": -0.002482,
      "delta": 0.33319,
      "gamma": 0.00423848,
      "theta": -0.0179752,
      "vega": 1.19013,
      "rho": 1.29789,
      "phi": -1.62317,
      "driftlessTheta": -0.017109,
      "extSmvVol": 0.251497,
      "extCallValue": 15.5592,
      "extPutValue": 71.9679,
      "spotPrice": 219.89,
      "updatedAt": "2019-09-22T12:25:43Z"
    },
    ...
  ]
}

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

Implied Monies

Retrieves monthly implied monies data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,expirDate,calVol

Request

GET

https://api.orats.io/datav2/monies/implied

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

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "expirDate": "2024-06-21",
      "stockPrice": 176.78,
      "riskFreeRate": 0.0538,
      "yieldRate": 0.00644419,
      "residualYieldRate": -0.00429695,
      "residualRateSlp": 0.00184204,
      "residualR2": 0.0005349,
      "confidence": 0.990404,
      "mwVol": 0.00208507,
      "vol100": 0.481632,
      "vol95": 0.372538,
      "vol90": 0.313805,
      "vol85": 0.284469,
      "vol80": 0.269292,
      "vol75": 0.258977,
      "vol70": 0.251434,
      "vol65": 0.244439,
      "vol60": 0.23873,
      "vol55": 0.234208,
      "vol50": 0.228685,
      "vol45": 0.22303,
      "vol40": 0.218509,
      "vol35": 0.214635,
      "vol30": 0.210679,
      "vol25": 0.206676,
      "vol20": 0.203116,
      "vol15": 0.200003,
      "vol10": 0.199472,
      "vol5": 0.204106,
      "vol0": 0.220554,
      "typeFlag": 0,
      "atmiv": 0.228074,
      "slope": 4.50145,
      "deriv": 0.0949864,
      "fit": 0.0000128897,
      "spotPrice": 176.78,
      "calVol": 0.224091,
      "unadjVol": 0.219517,
      "earnEffect": 0.004575,
      "quoteDate": "2023-11-03T19:59:44Z",
      "updatedAt": "2023-11-03T19:59:57Z",
      "snapShotEstTime": "1600",
      "snapShotDate": "2023-11-03T20:00:00Z",
      "expiryTod": "pm"
    },
    ...
  ]
}

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

Forecast Monies

Retrieves monthly forecast monies data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,expirDate,vol50

Request

GET

https://api.orats.io/datav2/monies/forecast

curl -L "https://api.orats.io/datav2/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": "2023-11-03T19:59:57Z",
      "snapShotEstTime": "1600",
      "snapShotDate": "2023-11-03T20:00:00Z",
      "expiryTod": "pm"
    },
    ...
  ]
}

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

Implied Monies History

Retrieves end of day monthly implied monies history data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,expirDate,calVol

Request

GET

https://api.orats.io/datav2/hist/monies/implied

curl -L "https://api.orats.io/datav2/hist/monies/implied?token=my-token&ticker=AAPL&tradeDate=2019-11-29"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-11-29",
      "expirDate": "2020-07-17",
      "stockPrice": 267.65,
      "riskFreeRate": 0.016,
      "yieldRate": 0.00930403,
      "residualYieldRate": -0.00262572,
      "residualRateSlp": -0.00086345,
      "residualR2": 0.00001021,
      "confidence": 0.98959948,
      "mwVol": 0.00301035,
      "vol100": 0.412641,
      "vol95": 0.351561,
      "vol90": 0.31641,
      "vol85": 0.291727,
      "vol80": 0.273611,
      "vol75": 0.260189,
      "vol70": 0.250415,
      "vol65": 0.243444,
      "vol60": 0.23873,
      "vol55": 0.23582,
      "vol50": 0.234329,
      "vol45": 0.233909,
      "vol40": 0.234226,
      "vol35": 0.23494,
      "vol30": 0.235676,
      "vol25": 0.236002,
      "vol20": 0.235339,
      "vol15": 0.232937,
      "vol10": 0.227614,
      "vol5": 0.217252,
      "vol0": 0.207645,
      "typeFlag": 0,
      "atmiv": 0.242681,
      "slope": 3.0936925598,
      "deriv": 0.0754675374,
      "fit": 0.0000239965,
      "spotPrice": 267.65,
      "calVol": 0.24326,
      "unadjVol": 0.217315,
      "earnEffect": 0.025945,
      "quoteDate": "2019-11-29T17:46:01Z",
      "updatedAt": "2019-11-29T17:46:01Z"
    },
    ...
  ]
}

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

Forecast Monies History

Retrieves end of day monthly forecast monies history data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,expirDate,calVol

Request

GET

https://api.orats.io/datav2/hist/monies/forecast

curl -L "https://api.orats.io/datav2/hist/monies/forecast?token=my-token&ticker=AAPL&tradeDate=2019-11-29"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-11-29",
      "expirDate": "2020-04-17",
      "stockPrice": 267.65,
      "riskFreeRate": 0.0163,
      "vol100": 0.371587,
      "vol95": 0.327694,
      "vol90": 0.30461,
      "vol85": 0.288032,
      "vol80": 0.272282,
      "vol75": 0.264817,
      "vol70": 0.258009,
      "vol65": 0.251857,
      "vol60": 0.246363,
      "vol55": 0.241525,
      "vol50": 0.237343,
      "vol45": 0.233819,
      "vol40": 0.230951,
      "vol35": 0.22874,
      "vol30": 0.227186,
      "vol25": 0.226289,
      "vol20": 0.226048,
      "vol15": 0.226464,
      "vol10": 0.227537,
      "vol5": 0.229267,
      "vol0": 0.231653,
      "quoteDate": "2019-11-29T17:46:01Z",
      "updatedAt": "2019-11-29T17:46:01Z"
    },
    ...
  ]
}

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

Summaries

Retrieves SMV summary data.

Optional attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA
Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,exErnIv30d,impliedEarningsMove

Request

GET

https://api.orats.io/datav2/summaries

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

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "stockPrice": 176.78,
      "annActDiv": 0.982574,
      "annIdiv": 0.287519,
      "borrow30": 0.0537541,
      "borrow2y": 0.04751,
      "confidence": 0.710872,
      "exErnIv10d": 0.195644,
      "exErnIv20d": 0.188896,
      "exErnIv30d": 0.185834,
      "exErnIv60d": 0.192219,
      "exErnIv90d": 0.20357,
      "exErnIv6m": 0.217763,
      "exErnIv1y": 0.228013,
      "ieeEarnEffect": 1.85201,
      "impliedMove": 0.028577,
      "impliedNextDiv": 0.200508,
      "iv10d": 0.195644,
      "iv20d": 0.188896,
      "iv30d": 0.185834,
      "iv60d": 0.192219,
      "iv90d": 0.205658,
      "iv6m": 0.221108,
      "iv1y": 0.233177,
      "mwAdj30": 0.002342,
      "mwAdj2y": 0.004672,
      "nextDiv": 0.24,
      "rDrv30": 0.077746,
      "rDrv2y": 0.096629,
      "rSlp30": 3.91465,
      "rSlp2y": 4.49114,
      "rVol30": 0.183112,
      "rVol2y": 0.248168,
      "rip": 1.84319,
      "riskFree30": 0.055331,
      "riskFree2y": 0.052577,
      "skewing": -0.18824,
      "contango": -0.018600000475998968,
      "totalErrorConf": 0.000128,
      "dlt5Iv10d": 0.206691,
      "dlt5Iv20d": 0.202587,
      "dlt5Iv30d": 0.189626,
      "dlt5Iv60d": 0.180344,
      "dlt5Iv90d": 0.189285,
      "dlt5Iv6m": 0.196934,
      "dlt5Iv1y": 0.206532,
      "exErnDlt5Iv10d": 0.206691,
      "exErnDlt5Iv20d": 0.202587,
      "exErnDlt5Iv30d": 0.189626,
      "exErnDlt5Iv60d": 0.180344,
      "exErnDlt5Iv90d": 0.187198,
      "exErnDlt5Iv6m": 0.193588,
      "exErnDlt5Iv1y": 0.201367,
      "dlt25Iv10d": 0.189584,
      "dlt25Iv20d": 0.175341,
      "dlt25Iv30d": 0.173086,
      "dlt25Iv60d": 0.180378,
      "dlt25Iv90d": 0.187436,
      "dlt25Iv6m": 0.200198,
      "dlt25Iv1y": 0.211505,
      "exErnDlt25Iv10d": 0.189584,
      "exErnDlt25Iv20d": 0.175341,
      "exErnDlt25Iv30d": 0.173086,
      "exErnDlt25Iv60d": 0.180378,
      "exErnDlt25Iv90d": 0.185349,
      "exErnDlt25Iv6m": 0.196852,
      "exErnDlt25Iv1y": 0.206341,
      "dlt75Iv10d": 0.22289,
      "dlt75Iv20d": 0.212007,
      "dlt75Iv30d": 0.209122,
      "dlt75Iv60d": 0.219619,
      "dlt75Iv90d": 0.23408,
      "dlt75Iv6m": 0.251754,
      "dlt75Iv1y": 0.266157,
      "exErnDlt75Iv10d": 0.22289,
      "exErnDlt75Iv20d": 0.212007,
      "exErnDlt75Iv30d": 0.209122,
      "exErnDlt75Iv60d": 0.219619,
      "exErnDlt75Iv90d": 0.231993,
      "exErnDlt75Iv6m": 0.248408,
      "exErnDlt75Iv1y": 0.260993,
      "dlt95Iv10d": 0.350401,
      "dlt95Iv20d": 0.331203,
      "dlt95Iv30d": 0.329991,
      "dlt95Iv60d": 0.316906,
      "dlt95Iv90d": 0.329715,
      "dlt95Iv6m": 0.353314,
      "dlt95Iv1y": 0.353414,
      "exErnDlt95Iv10d": 0.350401,
      "exErnDlt95Iv20d": 0.331203,
      "exErnDlt95Iv30d": 0.329991,
      "exErnDlt95Iv60d": 0.316906,
      "exErnDlt95Iv90d": 0.327628,
      "exErnDlt95Iv6m": 0.349969,
      "exErnDlt95Iv1y": 0.34825,
      "fwd30_20": 0.179554,
      "fwd60_30": 0.198399,
      "fwd90_30": 0.214885,
      "fwd90_60": 0.230193,
      "fwd180_90": 0.235547,
      "fexErn30_20": 0.179554,
      "fexErn60_30": 0.198399,
      "fexErn90_30": 0.211882,
      "fexErn90_60": 0.224557,
      "fexErn180_90": 0.231085,
      "ffwd30_20": 0.17336,
      "ffwd60_30": 0.208361,
      "ffwd90_30": 0.233676,
      "ffwd90_60": 0.267796,
      "ffwd180_90": 0.260775,
      "ffexErn30_20": 0.17336,
      "ffexErn60_30": 0.208361,
      "ffexErn90_30": 0.228623,
      "ffexErn90_60": 0.2563,
      "ffexErn180_90": 0.25421,
      "fbfwd30_20": 0.965506,
      "fbfwd60_30": 1.05021,
      "fbfwd90_30": 1.08745,
      "fbfwd90_60": 1.16336,
      "fbfwd180_90": 1.1071,
      "fbfexErn30_20": 0.965506,
      "fbfexErn60_30": 1.05021,
      "fbfexErn90_30": 1.07901,
      "fbfexErn90_60": 1.14136,
      "fbfexErn180_90": 1.10007,
      "impliedEarningsMove": 0.036148,
      "quoteDate": "2023-11-03T19:59:44Z",
      "updatedAt": "2023-11-03T19:59:57Z",
      "snapShotEstTime": "1600",
      "snapShotDate": "2023-11-03T20:00:00Z"
    }
  ]
}

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

Summaries History

Retrieves end of day SMV summary history data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Optional if tradeDate is set. Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve. Optional if ticker is set. Ex: 2019-11-29

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,exErnIv30d,impliedEarningsMove

Request

GET

https://api.orats.io/datav2/hist/summaries

curl -L "https://api.orats.io/datav2/hist/summaries?token=my-token&ticker=AAPL&tradeDate=2019-11-29"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-11-29",
      "stockPrice": 267.65,
      "annActDiv": 3.18088,
      "annIdiv": 2.16866,
      "borrow30": 0.0130476,
      "borrow2y": 0.0130526,
      "confidence": 0.982672,
      "exErnIv10d": 0.17302,
      "exErnIv20d": 0.191041,
      "exErnIv30d": 0.189777,
      "exErnIv60d": 0.203197,
      "exErnIv90d": 0.207576,
      "exErnIv6m": 0.225346,
      "exErnIv1y": 0.219686,
      "ieeEarnEffect": 3.90671,
      "impliedMove": 0.0699168,
      "impliedNextDiv": 0.469247,
      "iv10d": 0.17302,
      "iv20d": 0.191041,
      "iv30d": 0.189777,
      "iv60d": 0.213359,
      "iv90d": 0.23856,
      "iv6m": 0.251482,
      "iv1y": 0.250053,
      "mwAdj30": 0.00263453,
      "mwAdj2y": 0.0058333,
      "nextDiv": 0.77,
      "rDrv30": 0.140255,
      "rDrv2y": 0.0797137,
      "rSlp30": 3.0127,
      "rSlp2y": 3.21896,
      "rVol30": 0.198798,
      "rVol2y": 0.231888,
      "rip": 3.16261,
      "riskFree30": 0.0160534,
      "riskFree2y": 0.0161099,
      "skewing": 0.00991347,
      "contango": 0.5484344903379679,
      "totalErrorConf": 0.0000520262,
      "dlt5Iv10d": 0.179133,
      "dlt5Iv20d": 0.191745,
      "dlt5Iv30d": 0.191127,
      "dlt5Iv60d": 0.210039,
      "dlt5Iv90d": 0.227116,
      "dlt5Iv6m": 0.219043,
      "dlt5Iv1y": 0.22659,
      "exErnDlt5Iv10d": 0.179133,
      "exErnDlt5Iv20d": 0.191745,
      "exErnDlt5Iv30d": 0.191127,
      "exErnDlt5Iv60d": 0.199877,
      "exErnDlt5Iv90d": 0.196132,
      "exErnDlt5Iv6m": 0.192907,
      "exErnDlt5Iv1y": 0.196222,
      "dlt25Iv10d": 0.170224,
      "dlt25Iv20d": 0.185283,
      "dlt25Iv30d": 0.183904,
      "dlt25Iv60d": 0.204507,
      "dlt25Iv90d": 0.225666,
      "dlt25Iv6m": 0.241827,
      "dlt25Iv1y": 0.237379,
      "exErnDlt25Iv10d": 0.170224,
      "exErnDlt25Iv20d": 0.185283,
      "exErnDlt25Iv30d": 0.183904,
      "exErnDlt25Iv60d": 0.194345,
      "exErnDlt25Iv90d": 0.194682,
      "exErnDlt25Iv6m": 0.215691,
      "exErnDlt25Iv1y": 0.207012,
      "dlt75Iv10d": 0.191296,
      "dlt75Iv20d": 0.212173,
      "dlt75Iv30d": 0.212207,
      "dlt75Iv60d": 0.239729,
      "dlt75Iv90d": 0.267796,
      "dlt75Iv6m": 0.265297,
      "dlt75Iv1y": 0.27136,
      "exErnDlt75Iv10d": 0.191296,
      "exErnDlt75Iv20d": 0.212173,
      "exErnDlt75Iv30d": 0.212207,
      "exErnDlt75Iv60d": 0.229566,
      "exErnDlt75Iv90d": 0.236812,
      "exErnDlt75Iv6m": 0.239162,
      "exErnDlt75Iv1y": 0.240992,
      "dlt95Iv10d": 0.217063,
      "dlt95Iv20d": 0.240149,
      "dlt95Iv30d": 0.242073,
      "dlt95Iv60d": 0.273438,
      "dlt95Iv90d": 0.302951,
      "dlt95Iv6m": 0.323779,
      "dlt95Iv1y": 0.349745,
      "exErnDlt95Iv10d": 0.217063,
      "exErnDlt95Iv20d": 0.240149,
      "exErnDlt95Iv30d": 0.242073,
      "exErnDlt95Iv60d": 0.263275,
      "exErnDlt95Iv90d": 0.271967,
      "exErnDlt95Iv6m": 0.297644,
      "exErnDlt95Iv1y": 0.319377,
      "fwd30_20": 0.187224,
      "fwd60_30": 0.234582,
      "fwd90_60": 0.282292,
      "fwd180_90": 0.263771,
      "fwd90_30": 0.259536,
      "fexErn30_20": 0.187224,
      "fexErn60_30": 0.215783,
      "fexErn90_60": 0.21607,
      "fexErn180_90": 0.241813,
      "fexErn90_30": 0.215927,
      "ffwd30_20": 0.184873,
      "ffwd60_30": 0.270233,
      "ffwd90_60": 0.351662,
      "ffwd180_90": 0.283423,
      "ffwd90_30": 0.305744,
      "ffexErn30_20": 0.184873,
      "ffexErn60_30": 0.235405,
      "ffexErn90_60": 0.227656,
      "ffexErn180_90": 0.26926,
      "ffexErn90_30": 0.232192,
      "fbfwd30_20": 0.987445,
      "fbfwd60_30": 1.15198,
      "fbfwd90_60": 1.24574,
      "fbfwd180_90": 1.0745,
      "fbfwd90_30": 1.17804,
      "fbfexErn30_20": 0.987445,
      "fbfexErn60_30": 1.09093,
      "fbfexErn90_60": 1.05362,
      "fbfexErn180_90": 1.11351,
      "fbfexErn90_30": 1.07533,
      "impliedEarningsMove": 0.0440891,
      "updatedAt": "2019-11-29T17:46:01Z"
    }
  ]
}

GEThttps://api.orats.io/datav2/cores

Core Data

Retrieves core data.

Optional attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA
Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,slope,contango

Request

GET

https://api.orats.io/datav2/cores

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

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "assetType": 3,
      "priorCls": 177.57,
      "pxAtmIv": 176.78,
      "mktCap": 2797004,
      "cVolu": 1017362,
      "cOi": 3728326,
      "pVolu": 832833,
      "pOi": 3573850,
      "orFcst20d": 22.104,
      "orIvFcst20d": 21.456,
      "orFcstInf": 19.73,
      "orIvXern20d": 18.31,
      "orIvXernInf": 24.82,
      "iv200Ma": 23.75,
      "atmIvM1": 19.465,
      "atmFitIvM1": 18.364,
      "atmFcstIvM1": 22.104,
      "dtExM1": 15,
      "atmIvM2": 18.958,
      "atmFitIvM2": 18.314,
      "atmFcstIvM2": 21.646,
      "dtExM2": 43,
      "atmIvM3": 19.562,
      "atmFitIvM3": 19.875,
      "atmFcstIvM3": 21.152,
      "dtExM3": 78,
      "atmIvM4": 21.805,
      "atmFitIvM4": 21.044,
      "atmFcstIvM4": 21.236,
      "dtExM4": 106,
      "iRate5wk": 5.53,
      "iRateLt": 5.26,
      "px1kGam": 2837.09,
      "volOfVol": 0.8586,
      "volOfIvol": 0.0325,
      "slope": 3.914655,
      "slopeInf": 4.49114,
      "slopeFcst": 3.93708,
      "slopeFcstInf": 4.47763,
      "deriv": 0.0777,
      "derivInf": 0.0966,
      "derivFcst": 0.0469,
      "derivFcstInf": 0.0852,
      "mktWidthVol": 0.234,
      "mktWidthVolInf": 0.467,
      "cAddPrem": 0,
      "pAddPrem": 0,
      "rip": 1.84319,
      "ivEarnReturn": 0,
      "fcstR2": 0.3304,
      "fcstR2Imp": 0.0874,
      "hiHedge": 0,
      "loHedge": 0,
      "stkVolu": 70672979,
      "avgOptVolu20d": 751195.75,
      "sector": "XLK Electronic Computer Manufacturing42941",
      "orHv1d": 23.2,
      "orHv5d": 20.82,
      "orHv10d": 22.85,
      "orHv20d": 20.82,
      "orHv60d": 21.92,
      "orHv90d": 21.23,
      "orHv120d": 20.26,
      "orHv252d": 25.27,
      "orHv500d": 30.01,
      "orHv1000d": 32.57,
      "clsHv5d": 10.54,
      "clsHv10d": 22.43,
      "clsHv20d": 18.21,
      "clsHv60d": 20.67,
      "clsHv90d": 20.42,
      "clsHv120d": 19.11,
      "clsHv252d": 23.61,
      "clsHv500d": 29.21,
      "clsHv1000d": 33.12,
      "iv20d": 18.89,
      "iv30d": 18.58,
      "iv60d": 19.22,
      "iv90d": 20.57,
      "iv6m": 22.11,
      "clsPx1w": 168.22,
      "stkPxChng1wk": 5.09,
      "clsPx1m": 173.66,
      "stkPxChng1m": 1.8,
      "clsPx6m": 173.0965,
      "stkPxChng6m": 2.13,
      "clsPx1y": 137.8866,
      "stkPxChng1y": 28.21,
      "divFreq": 91,
      "divYield": 0.6,
      "divGrwth": 0,
      "divDate": "2023-11-09",
      "divAmt": 0.24,
      "nextErn": "0000-00-00",
      "nextErnTod": 1630,
      "lastErn": "2023-08-03",
      "lastErnTod": 3,
      "absAvgErnMv": 3.8015,
      "impliedIee": 1.852,
      "daysToNextErn": 0,
      "tkOver": 0,
      "etfIncl": "",
      "bestEtf": "XLK",
      "sectorName": "Technology Hardware & Equipment",
      "correlSpy1m": 0.86,
      "correlSpy1y": -0.07,
      "correlEtf1m": 0.89,
      "correlEtf1y": 0.34,
      "beta1m": 0.94,
      "beta1y": 1.28,
      "ivPctile1m": 45,
      "ivPctile1y": 42,
      "ivPctileSpy": 78,
      "ivPctileEtf": 85,
      "ivStdvMean": -0.08,
      "ivStdv1y": 12.98,
      "ivSpyRatio": 1.56,
      "ivSpyRatioAvg1m": 1.36,
      "ivSpyRatioAvg1y": 1.26,
      "ivSpyRatioStdv1y": 0.82,
      "ivEtfRatio": 1.16,
      "ivEtfRatioAvg1m": 1.01,
      "ivEtfRatioAvg1y": 1,
      "ivEtFratioStdv1y": 5.57,
      "ivHvXernRatio": 1.03,
      "ivHvXernRatio1m": 1.05,
      "ivHvXernRatio1y": 0.96,
      "ivHvXernRatioStdv1y": 2.86,
      "etfIvHvXernRatio": 1.17,
      "etfIvHvXernRatio1m": 0.99,
      "etfIvHvXernRatio1y": 1,
      "etfIvHvXernRatioStdv1y": 0.08,
      "slopepctile": 70.63,
      "slopeavg1m": 4.15,
      "slopeavg1y": 3.53,
      "slopeStdv1y": 0.8,
      "etfSlopeRatio": 0.88,
      "etfSlopeRatioAvg1m": 0.92,
      "etfSlopeRatioAvg1y": 0.78,
      "etfSlopeRatioAvgStdv1y": 0.18,
      "impliedR2": 0.2473,
      "contango": -0.02,
      "nextDiv": 0.24,
      "impliedNextDiv": 0.2005,
      "annActDiv": 0.9826,
      "annIdiv": 0.2875,
      "borrow30": 5.3754,
      "borrow2yr": 4.751,
      "error": 0.0128,
      "confidence": 71.0872,
      "pxCls": 177.57,
      "wksNextErn": 12,
      "ernMnth": 2,
      "oi": 7302176,
      "straPxM1": 0.73,
      "straPxM2": 3.93,
      "smoothStraPxM1": 0.72,
      "smoothStrPxM2": 3.89,
      "fcstStraPxM1": 0.72,
      "fcstStraPxM2": 4.27,
      "loStrikeM1": 177.5,
      "hiStrikeM1": 177.5,
      "loStrikeM2": 177.5,
      "hiStrikeM2": 177.5,
      "ernDate1": "8/3/2023",
      "ernDate2": "5/4/2023",
      "ernDate3": "2/2/2023",
      "ernDate4": "10/27/2022",
      "ernDate5": "7/28/2022",
      "ernDate6": "4/28/2022",
      "ernDate7": "1/27/2022",
      "ernDate8": "10/28/2021",
      "ernDate9": "7/27/2021",
      "ernDate10": "4/28/2021",
      "ernDate11": "1/27/2021",
      "ernDate12": "10/29/2020",
      "ernMv1": -4.802,
      "ernMv2": 4.6927,
      "ernMv3": 2.44,
      "ernMv4": 7.5552,
      "ernMv5": 3.2793,
      "ernMv6": -3.6605,
      "ernMv7": 6.9777,
      "ernMv8": -1.8156,
      "ernMv9": -1.2196,
      "ernMv10": -0.0748,
      "ernMv11": -3.4985,
      "ernMv12": -5.6018,
      "ernStraPct1": 3.5538,
      "ernStraPct2": 4.0539,
      "ernStraPct3": 4.0071,
      "ernStraPct4": 4.6755,
      "ernStraPct5": 3.8751,
      "ernStraPct6": 5.5266,
      "ernStraPct7": 4.7299,
      "ernStraPct8": 3.0612,
      "ernStraPct9": 4.0046,
      "ernStraPct10": 3.9117,
      "ernStraPct11": 6.7393,
      "ernStraPct12": 5.3071,
      "ernEffct1": 1.8555,
      "ernEffct2": 1.5834,
      "ernEffct3": 1.9683,
      "ernEffct4": 2.1944,
      "ernEffct5": 1.2184,
      "ernEffct6": 1.8229,
      "ernEffct7": 1.8325,
      "ernEffct8": 1.5029,
      "ernEffct9": 1.3024,
      "ernEffct10": 1.0663,
      "ernEffct11": 0.9568,
      "ernEffct12": 1.5103,
      "orHvXern5d": 20.18,
      "orHvXern10d": 22.81,
      "orHvXern20d": 20.69,
      "orHvXern60d": 21.9,
      "orHvXern90d": 20.6,
      "orHvXern120d": 19.75,
      "orHvXern252d": 24.66,
      "orHvXern500d": 29.15,
      "orHvXern1000d": 31.99,
      "clsHvXern5d": 9.27,
      "clsHvXern10d": 21.02,
      "clsHvXern20d": 17.14,
      "clsHvXern60d": 20.4,
      "clsHvXern90d": 18.74,
      "clsHvXern120d": 17.72,
      "clsHvXern252d": 22.4,
      "clsHvXern500d": 27.58,
      "clsHvXern1000d": 31.96,
      "iv10d": 19.56,
      "iv1yr": 23.32,
      "fcstSlope": 3.9371,
      "fcstErnEffct": 1.5678,
      "ernMvStdv": 2.1593,
      "impliedEe": 1.852,
      "impErnMv": 2.86,
      "impMth2ErnMv": 2.86,
      "fairVol90d": 21.8055,
      "fairXieeVol90d": 21.0445,
      "fairMth2XieeVol90d": 18.3159,
      "impErnMv90d": 0.47,
      "impErnMvMth290d": 0.38,
      "exErnIv10d": 19.56,
      "exErnIv20d": 18.89,
      "exErnIv30d": 18.58,
      "exErnIv60d": 19.22,
      "exErnIv90d": 20.36,
      "exErnIv6m": 21.78,
      "exErnIv1yr": 22.8,
      "dlt5Iv10d": 20.67,
      "dlt5Iv20d": 20.26,
      "dlt5Iv30d": 18.96,
      "dlt5Iv60d": 18.03,
      "dlt5Iv90d": 18.93,
      "dlt5Iv6m": 19.69,
      "dlt5Iv1y": 20.65,
      "exErnDlt5Iv10d": 20.67,
      "exErnDlt5Iv20d": 20.26,
      "exErnDlt5Iv30d": 18.96,
      "exErnDlt5Iv60d": 18.03,
      "exErnDlt5Iv90d": 18.72,
      "exErnDlt5Iv6m": 19.36,
      "exErnDlt5Iv1y": 20.14,
      "dlt25Iv10d": 18.96,
      "dlt25Iv20d": 17.53,
      "dlt25Iv30d": 17.31,
      "dlt25Iv60d": 18.04,
      "dlt25Iv90d": 18.74,
      "dlt25Iv6m": 20.02,
      "dlt25Iv1y": 21.15,
      "exErnDlt25Iv10d": 18.96,
      "exErnDlt25Iv20d": 17.53,
      "exErnDlt25Iv30d": 17.31,
      "exErnDlt25Iv60d": 18.04,
      "exErnDlt25Iv90d": 18.53,
      "exErnDlt25Iv6m": 19.69,
      "exErnDlt25Iv1y": 20.63,
      "dlt75Iv10d": 22.29,
      "dlt75Iv20d": 21.2,
      "dlt75Iv30d": 20.91,
      "dlt75Iv60d": 21.96,
      "dlt75Iv90d": 23.41,
      "dlt75Iv6m": 25.18,
      "dlt75Iv1y": 26.62,
      "exErnDlt75Iv10d": 22.29,
      "exErnDlt75Iv20d": 21.2,
      "exErnDlt75Iv30d": 20.91,
      "exErnDlt75Iv60d": 21.96,
      "exErnDlt75Iv90d": 23.2,
      "exErnDlt75Iv6m": 24.84,
      "exErnDlt75Iv1y": 26.1,
      "dlt95Iv10d": 35.04,
      "dlt95Iv20d": 33.12,
      "dlt95Iv30d": 33,
      "dlt95Iv60d": 31.69,
      "dlt95Iv90d": 32.97,
      "dlt95Iv6m": 35.33,
      "dlt95Iv1y": 35.34,
      "exErnDlt95Iv10d": 35.04,
      "exErnDlt95Iv20d": 33.12,
      "exErnDlt95Iv30d": 33,
      "exErnDlt95Iv60d": 31.69,
      "exErnDlt95Iv90d": 32.76,
      "exErnDlt95Iv6m": 34.83,
      "exErnDlt95Iv1y": 34.83,
      "fwd30_20": 17.96,
      "fwd60_30": 19.84,
      "fwd90_60": 23.02,
      "fwd180_90": 23.55,
      "fwd90_30": 21.49,
      "fexErn30_20": 17.96,
      "fexErn60_30": 19.84,
      "fexErn90_60": 22.46,
      "fexErn180_90": 23.11,
      "fexErn90_30": 21.19,
      "ffwd30_20": 17.34,
      "ffwd60_30": 20.84,
      "ffwd90_60": 26.78,
      "ffwd180_90": 26.08,
      "ffwd90_30": 23.37,
      "ffexErn30_20": 17.34,
      "ffexErn60_30": 20.84,
      "ffexErn90_60": 25.63,
      "ffexErn180_90": 25.42,
      "ffexErn90_30": 22.86,
      "fbfwd30_20": 0.965506,
      "fbfwd60_30": 1.05021,
      "fbfwd90_60": 1.16336,
      "fbfwd180_90": 1.1071,
      "fbfwd90_30": 1.08745,
      "fbfexErn30_20": 0.965506,
      "fbfexErn60_30": 1.05021,
      "fbfexErn90_60": 1.14136,
      "fbfexErn180_90": 1.10007,
      "fbfexErn90_30": 1.07901,
      "impliedEarningsMove": 3.61,
      "updatedAt": "2023-11-03 20:55:07"
    }
  ]
}

GEThttps://api.orats.io/datav2/hist/cores

Core Data History

Retrieves end of day core history data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Optional if tradeDate is set. Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve. Optional if ticker is set. Ex: 2019-11-29

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,slope,contango

Request

GET

https://api.orats.io/datav2/hist/cores

curl -L "https://api.orats.io/datav2/hist/cores?token=my-token&ticker=AAPL&tradeDate=2019-11-29"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-11-29",
      "assetType": 3,
      "priorCls": 267.84,
      "pxAtmIv": 267.65,
      "mktCap": 1189240,
      "cVolu": 164999,
      "cOi": 1831571,
      "pVolu": 94247,
      "pOi": 2030053,
      "orFcst20d": 17.427,
      "orIvFcst20d": 19.2787,
      "orFcstInf": 28.97,
      "orIvXern20d": 19.88,
      "orIvXernInf": 23.19,
      "iv200Ma": 22.68,
      "atmIvM1": 19.4298,
      "atmFitIvM1": 18.7732,
      "atmFcstIvM1": 17.6772,
      "dtExM1": 22,
      "atmIvM2": 20.1687,
      "atmFitIvM2": 20.0496,
      "atmFcstIvM2": 20.2257,
      "dtExM2": 50,
      "atmIvM3": 23.8843,
      "atmFitIvM3": 24.0163,
      "atmFcstIvM3": 22.6817,
      "dtExM3": 85,
      "atmIvM4": 23.7352,
      "atmFitIvM4": 23.6142,
      "atmFcstIvM4": 23.3022,
      "dtExM4": 113,
      "iRate5wk": 1.61,
      "iRateLt": 1.61,
      "px1kGam": 5625.28,
      "volOfVol": 0.0623,
      "volOfIvol": 0.0511,
      "slope": 3.0127,
      "slopeInf": 3.21896,
      "slopeFcst": 3.23128,
      "slopeFcstInf": 3.32071,
      "deriv": 0.1403,
      "derivInf": 0.0797,
      "derivFcst": 0.1363,
      "derivFcstInf": 0.0858,
      "mktWidthVol": 0.26345,
      "mktWidthVolInf": 0.58333,
      "cAddPrem": 0,
      "pAddPrem": 0,
      "rip": 3.16261,
      "ivEarnReturn": 0,
      "fcstR2": 0.3736,
      "fcstR2Imp": 0.2809,
      "hiHedge": 0,
      "loHedge": 0,
      "stkVolu": 23960324,
      "avgOptVolu20d": 513798.5,
      "sector": "XLK Electronic Computer Manufacturing42941",
      "orHv1d": 14.07,
      "orHv5d": 15.34,
      "orHv10d": 15.32,
      "orHv20d": 19.45,
      "orHv60d": 20.3,
      "orHv90d": 24.33,
      "orHv120d": 22.76,
      "orHv252d": 26.9,
      "orHv500d": 26.27,
      "orHv1000d": 23.61,
      "clsHv5d": 14.42,
      "clsHv10d": 14.36,
      "clsHv20d": 15.88,
      "clsHv60d": 19,
      "clsHv90d": 24.38,
      "clsHv120d": 22.82,
      "clsHv252d": 28.68,
      "clsHv500d": 27.47,
      "clsHv1000d": 24.47,
      "iv20d": 19.1,
      "iv30d": 18.98,
      "iv60d": 21.34,
      "iv90d": 23.86,
      "iv6m": 25.15,
      "clsPx1w": 261.78,
      "stkPxChng1wk": 2.31,
      "clsPx1m": 243.26,
      "stkPxChng1m": 10.43,
      "clsPx6m": 175.07,
      "stkPxChng6m": 54.03,
      "clsPx1y": 179.55,
      "stkPxChng1y": 51.41,
      "divFreq": 4,
      "divYield": 1.2,
      "divGrwth": 0,
      "divDate": "2020-02-06",
      "divAmt": 0.77,
      "nextErn": "0000-00-00",
      "nextErnTod": 1630,
      "lastErn": "2019-10-30",
      "lastErnTod": 3,
      "absAvgErnMv": 4.25533,
      "impliedIee": 3.90671,
      "daysToNextErn": 0,
      "tkOver": 0,
      "etfIncl": "",
      "bestEtf": "XLK",
      "sectorName": "Technology Hardware & Equipment",
      "correlSpy1m": 0.14,
      "correlSpy1y": 0.93,
      "correlEtf1m": 0.36,
      "correlEtf1y": 0.95,
      "beta1m": 1.67,
      "beta1y": 1.5,
      "ivPctile1m": 62,
      "ivPctile1y": 18,
      "ivPctileSpy": 51,
      "ivPctileEtf": 73,
      "ivStdvMean": -0.7,
      "ivStdv1y": 4.47,
      "ivSpyRatio": 1.72,
      "ivSpyRatioAvg1m": 1.72,
      "ivSpyRatioAvg1y": 1.5,
      "ivSpyRatioStdv1y": 6,
      "ivEtfRatio": 1.31,
      "ivEtfRatioAvg1m": 1.28,
      "ivEtfRatioAvg1y": 1.09,
      "ivEtFratioStdv1y": 5.14,
      "ivHvXernRatio": 1.23,
      "ivHvXernRatio1m": 1.12,
      "ivHvXernRatio1y": 0.83,
      "ivHvXernRatioStdv1y": 2.32,
      "etfIvHvXernRatio": 0.79,
      "etfIvHvXernRatio1m": 0.86,
      "etfIvHvXernRatio1y": 0.94,
      "etfIvHvXernRatioStdv1y": 0.06,
      "slopepctile": 42.06,
      "slopeavg1m": 2.86,
      "slopeavg1y": 3.12,
      "slopeStdv1y": 0.81,
      "etfSlopeRatio": 0.46,
      "etfSlopeRatioAvg1m": 0.43,
      "etfSlopeRatioAvg1y": 0.47,
      "etfSlopeRatioAvgStdv1y": 0.12,
      "impliedR2": 0.4852,
      "contango": 0.55,
      "nextDiv": 0.77,
      "impliedNextDiv": 0.4692,
      "annActDiv": 3.1809,
      "annIdiv": 2.1687,
      "borrow30": 1.3048,
      "borrow2yr": 1.3053,
      "error": 0.0052,
      "confidence": 98.2672,
      "pxCls": 267.84,
      "wksNextErn": 0,
      "ernMnth": 0,
      "oi": 3861624,
      "straPxM1": 10.07,
      "straPxM2": 15.92,
      "smoothStraPxM1": 10.08,
      "smoothStrPxM2": 15.88,
      "fcstStraPxM1": 9.18,
      "fcstStraPxM2": 15.93,
      "loStrikeM1": 267.5,
      "hiStrikeM1": 267.5,
      "loStrikeM2": 270,
      "hiStrikeM2": 270,
      "ernDate1": "10/30/2019",
      "ernDate2": "7/30/2019",
      "ernDate3": "4/30/2019",
      "ernDate4": "1/29/2019",
      "ernDate5": "11/1/2018",
      "ernDate6": "7/31/2018",
      "ernDate7": "5/1/2018",
      "ernDate8": "2/1/2018",
      "ernDate9": "11/2/2017",
      "ernDate10": "8/1/2017",
      "ernDate11": "5/2/2017",
      "ernDate12": "1/31/2017",
      "ernMv1": 2.261,
      "ernMv2": 2.0404,
      "ernMv3": 4.9086,
      "ernMv4": 6.8335,
      "ernMv5": -6.6331,
      "ernMv6": 5.891,
      "ernMv7": 4.4176,
      "ernMv8": -4.339,
      "ernMv9": 2.6114,
      "ernMv10": 4.7251,
      "ernMv11": -0.3051,
      "ernMv12": 6.0981,
      "ernStraPct1": 5.8314,
      "ernStraPct2": 5.328,
      "ernStraPct3": 5.6526,
      "ernStraPct4": 6.8304,
      "ernStraPct5": 7.074,
      "ernStraPct6": 5.2632,
      "ernStraPct7": 5.9725,
      "ernStraPct8": 6.49,
      "ernStraPct9": 5.8054,
      "ernStraPct10": 4.8463,
      "ernStraPct11": 4.2426,
      "ernStraPct12": 4.2901,
      "ernEffct1": 1.7609,
      "ernEffct2": 1.7325,
      "ernEffct3": 2.1662,
      "ernEffct4": 2.253,
      "ernEffct5": 2.1018,
      "ernEffct6": 2.248,
      "ernEffct7": 1.9564,
      "ernEffct8": 1.6666,
      "ernEffct9": 1.1841,
      "ernEffct10": 1.8609,
      "ernEffct11": 1.157,
      "ernEffct12": 2.8252,
      "orHvXern5d": 15.34,
      "orHvXern10d": 15.32,
      "orHvXern20d": 16.11,
      "orHvXern60d": 19.4,
      "orHvXern90d": 23.59,
      "orHvXern120d": 22.11,
      "orHvXern252d": 26.2,
      "orHvXern500d": 25.45,
      "orHvXern1000d": 22.76,
      "clsHvXern5d": 14.42,
      "clsHvXern10d": 14.36,
      "clsHvXern20d": 14.91,
      "clsHvXern60d": 18.92,
      "clsHvXern90d": 24.49,
      "clsHvXern120d": 22.86,
      "clsHvXern252d": 27.68,
      "clsHvXern500d": 25.92,
      "clsHvXern1000d": 22.65,
      "iv10d": 17.3,
      "iv1yr": 25.01,
      "fcstSlope": 3.2313,
      "fcstErnEffct": 1.6929,
      "ernMvStdv": 1.9631,
      "impliedEe": 3.9067,
      "impErnMv": 6.99,
      "impMth2ErnMv": 6.99,
      "fairVol90d": 23.8843,
      "fairXieeVol90d": 24.0163,
      "fairMth2XieeVol90d": 19.9122,
      "impErnMv90d": 3.24,
      "impErnMvMth290d": 2.51,
      "exErnIv10d": 17.3,
      "exErnIv20d": 19.1,
      "exErnIv30d": 18.98,
      "exErnIv60d": 20.32,
      "exErnIv90d": 20.76,
      "exErnIv6m": 22.53,
      "exErnIv1yr": 21.97,
      "dlt5Iv10d": 17.91,
      "dlt5Iv20d": 19.17,
      "dlt5Iv30d": 19.11,
      "dlt5Iv60d": 21,
      "dlt5Iv90d": 22.71,
      "dlt5Iv6m": 21.9,
      "dlt5Iv1y": 22.66,
      "exErnDlt5Iv10d": 17.91,
      "exErnDlt5Iv20d": 19.17,
      "exErnDlt5Iv30d": 19.11,
      "exErnDlt5Iv60d": 19.99,
      "exErnDlt5Iv90d": 19.61,
      "exErnDlt5Iv6m": 19.29,
      "exErnDlt5Iv1y": 19.62,
      "dlt25Iv10d": 17.02,
      "dlt25Iv20d": 18.53,
      "dlt25Iv30d": 18.39,
      "dlt25Iv60d": 20.45,
      "dlt25Iv90d": 22.57,
      "dlt25Iv6m": 24.18,
      "dlt25Iv1y": 23.74,
      "exErnDlt25Iv10d": 17.02,
      "exErnDlt25Iv20d": 18.53,
      "exErnDlt25Iv30d": 18.39,
      "exErnDlt25Iv60d": 19.43,
      "exErnDlt25Iv90d": 19.47,
      "exErnDlt25Iv6m": 21.57,
      "exErnDlt25Iv1y": 20.7,
      "dlt75Iv10d": 19.13,
      "dlt75Iv20d": 21.22,
      "dlt75Iv30d": 21.22,
      "dlt75Iv60d": 23.97,
      "dlt75Iv90d": 26.78,
      "dlt75Iv6m": 26.53,
      "dlt75Iv1y": 27.14,
      "exErnDlt75Iv10d": 19.13,
      "exErnDlt75Iv20d": 21.22,
      "exErnDlt75Iv30d": 21.22,
      "exErnDlt75Iv60d": 22.96,
      "exErnDlt75Iv90d": 23.68,
      "exErnDlt75Iv6m": 23.92,
      "exErnDlt75Iv1y": 24.1,
      "dlt95Iv10d": 21.71,
      "dlt95Iv20d": 24.01,
      "dlt95Iv30d": 24.21,
      "dlt95Iv60d": 27.34,
      "dlt95Iv90d": 30.3,
      "dlt95Iv6m": 32.38,
      "dlt95Iv1y": 34.97,
      "exErnDlt95Iv10d": 21.71,
      "exErnDlt95Iv20d": 24.01,
      "exErnDlt95Iv30d": 24.21,
      "exErnDlt95Iv60d": 26.33,
      "exErnDlt95Iv90d": 27.2,
      "exErnDlt95Iv6m": 29.76,
      "exErnDlt95Iv1y": 31.94,
      "fwd30_20": 18.72,
      "fwd60_30": 23.46,
      "fwd90_60": 28.23,
      "fwd180_90": 26.38,
      "fwd90_30": 25.95,
      "fexErn30_20": 18.72,
      "fexErn60_30": 21.58,
      "fexErn90_60": 21.61,
      "fexErn180_90": 24.18,
      "fexErn90_30": 21.59,
      "ffwd30_20": 18.49,
      "ffwd60_30": 27.02,
      "ffwd90_60": 35.17,
      "ffwd180_90": 28.34,
      "ffwd90_30": 30.57,
      "ffexErn30_20": 18.49,
      "ffexErn60_30": 23.54,
      "ffexErn90_60": 22.77,
      "ffexErn180_90": 26.93,
      "ffexErn90_30": 23.22,
      "fbfwd30_20": 0.987445,
      "fbfwd60_30": 1.15198,
      "fbfwd90_60": 1.24574,
      "fbfwd180_90": 1.0745,
      "fbfwd90_30": 1.17804,
      "fbfexErn30_20": 0.987445,
      "fbfexErn60_30": 1.09093,
      "fbfexErn90_60": 1.05362,
      "fbfexErn180_90": 1.11351,
      "fbfexErn90_30": 1.07533,
      "impliedEarningsMove": 4.41,
      "updatedAt": "2019-11-29T17:46:01Z"
    }
  ]
}

GEThttps://api.orats.io/datav2/hist/dailies

Daily Price

Retrieves end of day daily stock price data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Optional if tradeDate is set. Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve. Optional if ticker is set. Ex: 2019-11-29

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,clsPx,open

Request

GET

https://api.orats.io/datav2/hist/dailies

curl -L "https://api.orats.io/datav2/hist/dailies?token=my-token&ticker=AAPL&tradeDate=2019-11-29"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-11-29",
      "clsPx": 65.18,
      "hiPx": 65.36,
      "loPx": 64.85,
      "open": 65.02,
      "stockVolume": 47783092,
      "unadjClsPx": 267.25,
      "unadjHiPx": 268,
      "unadjLoPx": 265.9,
      "unadjOpen": 266.6,
      "unadjStockVolume": 11654300,
      "updatedAt": "2023-08-14T23:24:19Z"
    }
  ]
}

GEThttps://api.orats.io/datav2/hist/hvs

Historical Volatility

Retrieves historical volatility data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Optional if tradeDate is set. Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve. Optional if ticker is set. Ex: 2019-11-29

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,clsPx,open

Request

GET

https://api.orats.io/datav2/hist/hvs

curl -L "https://api.orats.io/datav2/hist/hvs?token=my-token&ticker=AAPL&tradeDate=2019-11-29"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2019-11-29",
      "orHv1d": 7.79,
      "orHv5d": 14.92,
      "orHv10d": 15.04,
      "orHv20d": 15.8,
      "orHv30d": 19.02,
      "orHv60d": 20.13,
      "orHv90d": 24.32,
      "orHv100d": 23.61,
      "orHv120d": 22.72,
      "orHv252d": 26.72,
      "orHv500d": 26.26,
      "orHv1000d": 23.59,
      "clsHv5d": 13.84,
      "clsHv10d": 13.84,
      "clsHv20d": 14.69,
      "clsHv30d": 16.46,
      "clsHv60d": 18.78,
      "clsHv90d": 24.38,
      "clsHv100d": 23.73,
      "clsHv120d": 22.8,
      "clsHv252d": 28.45,
      "clsHv500d": 27.47,
      "clsHv1000d": 24.44,
      "orHvXern5d": 14.92,
      "orHvXern10d": 15.04,
      "orHvXern20d": 15.8,
      "orHvXern30d": 16.86,
      "orHvXern60d": 19.22,
      "orHvXern90d": 23.58,
      "orHvXern100d": 22.89,
      "orHvXern120d": 22.07,
      "orHvXern252d": 26.01,
      "orHvXern500d": 25.44,
      "orHvXern1000d": 22.74,
      "clsHvXern5d": 13.84,
      "clsHvXern10d": 13.84,
      "clsHvXern20d": 14.69,
      "clsHvXern30d": 16.06,
      "clsHvXern60d": 18.68,
      "clsHvXern90d": 24.49,
      "clsHvXern100d": 23.8,
      "clsHvXern120d": 22.83,
      "clsHvXern252d": 27.42,
      "clsHvXern500d": 25.92,
      "clsHvXern1000d": 22.62,
      "updatedAt": "2020-01-03T02:27:23Z"
    }
  ]
}

GEThttps://api.orats.io/datav2/hist/earnings

Earnings History

Retrieves earnings history data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve. Ex: AAPL

Request

GET

https://api.orats.io/datav2/hist/earnings

curl -L "https://api.orats.io/datav2/hist/earnings?token=my-token&ticker=AAPL"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "earnDate": "1987-09-25",
      "anncTod": "1630",
      "updatedAt": "2018-01-12T17:31:59Z"
    },
    {
      "ticker": "AAPL",
      "earnDate": "1988-09-30",
      "anncTod": "1630",
      "updatedAt": "2018-01-12T17:31:59Z"
    },
    {
      "ticker": "AAPL",
      "earnDate": "1989-09-29",
      "anncTod": "1630",
      "updatedAt": "2018-01-12T17:31:59Z"
    },
    ...
  ]
}

GEThttps://api.orats.io/datav2/hist/splits

Stock Split History

Retrieves stock split history data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve. Ex: AAPL

Request

GET

https://api.orats.io/datav2/hist/splits

curl -L "https://api.orats.io/datav2/hist/splits?token=my-token&ticker=AAPL"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "splitDate": "2014-06-09",
      "divisor": 7
    },
    {
      "ticker": "AAPL",
      "splitDate": "2020-08-31",
      "divisor": 4
    }
  ]
}

GEThttps://api.orats.io/datav2/ivrank

IV Rank

Retrieves current IV rank data.

Optional attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Ex: AAPL,TSLA
Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,ivRank1m

Request

GET

https://api.orats.io/datav2/ivrank

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

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2023-11-03",
      "iv": 18.311,
      "ivRank1m": 0,
      "ivPct1m": 0,
      "ivRank1y": 17.49,
      "ivPct1y": 12.75,
      "updatedAt": "2023-11-03T20:55:02Z"
    }
  ]
}

GEThttps://api.orats.io/datav2/hist/ivrank

IV Rank History

Retrieves IV rank history data.

Required attributes

Name
ticker
Type
string
Description
The ticker to retrieve (multiple tickers should be comma delimited - max of 10 allowed). Optional if tradeDate is set. Ex: AAPL,TSLA
Name
tradeDate
Type
string
Description
The trade date to retrieve. Optional if ticker is set. Ex: 2019-11-29

Optional attributes

Name
fields
Type
string
Description
The fields to retrieve. Ex: tradeDate,ivRank1m

Request

GET

https://api.orats.io/datav2/hist/ivrank

curl -L "https://api.orats.io/datav2/hist/ivrank?token=my-token&ticker=AAPL&tradeDate=2021-01-20"

Response

{
  "data": [
    {
      "ticker": "AAPL",
      "tradeDate": "2021-01-20",
      "iv": 36.195,
      "ivRank1m": 56.44,
      "ivPct1m": 66.67,
      "ivRank1y": 27.62,
      "ivPct1y": 60.71,
      "updatedAt": "2021-01-21T01:09:52Z"
    }
  ]
}