Introduction

The ORATS 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 API to access options data in our database.

Authentication

All requests must be sent with a valid Authorization header with your private token.

Get your API token here (opens new window).

If you need help with your token, email us at support@orats.com.

Example

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/cores/earn?ticker=AAPL"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-07",
            "pxCls": 223.1,
            "wksNextErn": 7,
            "nextErnTod": 1630,
            "ernMnth": 10,
            "avgOptVolu20d": 664432,
            "oi": 4076797,
            "atmIvM1": 25.4783,
            "dtExM1": 15,
            "atmIvM2": 23.179,
            "dtExm2": 43,
            "atmIvM3": 25.6981,
            "dtExM3": 71,
            "atmIvM4": 24.0213,
            "dtExM4": 106,
            "straPxM1": 9.02,
            "straPxM2": 14.15,
            "smoothStraPxM1": 9.03,
            "smoothStrPxM2": 14.1,
            "fcstStraPxM1": 7.99,
            "fcstStraPxM2": 13.15,
            "loStrikeM1": 222.5,
            "hiStrikeM1": 222.5,
            "loStrikeM2": 225,
            "hiStrikeM2": 225,
            "ernDate1": "7/31/2018",
            "ernDate2": "5/1/2018",
            "ernDate3": "2/1/2018",
            "ernDate4": "11/2/2017",
            "ernDate5": "8/1/2017",
            "ernDate6": "5/2/2017",
            "ernDate7": "1/31/2017",
            "ernDate8": "10/25/2016",
            "ernDate9": "7/26/2016",
            "ernDate10": "4/26/2016",
            "ernDate11": "1/26/2016",
            "ernDate12": "10/27/2015",
            "ernMv1": 5.891,
            "ernMv2": 4.4175,
            "ernMv3": -4.339,
            "ernMv4": 2.6114,
            "ernMv5": 4.725,
            "ernMv6": -0.305,
            "ernMv7": 6.098,
            "ernMv8": -2.2495,
            "ernMv9": 6.4963,
            "ernMv10": -6.2578,
            "ernMv11": -6.5707,
            "ernMv12": 4.1204,
            "ernStraPct1": 5.2632,
            "ernStraPct2": 5.9725,
            "ernStraPct3": 6.4741,
            "ernStraPct4": 5.8393,
            "ernStraPct5": 0,
            "ernStraPct6": 4.2682,
            "ernStraPct7": 4.2753,
            "ernStraPct8": 5.5958,
            "ernStraPct9": 5.1248,
            "ernStraPct10": 6.0768,
            "ernStraPct11": 8.7344,
            "ernStraPct12": 8.2545,
            "ernEffct1": 1.8353,
            "ernEffct2": 1.6537,
            "ernEffct3": 1.454,
            "ernEffct4": 1.2855,
            "ernEffct5": 1.6106,
            "ernEffct6": 1.2728,
            "ernEffct7": 3.3712,
            "ernEffct8": 1.3057,
            "ernEffct9": 2.8492,
            "ernEffct10": 2.415,
            "ernEffct11": 1.8706,
            "ernEffct12": 1.5034,
            "orHv5d": 21.91,
            "orHv10d": 18.39,
            "orHv20d": 17.4,
            "orHv60d": 19.06,
            "orHv90d": 18.85,
            "orHv120d": 21.87,
            "orHv252d": 21.64,
            "orHv500d": 19.96,
            "orHv1000d": 23.24,
            "orHvXern5d": 21.91,
            "orHvXern10d": 18.39,
            "orHvXern20d": 17.4,
            "orHvXern60d": 17.7,
            "orHvXern90d": 17.12,
            "orHvXern120d": 20.89,
            "orHvXern252d": 20.9,
            "orHvXern500d": 19.27,
            "orHvXern1000d": 22.53,
            "clsHv5d": 16.6,
            "clsHv10d": 14.01,
            "clsHv20d": 13.56,
            "clsHv60d": 19.05,
            "clsHv90d": 19.28,
            "clsHv120d": 22.29,
            "clsHv252d": 21.55,
            "clsHv500d": 19.69,
            "clsHv1000d": 22.82,
            "clsHvXern5d": 16.6,
            "clsHvXern10d": 14.01,
            "clsHvXern20d": 13.56,
            "clsHvXern60d": 15.34,
            "clsHvXern90d": 15.32,
            "clsHvXern120d": 19.82,
            "clsHvXern252d": 19.84,
            "clsHvXern500d": 18.02,
            "clsHvXern1000d": 21,
            "iv10d": 0.267609,
            "iv20d": 24.23,
            "iv30d": 23.05,
            "iv60d": 0.248052,
            "iv90d": 24.75,
            "iv6m": 23.96,
            "iv1yr": 0.232396,
            "orIvXern20d": 23.75,
            "orIvXernInf": 19.73,
            "slope": 2.1261,
            "fcstSlope": 2.4924,
            "fcstErnEffct": 1.4795,
            "absAvgErnMv": 4.5068,
            "ernMvStdv": 1.8777,
            "impliedEe": 3.5436,
            "impErnMv": 6.73,
            "impMth2ErnMv": 6.73,
            "fairVol90d": 25.6981,
            "fairXieeVol90d": 25.5885,
            "fairMth2XieeVol90d": 23.787,
            "impErnMv90d": 3.36,
            "impErnMvMth290d": 2.26,
            "exErnIv10d": 0.267609,
            "exErnIv20d": 0.242331  ,
            "exErnIv30d": 0.230509,
            "exErnIv60d": 0.231301,
            "exErnIv90d": 0.220113,
            "exErnIv6m": 0.212682,
            "exErnIv1yr": 0.208058,
            "updatedAt": "2018-09-07 03:00:05"
        }
    ]
}

Data Limits

All data API endpoints will retrieve a maximum of 5000 rows except for strikes endpoint. Strikes will have a 6000 row limit to get the full chain per day.

REQUEST LIMIT

There is a 100 request per minute limit for the data API.