Welcome to ORATS API docs
ORATS offers a Data API to access US equity options data including implied summarizations and historical volatility readings that have been shown in backtesting to be important predictors of profitable trading strategies.
The ORATS implied volatility summarization technique produces an accurate smoothed parameterized curve to a few factors. These factors are comparable over time and across related equities and produce an effective forecasted volatility surface.
For historical volatility, in addition to offering traditional close-to-close computations, ORATS offers a proprietary intraday measurement that produces more valuable daily volatilities as shown in our backtesting.
ORATS also offers a variety of derived implied volatility computations like volatility of volatility, IV surface parameters in relation to related ETFs, and ex-earnings volatility readings.
Our popular Dividends Forecast feed projects ex-dates and amounts out 2.8 years, the length of the longest LEAP options. Earnings dates, straddle pricing, moves after announcements, implied earnings moves and the portion of IV attributable to earnings are a few of our many earnings data points.
The ORATS Data API is 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. You can use our data API to access options data in our database.
The ORATS Backtest API is organized around REST. You can use our Backtest API to submit an option strategy to backtest going back 2007. ORATS has the most advanced backtesting engine in the industry. You can create complex option strategies that includes multi-leg, delta hedging, frequency of trades, adjustments, entry filters, and exit targets.