New Options Backtester
Search, filter, and sort 65,873,597 backtests

Live Intraday Data API

Access live data for the Intraday Data API, calculated in real-time with less than 10 seconds of market delay. This covers the Strikes Chain, Implied Monies, and Summaries endpoints.

We cover dates going back January 2022 for Option by OPRA. You can find the list of symbols we cover here. If you see any missing symbols or want to see a symbol listed, please email us at support@orats.com.

All responses are in CSV format.

Data endpoint url:
  • Name
    https://api.orats.io/datav2
    Description

Access to the Live Intraday Data API is only available to clients with an active Tradier brokerage account. To connect your Tradier brokerage account to ORATS, go to the broker connect page inside the dashboard.


GEThttps://api.orats.io/datav2/live/one-minute/strikes/chain

Strikes Chain

Retrieves latest one-minute strikes chain data.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

Request

GET
https://api.orats.io/datav2/live/one-minute/strikes/chain
curl "https://api.orats.io/datav2/live/one-minute/strikes/chain?token=my-token&ticker=AAPL"

Response

ticker,tradeDate,expirDate,dte,strike,stockPrice,callVolume,callOpenInterest,callBidSize,callAskSize,putVolume,putOpenInterest,putBidSize,putAskSize,callBidPrice,callValue,callAskPrice,putBidPrice,putValue,putAskPrice,callBidIv,callMidIv,callAskIv,smvVol,putBidIv,putMidIv,putAskIv,residualRate,delta,gamma,theta,vega,rho,phi,driftlessTheta,callSmvVol,putSmvVol,extSmvVol,extCallValue,extPutValue,spotPrice,quoteDate,updatedAt,snapShotEstTime,snapShotDate,expiryTod,tickerId,monthId
AAPL,2022-08-08,2022-08-12,5,70,164.97,7,0,32,32,1,0,0,1062,94.9,94.99735594956346,95.05,0,0,0.01,0,3.416073471729017,3.416073471729017,0.507,0,2.7071465082165136,2.7071465082165136,-0.013350250803700149,0.9999999999999952,-9.736143458842675e-15,-0.0067960477493707455,0.00001999999630239624,0.007715207338436186,-0.018189631703080522,-2.6434056979250683e-8,0.42357461242031014,0.5114633136520604,0.4454086022576971,94.99735594956285,0,164.97,2022-08-08T19:27:41Z,2022-08-08T19:27:52Z,1528,2022-08-08T19:28:01Z,pm,101594,1
AAPL,2022-08-08,2022-08-12,5,75,164.97,1,0,66,32,0,10,0,1057,89.9,89.99930994596083,90.05,0,0,0.01,0,3.150934070395639,3.150934070395639,0.507,0,2.500483852993156,2.500483852993156,-0.013350250803700149,0.9999999999999859,-9.74511381879308e-15,-0.007281479731492617,0.00001999999630239624,0.008266293581908528,-0.018189631418863428,-2.8317812454145743e-8,0.42357461242031014,0.5114633136520604,0.4454086022576971,89.99930994596026,0,164.97,2022-08-08T19:27:41Z,2022-08-08T19:27:52Z,1528,2022-08-08T19:28:01Z,pm,101594,1

GEThttps://api.orats.io/datav2/hist/live/one-minute/strikes/chain

Strikes Chain History

Retrieves historical one-minute strikes chain data.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

  • Name
    tradeDate
    Type
    string
    Description

    The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST). Ex: 202206071100

Request

GET
https://api.orats.io/datav2/hist/live/one-minute/strikes/chain
curl -L "https://api.orats.io/datav2/hist/live/one-minute/strikes/chain?token=my-token&ticker=AAPL&tradeDate=202206071100"

Response

ticker,tradeDate,expirDate,dte,strike,stockPrice,callVolume,callOpenInterest,callBidSize,callAskSize,putVolume,putOpenInterest,putBidSize,putAskSize,callBidPrice,callValue,callAskPrice,putBidPrice,putValue,putAskPrice,callBidIv,callMidIv,callAskIv,smvVol,putBidIv,putMidIv,putAskIv,residualRate,delta,gamma,theta,vega,rho,phi,driftlessTheta,callSmvVol,putSmvVol,extSmvVol,extCallValue,extPutValue,spotPrice,quoteDate,updatedAt,snapShotEstTime,snapShotDate,expiryTod,tickerId,monthId
AAPL,2022-06-07,2022-06-10,4,95,147.76,0,2,1,1,0,336,0,586,52.7,52.76710955986101,52.85,0,0,0.01,0,2.084174177089487,2.084174177089487,0.648,0,1.6377716355668939,1.6377716355668939,-0.002010611708955635,0.9999999999999994,-8.847388963482095e-15,-0.002214926596611274,0.000019999998193297865,0.008353445283981194,-0.012988378941258816,-1.929555505329921e-9,0.5605747284419511,0.6517013469914322,0.5670216551072182,52.767109559860835,-1.3215709583605508e-17,147.76,2022-06-07T14:59:53Z,2022-06-07T14:59:54Z,1100,2022-06-07T15:00:01Z,pm,101594,1
AAPL,2022-06-07,2022-06-10,4,100,147.76,0,16,1,1,0,3274,0,590,47.7,47.767483747222116,47.85,0,4.203770523998158e-14,0.01,0,1.864781840275735,1.864781840275735,0.648,0,1.4595764595205079,1.4595764595205079,-0.002010611708955635,0.9999999999999672,2.8894598065378106e-14,-0.002331501680987543,0.000019999998193297865,0.008793100367150072,-0.012988379296530184,-2.013365888316701e-9,0.560574728441489,0.6517013469909696,0.5670216551072182,47.76748374722192,1.9833801904247632e-15,147.76,2022-06-07T14:59:53Z,2022-06-07T14:59:54Z,1100,2022-06-07T15:00:01Z,pm,101594,1

GEThttps://api.orats.io/datav2/live/one-minute/strikes/option

Option by OPRA

Retrieves latest one-minute option by OPRA symbol without call/put distinction. Each row of the output has both calls and puts. OPRA symbol uses the format Underlying Symbol + Expiration Date (YYMMDD) + Strike (5 whole numbers and 3 decimals).

Required attributes

  • Name
    ticker
    Type
    string
    Description

    OPRA symbol using format Ticker + Expiry (YYMMDD) + strike (5 whole numbers and 3 decimals). Ex: AAPL24062100160000

Request

GET
https://api.orats.io/datav2/live/one-minute/strikes/option
curl -L "https://api.orats.io/datav2/live/one-minute/strikes/option?token=my-token&ticker=AAPL24062100160000"

Response

ticker,tradeDate,expirDate,dte,strike,stockPrice,callVolume,callOpenInterest,callBidSize,callAskSize,putVolume,putOpenInterest,putBidSize,putAskSize,callBidPrice,callValue,callAskPrice,putBidPrice,putValue,putAskPrice,callBidIv,callMidIv,callAskIv,smvVol,putBidIv,putMidIv,putAskIv,residualRate,delta,gamma,theta,vega,rho,phi,driftlessTheta,callSmvVol,putSmvVol,extSmvVol,extCallValue,extPutValue,spotPrice,quoteDate,updatedAt,snapShotEstTime,snapShotDate,expiryTod,tickerId,monthId
AAPL,2022-08-08,2024-06-21,684,160,164.93,28,4685,537,26,5,3486,14,24,32.8,34.1585,34.6,21.05,21.283,21.5,0.296369,0.307393,0.318417,0.315,0.313132,0.315868,0.318604,-0.0047467,0.658228,0.00507431,-0.0250176,0.816399,1.38544,-2.02985,-0.0188118,0.313009,0.315965,0.316357,34.4318,21.3147,164.93,2022-08-08T20:14:38Z,2022-08-08T20:14:47Z,1615,2022-08-08T20:15:01Z,pm,101594,18

GEThttps://api.orats.io/datav2/hist/live/one-minute/strikes/option

Option by OPRA History

Retrieves historical one-minute option by OPRA symbol without call/put distinction. Each row of the output has both calls and puts. OPRA symbol uses the format Underlying Symbol + Expiration Date (YYMMDD) + Strike (5 whole numbers and 3 decimals).

If specifying a range, there is a 40 trading day max.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    OPRA symbol using format Ticker + Expiry (YYMMDD) + strike (5 whole numbers and 3 decimals). Ex: AAPL22091600160000

  • Name
    tradeDate
    Type
    string
    Description

    The trade date to retrieve, formatted by YYYYMMDDHHMM (in EST).

    You may specify a range by doing YYYYMMDDHHMM,YYYYMMDDHHMM. Ex: 202206081000,202207201300

Request

GET
https://api.orats.io/datav2/hist/live/one-minute/strikes/option
curl -L "https://api.orats.io/datav2/hist/live/one-minute/strikes/option?token=my-token&ticker=AAPL22091600160000&tradeDate=202206081000,202207201300"

Response

ticker,tradeDate,expirDate,dte,strike,stockPrice,callVolume,callOpenInterest,callBidSize,callAskSize,putVolume,putOpenInterest,putBidSize,putAskSize,callBidPrice,callValue,callAskPrice,putBidPrice,putValue,putAskPrice,callBidIv,callMidIv,callAskIv,smvVol,putBidIv,putMidIv,putAskIv,residualRate,delta,gamma,theta,vega,rho,phi,driftlessTheta,callSmvVol,putSmvVol,extSmvVol,extCallValue,extPutValue,spotPrice,quoteDate,updatedAt,snapShotEstTime,snapShotDate,expiryTod,tickerId,monthId
AAPL,2022-06-08,2022-09-16,101,160,149.67,150,28206,253,510,7,18438,124,104,5.8,5.860204002795059,5.9,15.55,15.641054396787531,15.7,0.3063158772183223,0.30801686256479954,0.3097178479112768,0.308,0.3038649107227709,0.3064286008767878,0.3089922910308047,-0.008209120374803128,0.38161255239927655,0.015355889799308844,-0.047622767388992515,0.2939141986686304,0.13545210863618393,-0.15118639086979158,-0.0459052133276907,0.3083639997493957,0.3069773808630928,0.3215480409289392,6.247634998832532,16.067895502105014,149.67,2022-06-08T13:59:50Z,2022-06-08T13:59:51Z,1000,2022-06-08T14:00:01Z,pm,101594,9
AAPL,2022-06-08,2022-09-16,101,160,149.45,158,28206,1,215,7,18438,229,102,5.75,5.78583812885739,5.8,15.7,15.782968253643883,15.85,0.30745849466065145,0.3083088916342891,0.3091592886079268,0.308,0.30432705746682837,0.30689074762084534,0.3094544377748623,-0.008209120374803128,0.37823425664342863,0.015355889799308844,-0.047622767388992515,0.2939141986686304,0.13545210863618393,-0.15118639086979158,-0.0459052133276907,0.3086775601134979,0.3071631227329991,0.3215480409289392,6.1640518498378345,16.204312353110314,149.45,2022-06-08T14:00:55Z,2022-06-08T14:00:56Z,1001,2022-06-08T14:01:01Z,pm,101594,9
AAPL,2022-06-08,2022-09-16,101,160,149.12,159,28206,152,1299,13,18438,234,132,5.6,5.66120101953646,5.7,15.9,15.991901944264272,16.05,0.3065732423106423,0.30827422765711954,0.3099752130035968,0.308,0.3041222758150914,0.30668596596910835,0.3092496561231253,-0.008209120374803128,0.37316681300965693,0.015355889799308844,-0.047622767388992515,0.2939141986686304,0.13545210863618393,-0.15118639086979158,-0.0459052133276907,0.30865528305906204,0.3072637172770291,0.3215480409289392,6.040070673345081,16.410331176617547,149.12,2022-06-08T14:02:00Z,2022-06-08T14:02:01Z,1002,2022-06-08T14:02:02Z,pm,101594,9

GEThttps://api.orats.io/datav2/live/one-minute/monies/implied

Implied Monies

Retrieves latest one-minute implied monies data.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

Request

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

Response

ticker,tradeDate,expirDate,stockPrice,riskFreeRate,yieldRate,residualYieldRate,residualRateSlp,residualR2,confidence,mwVol,vol100,vol95,vol90,vol85,vol80,vol75,vol70,vol65,vol60,vol55,vol50,vol45,vol40,vol35,vol30,vol25,vol20,vol15,vol10,vol5,vol0,typeFlag,atmiv,slope,deriv,fit,spotPrice,calVol,unadjVol,earnEffect,quoteDate,updatedAt,snapShotEstTime,snapShotDate,expiryTod,tickerId,monthId,dte,dtePct
AAPL,2022-08-08,2022-08-12,164.93,0.0221,0,-0.00477966,0,0.0422086,0.690502,0.00232159,0.455375,0.406893,0.358718,0.338995,0.320028,0.30949,0.299404,0.299098,0.290908,0.282892,0.282696,0.282531,0.271703,0.271468,0.271394,0.270453,0.265814,0.265862,0.270007,0.273219,0.277525,0,0.286222,2.79442,0.0330865,0.000002554,164.93,0.24758,0.24758,0,2022-08-08T20:14:38Z,2022-08-08T20:14:47Z,1615,2022-08-08T20:15:01Z,pm,101594,1,5,0.0109516
AAPL,2022-08-08,2022-08-19,164.93,0.0221,0,-0.00586294,-0.00593799,0.00215375,0.882744,0.00187249,0.417163,0.369472,0.33087,0.305389,0.296216,0.282685,0.275066,0.268592,0.267276,0.256348,0.25576,0.253948,0.245183,0.245044,0.241405,0.237919,0.233579,0.231799,0.229693,0.231226,0.240688,0,0.257664,3.71799,0.0551566,0.0000037646,164.93,0.251782,0.251782,0,2022-08-08T20:14:38Z,2022-08-08T20:14:47Z,1615,2022-08-08T20:15:01Z,pm,101594,2,12,0.030117
AAPL,2022-08-08,2022-08-26,164.93,0.0221,0,-0.00511246,0.00247764,0.00261598,0.978687,0.00260103,0.436008,0.380188,0.340414,0.312732,0.296872,0.287487,0.279312,0.269199,0.267639,0.258127,0.256451,0.248687,0.245942,0.241257,0.237451,0.231226,0.22942,0.224211,0.221337,0.221803,0.233307,0,0.256676,4.37982,0.0599438,0.0000066342,164.93,0.254843,0.254843,0,2022-08-08T20:14:38Z,2022-08-08T20:14:47Z,1615,2022-08-08T20:15:01Z,pm,101594,3,19,0.0492824

GEThttps://api.orats.io/datav2/hist/live/one-minute/monies/implied

Implied Monies History

Retrieves historical one-minute implied monies data.

If specifying a range, there is a 20 trading day max.

Required attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

  • Name
    tradeDate
    Type
    string
    Description

    The trade date to retrieve, formatted by YYYYMMDD or YYYYMMDDHHMM (in EST).

    You may specify a range by doing YYYYMMDD,YYYYMMDD or YYYYMMDDHHMM,YYYYMMDDHHMM. Ex: 202202110945,202202140945

Request

GET
https://api.orats.io/datav2/hist/live/one-minute/monies/implied
curl -L "https://api.orats.io/datav2/hist/live/one-minute/monies/implied?token=my-token&ticker=AAPL&tradeDate=202202110945,202202140945"

Response

ticker,tradeDate,expirDate,stockPrice,riskFreeRate,yieldRate,residualYieldRate,residualRateSlp,residualR2,confidence,mwVol,vol100,vol95,vol90,vol85,vol80,vol75,vol70,vol65,vol60,vol55,vol50,vol45,vol40,vol35,vol30,vol25,vol20,vol15,vol10,vol5,vol0,typeFlag,atmiv,slope,deriv,fit,spotPrice,calVol,unadjVol,earnEffect,quoteDate,updatedAt,snapShotEstTime,snapShotDate,expiryTod,tickerId,monthId,dte,dtePct
AAPL,2022-02-11,2022-02-11,171.82,0.0005,0,-0.34491491,0,0,0.40237183,0.00736961,0.822626,0.766027,0.704537,0.676419,0.579262,0.578043,0.577021,0.528118,0.512375,0.513479,0.504008,0.496072,0.495923,0.495848,0.495715,0.486394,0.480684,0.499007,0.499536,0.500076,0.500632,0,0.532444,4.5524789509,0,1000000000,171.82,0.248586,0.248586,0,2022-02-11T14:44:48Z,2022-02-11T14:44:50Z,0945,2022-02-11T14:45:01Z,pm
AAPL,2022-02-11,2022-02-18,171.82,0.0005,0,-0.02027274,0,0.00896472,0.83407075,0.00233148,0.471737,0.417083,0.374581,0.347646,0.331594,0.311237,0.308427,0.28652,0.28534,0.281656,0.264572,0.264296,0.261586,0.248669,0.248482,0.244334,0.240234,0.240019,0.239488,0.24666,0.259266,0,0.272248,5.1761439917,0.1205850741,0.0000104429,171.82,0.25334,0.25334,0,2022-02-11T14:44:48Z,2022-02-11T14:44:50Z,0945,2022-02-11T14:45:01Z,pm

GEThttps://api.orats.io/datav2/live/one-minute/summaries

Summaries

Retrieves latest one-minute summaries data.

Optional attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

Request

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

Response

ticker,tradeDate,stockPrice,annActDiv,annIdiv,borrow30,borrow2y,confidence,exErnIv10d,exErnIv20d,exErnIv30d,exErnIv60d,exErnIv90d,exErnIv6m,exErnIv1y,ieeEarnEffect,impliedMove,impliedNextDiv,iv10d,iv20d,iv30d,iv60d,iv90d,iv6m,iv1y,mwAdj30,mwAdj2y,nextDiv,rDrv30,rDrv2y,rSlp30,rSlp2y,rVol30,rVol2y,rip,riskFree30,riskFree2y,skewing,contango,totalErrorConf,dlt5Iv10d,dlt5Iv20d,dlt5Iv30d,dlt5Iv60d,dlt5Iv90d,dlt5Iv6m,dlt5Iv1y,exErnDlt5Iv10d,exErnDlt5Iv20d,exErnDlt5Iv30d,exErnDlt5Iv60d,exErnDlt5Iv90d,exErnDlt5Iv6m,exErnDlt5Iv1y,dlt25Iv10d,dlt25Iv20d,dlt25Iv30d,dlt25Iv60d,dlt25Iv90d,dlt25Iv6m,dlt25Iv1y,exErnDlt25Iv10d,exErnDlt25Iv20d,exErnDlt25Iv30d,exErnDlt25Iv60d,exErnDlt25Iv90d,exErnDlt25Iv6m,exErnDlt25Iv1y,dlt75Iv10d,dlt75Iv20d,dlt75Iv30d,dlt75Iv60d,dlt75Iv90d,dlt75Iv6m,dlt75Iv1y,exErnDlt75Iv10d,exErnDlt75Iv20d,exErnDlt75Iv30d,exErnDlt75Iv60d,exErnDlt75Iv90d,exErnDlt75Iv6m,exErnDlt75Iv1y,dlt95Iv10d,dlt95Iv20d,dlt95Iv30d,dlt95Iv60d,dlt95Iv90d,dlt95Iv6m,dlt95Iv1y,exErnDlt95Iv10d,exErnDlt95Iv20d,exErnDlt95Iv30d,exErnDlt95Iv60d,exErnDlt95Iv90d,exErnDlt95Iv6m,exErnDlt95Iv1y,fwd30_20,fwd60_30,fwd90_30,fwd90_60,fwd180_90,fexErn30_20,fexErn60_30,fexErn90_30,fexErn90_60,fexErn180_90,ffwd30_20,ffwd60_30,ffwd90_30,ffwd90_60,ffwd180_90,ffexErn30_20,ffexErn60_30,ffexErn90_30,ffexErn90_60,ffexErn180_90,fbfwd30_20,fbfwd60_30,fbfwd90_30,fbfwd90_60,fbfwd180_90,fbfexErn30_20,fbfexErn60_30,fbfexErn90_30,fbfexErn90_60,fbfexErn180_90,impliedEarningsMove,quoteDate,updatedAt,snapShotEstTime,snapShotDate,tickerId
AAPL,2022-08-10,168.13,0.92,0.577168,0.0240989,0.0308661,0.94163,0.236456,0.2345,0.230674,0.251319,0.260055,0.266576,0.275669,2.73106,0.0588134,0.25396,0.236456,0.2345,0.230674,0.251319,0.270143,0.281245,0.291765,0.00302124,0.00334558,0.23,0.0870727,0.0914997,5.35288,4.53795,0.242958,0.293518,2.55231,0.0250187,0.0323364,-0.0456458,0.00381095,0.000047697,0.208995,0.204869,0.207791,0.221464,0.237138,0.252617,0.263561,0.208995,0.204869,0.207791,0.221464,0.22705,0.237948,0.247466,0.211323,0.213402,0.211431,0.226892,0.24233,0.25523,0.268807,0.211323,0.213402,0.211431,0.226892,0.232242,0.240562,0.252712,0.267137,0.270875,0.272603,0.294429,0.313032,0.324079,0.329559,0.267137,0.270875,0.272603,0.294429,0.302944,0.309411,0.313463,0.367262,0.373425,0.36008,0.397318,0.429794,0.438355,0.421883,0.367262,0.373425,0.36008,0.397318,0.419706,0.423687,0.405788,0.222824,0.270393,0.287855,0.304318,0.291924,0.222824,0.270393,0.273565,0.276701,0.272942,0.214888,0.302163,0.324348,0.355608,0.308735,0.214888,0.302163,0.300941,0.300146,0.28243,0.964385,1.1175,1.12677,1.16854,1.05759,0.964385,1.1175,1.10007,1.08473,1.03476,0.0458452,2022-08-10T16:52:46Z,2022-08-10T16:52:57Z,1253,2022-08-10T16:53:02Z,101594

GEThttps://api.orats.io/datav2/hist/live/one-minute/summaries

Summaries History

Retrieves historical one-minute summaries data.

If specifying a range, there is a 40 trading day max.

Required attributes

  • Name
    tradeDate
    Type
    string
    Description

    The trade date to retrieve, formatted by YYYYMMDD or YYYYMMDDHHMM (in EST).

    You may specify a range by doing YYYYMMDD,YYYYMMDD or YYYYMMDDHHMM,YYYYMMDDHHMM. Ex: 202203211200,202204201300

Optional attributes

  • Name
    ticker
    Type
    string
    Description

    The ticker to retrieve. Ex: AAPL

Request

GET
https://api.orats.io/datav2/hist/live/one-minute/summaries
curl -L "https://api.orats.io/datav2/hist/live/one-minute/summaries?token=my-token&ticker=AAPL&tradeDate=202203211200,202204201300"

Response

ticker,tradeDate,stockPrice,annActDiv,annIdiv,borrow30,borrow2y,confidence,exErnIv10d,exErnIv20d,exErnIv30d,exErnIv60d,exErnIv90d,exErnIv6m,exErnIv1y,ieeEarnEffect,impliedMove,impliedNextDiv,iv10d,iv20d,iv30d,iv60d,iv90d,iv6m,iv1y,mwAdj30,mwAdj2y,nextDiv,rDrv30,rDrv2y,rSlp30,rSlp2y,rVol30,rVol2y,rip,riskFree30,riskFree2y,skewing,contango,totalErrorConf,dlt5Iv10d,dlt5Iv20d,dlt5Iv30d,dlt5Iv60d,dlt5Iv90d,dlt5Iv6m,dlt5Iv1y,exErnDlt5Iv10d,exErnDlt5Iv20d,exErnDlt5Iv30d,exErnDlt5Iv60d,exErnDlt5Iv90d,exErnDlt5Iv6m,exErnDlt5Iv1y,dlt25Iv10d,dlt25Iv20d,dlt25Iv30d,dlt25Iv60d,dlt25Iv90d,dlt25Iv6m,dlt25Iv1y,exErnDlt25Iv10d,exErnDlt25Iv20d,exErnDlt25Iv30d,exErnDlt25Iv60d,exErnDlt25Iv90d,exErnDlt25Iv6m,exErnDlt25Iv1y,dlt75Iv10d,dlt75Iv20d,dlt75Iv30d,dlt75Iv60d,dlt75Iv90d,dlt75Iv6m,dlt75Iv1y,exErnDlt75Iv10d,exErnDlt75Iv20d,exErnDlt75Iv30d,exErnDlt75Iv60d,exErnDlt75Iv90d,exErnDlt75Iv6m,exErnDlt75Iv1y,dlt95Iv10d,dlt95Iv20d,dlt95Iv30d,dlt95Iv60d,dlt95Iv90d,dlt95Iv6m,dlt95Iv1y,exErnDlt95Iv10d,exErnDlt95Iv20d,exErnDlt95Iv30d,exErnDlt95Iv60d,exErnDlt95Iv90d,exErnDlt95Iv6m,exErnDlt95Iv1y,fwd30_20,fwd60_30,fwd90_30,fwd90_60,fwd180_90,fexErn30_20,fexErn60_30,fexErn90_30,fexErn90_60,fexErn180_90,ffwd30_20,ffwd60_30,ffwd90_30,ffwd90_60,ffwd180_90,ffexErn30_20,ffexErn60_30,ffexErn90_30,ffexErn90_60,ffexErn180_90,fbfwd30_20,fbfwd60_30,fbfwd90_30,fbfwd90_60,fbfwd180_90,fbfexErn30_20,fbfexErn60_30,fbfexErn90_30,fbfexErn90_60,fbfexErn180_90,impliedEarningsMove,quoteDate,updatedAt,snapShotEstTime,snapShotDate,tickerId
AAPL,2022-03-21,166.22,0.88,-0.030501700497891755,0.0012335342067922616,0.005967010812264116,0.9062976215870175,0.2691076243180253,0.25002115858659046,0.24953515493735406,0.2570358680647452,0.25776065924064673,0.2673295309370509,0.2760664141229448,2.76252676507744,0.058162225999935806,0.11814462105949879,0.2691076243180253,0.25002115858659046,0.24953515493735406,0.2842672561905017,0.27651871018897006,0.2868625714862618,0.2960151628577885,0.0030798477320329396,0.0042004712766090585,0.22,0.11989266226151267,0.10402264522928982,5.068172461202872,4.112135441403901,0.253705182488262,0.28607228023223447,2.6001404736617646,0.0035399298671328822,0.010882978439027111,0.06894718786252692,0.0004729395420282725,0.00007697163724165882,0.2498937741387534,0.23383584732275753,0.23358049650676932,0.26678379901877136,0.2605747047521941,0.2649723137372702,0.27496767030856595,0.2498937741387534,0.23383584732275753,0.23358049650676932,0.23955241089301488,0.2418166538038707,0.2454392731880593,0.25501892157372225,0.2474237319063058,0.22953830776360723,0.22588195485074342,0.25764830738467026,0.2539892717239932,0.262664362006187,0.27774677237928774,0.2474237319063058,0.22953830776360723,0.22588195485074342,0.23041691925891378,0.23523122077566985,0.24313132145697608,0.25779802364444404,0.30977601886195805,0.29241020276003077,0.2953804042390964,0.33394832860961615,0.3301261466668506,0.3306590819770428,0.3326692154774713,0.30977601886195805,0.29241020276003077,0.2953804042390964,0.30671694048385967,0.3113680957185272,0.3111260414278319,0.3127204667426276,0.40525419190022194,0.4381512697658906,0.4330114434409884,0.48352048523799196,0.4712197374732397,0.441915638181247,0.43374780635542876,0.40525419190022194,0.4381512697658906,0.4330114434409884,0.4562890971122355,0.45246168652491636,0.4223825976320361,0.41379905762058505,0.2485602968433733,0.3151951020154713,0.28906746418795176,0.26033064623582486,0.2968462106122457,0.2485602968433733,0.2643238191952911,0.26177650659189133,0.25920416164275634,0.27656753021617436,0.2485602968433733,0.3689625060367343,0.3139428419756396,0.24246296548506868,0.312409313637213,0.2485602968433733,0.27573233638865524,0.26909219726698463,0.26029952529970174,0.29106745917682225,1,1.1705845163121344,1.0860538831568878,0.9313654346535504,1.0524281680836296,1,1.0431611393483051,1.0279463224960002,1.004225872185089,1.0524281680836296,0.041638993768723404,2022-03-21T15:59:56Z,2022-03-21T15:59:57Z,1200,2022-03-21T16:00:01Z,101594
AAPL,2022-03-21,166.13,0.88,-0.030007401392111235,0.0012335342067922616,0.005967010812264116,0.9062976215870175,0.27100089712038916,0.25103123698566093,0.24937717118740227,0.25906754302840723,0.2590133812852985,0.26736024686101917,0.276226744520322,2.76252676507744,0.05813846830692143,0.11820116441584169,0.27100089712038916,0.25103123698566093,0.24937717118740227,0.28629824139077886,0.27777143223362183,0.28689328741023007,0.2961754932551657,0.0030798477320329396,0.0042004712766090585,0.22,0.11989266226151267,0.10402264522928982,5.068172461202872,4.112135441403901,0.253705182488262,0.28607228023223447,2.5987326247709697,0.0035399298671328822,0.010882978439027111,0.06894718786252692,0.0007428677354005823,0.00007334019683873803,0.25132433413141475,0.2340972186431129,0.23366060715700673,0.2670751582342546,0.26113509285969727,0.2652292431002576,0.2751648748072449,0.25132433413141475,0.2340972186431129,0.23366060715700673,0.23984445987188294,0.2423770419113739,0.24569620255104668,0.2552161260724012,0.24748686653097274,0.22970873345624676,0.2256061183446325,0.2575265910600556,0.2541358571749943,0.26276036525449603,0.277742661372113,0.24748686653097274,0.22970873345624676,0.2256061183446325,0.23029589269768394,0.23537780622667095,0.24322732470528513,0.2577939126372693,0.3098084706671589,0.29319897102616793,0.2962193012892055,0.33427209620689197,0.33055236537335847,0.33048450466242546,0.3325517426475745,0.3098084706671589,0.29319897102616793,0.2962193012892055,0.30704139784452034,0.31179431442503514,0.31095146411321456,0.3126029939127308,0.4053586096816214,0.4384588311067795,0.43315032526661,0.4835047003558075,0.4711655794623729,0.4417919475532985,0.4335916583269727,0.4053586096816214,0.4384588311067795,0.43315032526661,0.4562740019934359,0.45240752851404953,0.4222589070040876,0.413642909592129,0.2460356816463634,0.31897396843233844,0.29093120508628995,0.25987985618059617,0.2957339144517926,0.2460356816463634,0.26840829009574263,0.2636994705579624,0.2589050238079188,0.2754543002356775,0.24339119015313487,0.3762349558045318,0.31679843311776507,0.23883903536091833,0.3094478051777454,0.24339119015313487,0.28313805317833823,0.27189799306019424,0.2589050238079188,0.2879925827581049,0.9892515936081597,1.1795161769896583,1.0889118375040001,0.9190363534561289,1.0463723978069086,0.9892515936081597,1.0548781972320656,1.031090401830859,1,1.0455185579302981,0.041652905569824504,2022-03-21T16:00:45Z,2022-03-21T16:00:45Z,1201,2022-03-21T16:01:02Z,101594
AAPL,2022-03-21,166.07,0.88,-0.02967625934112468,0.0012335342067922616,0.005967010812264116,0.9062976215870175,0.2706436465006128,0.25264214882394964,0.2497544151836513,0.26007847320550065,0.2598775746996468,0.2677378828959053,0.27634476965237065,2.76252676507744,0.058135515510218366,0.11823986506390423,0.2706436465006128,0.25264214882394964,0.2497544151836513,0.28730908583854464,0.2786356256479701,0.2872709234451162,0.29629351838721435,0.0030798477320329396,0.0042004712766090585,0.22,0.11989266226151267,0.10402264522928982,5.068172461202872,4.112135441403901,0.253705182488262,0.28607228023223447,2.5977940588437587,0.0035399298671328822,0.010882978439027111,0.06894718786252692,0.0007764165769891998,0.00007560886538548018,0.25258299221462205,0.23410016167042041,0.2340288973681411,0.2673904223110831,0.26121508863873455,0.2652964765816571,0.2753448786727461,0.25258299221462205,0.23410016167042041,0.2340288973681411,0.24015980967803913,0.2424570376904112,0.24576343603244621,0.2553961299379024,0.24684797896539198,0.22949605798604233,0.22606581657420838,0.2579547002419973,0.2544919864770816,0.26282626147027893,0.27802174314472194,0.24684797896539198,0.22949605798604233,0.22606581657420838,0.2307240876089533,0.23573393552875824,0.24329322092106803,0.25807299440987824,0.3093643416264815,0.2936432538129189,0.29635139188482895,0.3346263512338079,0.33066632460779044,0.3304247140964938,0.3328926271087523,0.3093643416264815,0.2936432538129189,0.29635139188482895,0.3073957386007639,0.31190827365946705,0.3108916735472829,0.3129438783739086,0.404944449914212,0.43853675318464214,0.4330230779494575,0.48415461860278586,0.4714032217538906,0.44180111433353686,0.4336909791197836,0.404944449914212,0.43853675318464214,0.4330230779494575,0.45692400596974186,0.4526451708055672,0.42226807378432596,0.4137422303849399,0.24387638874318598,0.3204929854256295,0.2920069928417636,0.2604235281804369,0.29565411384552703,0.24387638874318598,0.27000806755739903,0.2647940648802233,0.25947531105194355,0.27537391678115136,0.23670642291413632,0.3780266609212408,0.3179698711393422,0.23900710072856404,0.3086380646093939,0.23670642291413632,0.28555702611966605,0.27354582606934424,0.25947531105194355,0.28725936877623126,0.9706,1.1795161769896585,1.0889118375040001,0.917763085380541,1.0439160158977214,0.9706,1.05758701472489,1.0330511984589976,1,1.0431611393483053,0.04165443844259033,2022-03-21T16:01:49Z,2022-03-21T16:01:50Z,1202,2022-03-21T16:02:01Z,101594
ORATS University
ORATS University
Master the art of options
Research
Implementation
Risk
Review
Contact Us
Curious about enterprise pricing? Want to become an affiliate? Questions about our data? Let us know.
Your email
Your message
Submit
ORATSORATS
Institutional Quality Tools for All Options Traders
(312) 986 - 1060
support@orats.com
36 Maplewood Ave, Portsmouth, NH 03801
Trading Tools
APIs
Historical Data
More Information
The opinions and ideas presented herein are for informational and educational purposes only and should not be construed to represent trading or investment advice tailored to your investment objectives. You should not rely solely on any content herein and we strongly encourage you to discuss any trades or investments with your broker or investment adviser, prior to execution. None of the information contained herein constitutes a recommendation that any particular security, portfolio, transaction, or investment strategy is suitable for any specific person. Option trading and investing involves risk and is not suitable for all investors. For more information please see our disclaimer.
Interactive Brokers is not affiliated with Option Research & Technology Services, LLC and does not endorse or recommend any information or advice provided by Option Research & Technology Services, LLC.