Explore Our Products
Learn about our data API, dashboard, historical quotes and much more. We offer a variety of products built to help you become a more informed, data-driven options trader. Get started today.
Trusted by thousands of traders, advisors, and institutions since 2007.
Data API
Access all the industry standard options data and a plethora of proprietary data, including forecasts, implied volatility summaries, and historical volatility readings. With our robust RESTful API, extensive documentation, and free-to-use API explorer, you can get started in minutes.
Industry Leading Data
Unparalleled Data Quality
Every day since 2007, we’ve taken a snapshot 14 minutes before the close of all bid asks of all standard options and accompanying stock prices. We process all this data through our Smoothed Market Values (SMV) system, producing the best greeks and theoretical values.
Hundreds of Proprietary Indicators
With over 15 categories of data, we calculate component weighted averages, forward and flat volatilities, contango, constant maturity implied volatilities, and much more.
Organized Around REST
Our API is designed to have predictable, resource-oriented URLs and to use HTTP response codes to indicate API success and errors. We process hundreds of thousands of requests per day, and offer a flexible pricing structure so you only pay for what you need.
Development Resources
Robust Documentation
Example requests, indicator definitions, and summarized research are all included in the Data API Documentation. We’ve been building our API and documentation for over a decade, so we’re confident it contains all the information you’ll need (and more)!
Free API Explorer
You don’t need to sign up for an account token to explore our Data API. We’ve provided a free-to-use, limited access platform so you can “try before you buy.” We’re here to help you get the data you need.
Dashboard
An all-in-one package for backtesting, scanning, trading, and risk. Harness the power of our deep data set in an online toolkit designed to help you research, implement, and assess your options strategies.
Option Scanner
Scan and rank thousands of option trades based on volatility metrics, delta cost, and other theoretical values.
Stock Scanner
Scan over 5,000 stocks and ETFs using 700+ proprietary option indicators plus 22 new fundamental indicators.
Trade Builder
Chart future expirations and strikes with overlays for earnings, trendlines, volatility, open interest, and more.
Earnings Analyzer
View and download historical earnings information and quarterly financial data for any stock.
Options Chain
View a redesigned options chain with adjustable columns plus a detailed graph of monthly implied volatility.
Backtester
Test your own ideas using our state-of-the-art backtesting engine with daily options data back to 2007.
Strength Index
Get analyst information, implied volatility readings, and matching strategies for thousands of stocks.
Seamless Integration
We designed the dashboard so that every backtest, scan, and trade is intelligently woven together.
Historical Quotes
Live minute-by-minute to nightly updates of the best quotes in the industry. Our intensive SMV process creates a robust volatility surface that reveals accurate implied volatilities, greeks, and theoretical values. Explore and download samples below.
Near End-of-day
Since 2007
A complete snapshot of the US equity options market 14-minutes before the close of trading each day.
1 Minute Intraday
Since August 2020
Full SMV greeks, theoretical values, and IVs for every minute during the trading day of all US equity options.
2 Minute Snapshot
Since 2015
Raw options market information snapped with underlying prices every two minutes during the day.
Other Products
Explore our dividend forecasts, earnings reports, and more APIs including our live data API and snapshot API. If we don't offer exactly what you need, contact us and we'll be happy to offer consulting services to develop customized tools.
Dividend Forecasts
We've developed a 4-step proprietary process to estimate stock dividend dates and amounts over the next 2.67 years:
Intraday Updates... from the leading dividend provider Wall Street Horizon.
Historical Volatility... powered by 14 years of options data.
Seasonal Effects... analyzed by our in-house dividend consultant.
Implied Dividends... computed using hundreds of proprietary indicators.
Earnings Reports
Daily emailed reports of a rigorous assessment of stock price moves after earnings releases.
Implied Earnings Moves... based on adjusted options straddles.
Earnings Moves Results... to compare the actual stock price move.
Earnings Season Reports... broken out by each of the six weeks.
Unusual Volume Report... the top stocks in terms of options volume.
More APIs
From custom-built, specialty APIs to live data support with Tradier, this is the bleeding edge of options technology.
Live Data API: See ORATS SMV values live with an account with Tradier Brokerage.
Snapshot API: Retrieve a 1 minute snapshot of the whole market.
Backtest API: Test options strategies going back to 2007.
Scanner API: Scan the market for the best options trade.
Our Products
Data API
Access all the industry standard options data and a plethora of proprietary data.
Dashboard
An all-in-one package for backtesting, scanning, trading, and risk.
Historical Quotes
Live minute-by-minute to nightly updates of the best quotes in the industry.
Dividends
A comprehensive view of forecasts and historical dividends.
Earnings
Get a robust feed of dates, status, and expected or implied earnings.
More APIs
State-of-the-art tools used internally by the developers at ORATS.