Data API

A collection of data endpoints.

Data endpoint url: https://api.orats.io/data

Examples shown use curl. Please use the latest version of curl in order for all the request examples to work.

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.

Strikes

Retrieves verbose strikes information.

Retrieve

GET | https://api.orats.io/data/strikes

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) required
fields[strikes] the fields to retrieve optional
dte filter by dte range optional
delta filter by delta range optional

Example Request

curl -H "Authorization: your-private-token" "https://api.orats.io/data/strikes?tickers=AAPL"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "expirDate": "2018-09-07",
            "dte": 3,
            "strike": 160,
            "stockPrice": 227.376,
            "callVolume": 1,
            "callOpenInterest": 31,
            "callBidSize": 21,
            "callAskSize": 21,
            "putVolume": 270,
            "putOpenInterest": 316,
            "putBidSize": 0,
            "putAskSize": 125,
            "callBidPrice": 67.3,
            "callValue": 67.4206,
            "callAskPrice": 67.5,
            "putBidPrice": 0,
            "putValue": 0,
            "putAskPrice": 0.01,
            "callBidIv": 0,
            "callMidIv": 0.975577,
            "callAskIv": 1.95115,
            "smvVol": 0.286058,
            "putBidIv": 0,
            "putMidIv": 0.788638,
            "putAskIv": 1.57728,
            "residualRate": -0.0285564,
            "delta": 1,
            "gamma": 3.76871e-15,
            "theta": -0.0212791,
            "vega": -1.9802e-12,
            "rho": 0.00919028,
            "phi": -0.013064,
            "driftlessTheta": -5.88763e-8,
            "extSmvVol": 0.316526,
            "extCallValue": 68.6426,
            "extPutValue": 0,
            "spotPrice": 227.38,
            "updatedAt": "2018-09-05 18:43:20"
        },
        .....
    ]
}

Example Request with fields, dte, and delta filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/strikes?tickers=AAPL&dte=30,60&delta=.4,.6&fields[strikes]=tradeDate,ticker,expiry,dte,strike,stockPrice,callBidPrice,putBidPrice,delta"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "dte": 31,
            "strike": 225,
            "stockPrice": 227.376,
            "callBidPrice": 7.6,
            "putBidPrice": 4.8,
            "delta": 0.587324
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "dte": 31,
            "strike": 227.5,
            "stockPrice": 227.376,
            "callBidPrice": 6.25,
            "putBidPrice": 5.9,
            "delta": 0.523468
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "dte": 31,
            "strike": 230,
            "stockPrice": 227.376,
            "callBidPrice": 5.05,
            "putBidPrice": 7.2,
            "delta": 0.458415
        },
        .....
    ]
}

Strikes History

Retrieves verbose strikes end of day history information.

Retrieve

GET | https://api.orats.io/data/hist/strikes

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) required
tradeDate the trade date to retrieve (date range should be comma delimited from start to end date) required
fields[strikes] the fields to retrieve optional
dte filter by dte range optional
delta filter by delta range optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/strikes?tickers=AAPL&tradeDate=2017-08-28"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "expirDate": "2017-09-01",
            "dte": 5,
            "strike": 95,
            "stockPrice": 161.38,
            "callVolume": 1,
            "callOpenInterest": 0,
            "callBidSize": 30,
            "callAskSize": 2,
            "putVolume": 1,
            "putOpenInterest": 1,
            "putBidSize": 0,
            "putAskSize": 16,
            "callBidPrice": 66.35,
            "callValue": 66.42,
            "callAskPrice": 66.45,
            "putBidPrice": 0,
            "putValue": 0,
            "putAskPrice": 0.01,
            "callBidIv": 0,
            "callMidIv": 0,
            "callAskIv": 0,
            "smvVol": 0.283447,
            "putBidIv": 0,
            "putMidIv": 1.723355,
            "putAskIv": 1.723355,
            "residualRate": -0.021545,
            "delta": 1,
            "gamma": 8.84655e-15,
            "theta": -0.00818146,
            "vega": -8.99273e-12,
            "rho": 0.0104327,
            "phi": -0.0177288,
            "driftlessTheta": -2.8257e-8,
            "extSmvVol": 0.306767,
            "extCallValue": 68.0293,
            "extPutValue": 0,
            "spotPrice": 161.38,
            "updatedAt": "2018-06-17 21:11:30"
        },
        .....
    ]
}

Example Request with fields, dte, and delta filtering with date range.

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/strikes?tickers=AAPL&tradeDate=2019-08-01,2019-08-05&dte=30,60&delta=.4,.6&fields[strikes]=tradeDate,ticker,expiry,dte,strike,stockPrice,callBidPrice,putBidPrice,delta"

Example Response

{
    "data": [
        {
            "tradeDate": "2019-08-01",
            "ticker": "AAPL",
            "dte": 30,
            "strike": 207.5,
            "stockPrice": 209.14,
            "callBidPrice": 6.75,
            "putBidPrice": 5.5,
            "delta": 0.547944
        },
        {
            "tradeDate": "2019-08-01",
            "ticker": "AAPL",
            "dte": 30,
            "strike": 207.5,
            "stockPrice": 209.14,
            "callBidPrice": 6.75,
            "putBidPrice": 5.5,
            "delta": 0.547944
        },
        .....
    ]
}

Strikes by Options

Retrieves verbose strikes information by ticker, expiry, and strike.

Retrieve

POST | https://api.orats.io/data/strikes/options

ARGUMENTS Definition Required/Optional
fields[strikes] the fields to retrieve optional
dte filter by dte range optional
delta filter by delta range optional

Example POST Input Payload

[
    {"ticker" : "AAPL", "expirDate" : "2019-08-16", "strike" : 175},
    {"ticker" : "AAPL", "expirDate" : "2021-01-15", "strike" : 240},
    {"ticker" : "AAPL", "expirDate" : "2020-06-19", "strike" : 290},
    {"ticker" : "MSFT", "expirDate" : "2020-09-18", "strike" : 175},
    {"ticker" : "MSFT", "expirDate" : "2020-09-18", "strike" : 200},
    {"ticker" : "MSFT", "expirDate" : "2019-08-30", "strike" : 144}
]

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-15",
            "expirDate": "2019-08-16",
            "dte": 3,
            "strike": 175,
            "stockPrice": 202.68,
            "callVolume": 1,
            "callOpenInterest": 130,
            "callBidSize": 10,
            "callAskSize": 10,
            "putVolume": 476,
            "putOpenInterest": 24569,
            "putBidSize": 117,
            "putAskSize": 130,
            "callBidPrice": 26.75,
            "callValue": 27.8369,
            "callAskPrice": 29.05,
            "putBidPrice": 0.02,
            "putValue": 0.00710791,
            "putAskPrice": 0.04,
            "callBidIv": 0,
            "callMidIv": 0.853716,
            "callAskIv": 1.70743,
            "smvVol": 0.74414,
            "putBidIv": 0.827188,
            "putMidIv": 0.862439,
            "putAskIv": 0.89769,
            "residualRate": -0.149992,
            "delta": 0.997798,
            "gamma": 0.000645754,
            "theta": -0.101584,
            "vega": 0.00113487,
            "rho": 0.00875816,
            "phi": -0.0101561,
            "driftlessTheta": -0.0201231,
            "extSmvVol": 0.433885,
            "extCallValue": 28.6298,
            "extPutValue": 2.54085e-7,
            "spotPrice": 202.68,
            "updatedAt": "2019-08-14 21:01:40"
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-15",
            "expirDate": "2020-06-19",
            "dte": 311,
            "strike": 290,
            "stockPrice": 202.68,
            "callVolume": 15,
            "callOpenInterest": 13284,
            "callBidSize": 10,
            "callAskSize": 12,
            "putVolume": 0,
            "putOpenInterest": 3,
            "putBidSize": 14,
            "putAskSize": 1,
            "callBidPrice": 1.32,
            "callValue": 1.52843,
            "callAskPrice": 1.72,
            "putBidPrice": 85,
            "putValue": 89.6649,
            "putAskPrice": 89.95,
            "callBidIv": 0.242759,
            "callMidIv": 0.250003,
            "callAskIv": 0.257247,
            "smvVol": 0.250741,
            "putBidIv": 0,
            "putMidIv": 0.137501,
            "putAskIv": 0.275002,
            "residualRate": 0,
            "delta": 0.078962,
            "gamma": 0.00316492,
            "theta": -0.0118182,
            "vega": 0.29532,
            "rho": 0.122012,
            "phi": -0.13429,
            "driftlessTheta": -0.0110858,
            "extSmvVol": 0.236492,
            "extCallValue": 1.36868,
            "extPutValue": 88.8337,
            "spotPrice": 202.68,
            "updatedAt": "2019-08-14 21:01:41"
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-15",
            "expirDate": "2021-01-15",
            "dte": 521,
            "strike": 240,
            "stockPrice": 202.68,
            "callVolume": 17,
            "callOpenInterest": 1895,
            "callBidSize": 239,
            "callAskSize": 40,
            "putVolume": 0,
            "putOpenInterest": 267,
            "putBidSize": 41,
            "putAskSize": 340,
            "callBidPrice": 11.55,
            "callValue": 11.8349,
            "callAskPrice": 12.8,
            "putBidPrice": 47.1,
            "putValue": 46.9714,
            "putAskPrice": 48.6,
            "callBidIv": 0.238628,
            "callMidIv": 0.24567,
            "callAskIv": 0.252713,
            "smvVol": 0.241826,
            "putBidIv": 0.243436,
            "putMidIv": 0.252695,
            "putAskIv": 0.261955,
            "residualRate": -0.00811668,
            "delta": 0.351548,
            "gamma": 0.00642263,
            "theta": -0.0246823,
            "vega": 0.889717,
            "rho": 0.834811,
            "phi": -0.995246,
            "driftlessTheta": -0.020713,
            "extSmvVol": 0.249621,
            "extCallValue": 13.1752,
            "extPutValue": 46.47,
            "spotPrice": 202.68,
            "updatedAt": "2019-08-14 21:01:41"
        },
        {
            "ticker": "MSFT",
            "tradeDate": "2019-08-15",
            "expirDate": "2019-08-30",
            "dte": 17,
            "strike": 144,
            "stockPrice": 134.02,
            "callVolume": 139,
            "callOpenInterest": 1280,
            "callBidSize": 37,
            "callAskSize": 40,
            "putVolume": 0,
            "putOpenInterest": 113,
            "putBidSize": 21,
            "putAskSize": 2,
            "callBidPrice": 0.24,
            "callValue": 0.263896,
            "callAskPrice": 0.3,
            "putBidPrice": 9.95,
            "putValue": 10.1433,
            "putAskPrice": 10.5,
            "callBidIv": 0.238647,
            "callMidIv": 0.24539,
            "callAskIv": 0.252133,
            "smvVol": 0.244358,
            "putBidIv": 0,
            "putMidIv": 0.156606,
            "putAskIv": 0.313212,
            "residualRate": -0.00536912,
            "delta": 0.0856508,
            "gamma": 0.0230082,
            "theta": -0.0345979,
            "vega": 0.0418141,
            "rho": 0.00486487,
            "phi": -0.00497934,
            "driftlessTheta": -0.033803,
            "extSmvVol": 0.22137,
            "extCallValue": 0.197925,
            "extPutValue": 9.71454,
            "spotPrice": 134.02,
            "updatedAt": "2019-08-14 21:01:57"
        },
        {
            "ticker": "MSFT",
            "tradeDate": "2019-08-15",
            "expirDate": "2020-09-18",
            "dte": 402,
            "strike": 175,
            "stockPrice": 134.02,
            "callVolume": 0,
            "callOpenInterest": 168,
            "callBidSize": 55,
            "callAskSize": 34,
            "putVolume": 0,
            "putOpenInterest": 16,
            "putBidSize": 61,
            "putAskSize": 36,
            "callBidPrice": 2.31,
            "callValue": 2.32823,
            "callAskPrice": 2.63,
            "putBidPrice": 41.45,
            "putValue": 43.087,
            "putAskPrice": 43.55,
            "callBidIv": 0.218429,
            "callMidIv": 0.222956,
            "callAskIv": 0.227483,
            "smvVol": 0.218987,
            "putBidIv": 0,
            "putMidIv": 0.119906,
            "putAskIv": 0.239812,
            "residualRate": -0.00532637,
            "delta": 0.159507,
            "gamma": 0.00796386,
            "theta": -0.0104169,
            "vega": 0.326687,
            "rho": 0.207328,
            "phi": -0.231578,
            "driftlessTheta": -0.00928274,
            "extSmvVol": 0.227551,
            "extCallValue": 2.79512,
            "extPutValue": 42.7434,
            "spotPrice": 134.02,
            "updatedAt": "2019-08-14 21:01:57"
        },
        {
            "ticker": "MSFT",
            "tradeDate": "2019-08-15",
            "expirDate": "2020-09-18",
            "dte": 402,
            "strike": 200,
            "stockPrice": 134.02,
            "callVolume": 41,
            "callOpenInterest": 857,
            "callBidSize": 100,
            "callAskSize": 75,
            "putVolume": 0,
            "putOpenInterest": 1,
            "putBidSize": 1,
            "putAskSize": 4,
            "callBidPrice": 0.6,
            "callValue": 0.547722,
            "callAskPrice": 0.69,
            "putBidPrice": 63.6,
            "putValue": 67.8009,
            "putAskPrice": 68.4,
            "callBidIv": 0.215562,
            "callMidIv": 0.218418,
            "callAskIv": 0.221273,
            "smvVol": 0.21187,
            "putBidIv": 0,
            "putMidIv": 0.147383,
            "putAskIv": 0.294766,
            "residualRate": 0,
            "delta": 0.0480247,
            "gamma": 0.00337733,
            "theta": -0.0039515,
            "vega": 0.141962,
            "rho": 0.0640905,
            "phi": -0.0697206,
            "driftlessTheta": -0.00368608,
            "extSmvVol": 0.222023,
            "extCallValue": 0.808518,
            "extPutValue": 67.4192,
            "spotPrice": 134.02,
            "updatedAt": "2019-08-14 21:01:57"
        }
    ]
}

Strikes History by Options

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

Retrieve

POST | https://api.orats.io/data/hist/strikes/options

ARGUMENTS Definition Required/Optional
fields[strikes] the fields to retrieve optional
dte filter by dte range optional
delta filter by delta range optional

Example POST Input Payload

[
    {"ticker" : "AAPL", "tradeDate" : {"start" : "2019-08-01", "end" : "2019-08-13"}, "expirDate" : "2019-08-16", "strike" : 175},
    {"ticker" : "AAPL", "tradeDate" : {"start" : "2019-08-01", "end" : "2019-08-13"}, "expirDate" : "2021-01-15", "strike" : 240},
    {"ticker" : "AAPL", "tradeDate" : {"start" : "2019-08-01", "end" : "2019-08-13"}, "expirDate" : "2020-06-19", "strike" : 290},
    {"ticker" : "MSFT", "tradeDate" : {"start" : "2019-08-01", "end" : "2019-08-09"}, "expirDate" : "2020-09-18", "strike" : 175},
    {"ticker" : "MSFT", "tradeDate" : {"start" : "2019-08-01", "end" : "2019-08-09"}, "expirDate" : "2020-09-18", "strike" : 200},
    {"ticker" : "MSFT", "tradeDate" : {"start" : "2019-08-01", "end" : "2019-08-09"}, "expirDate" : "2019-08-30", "strike" : 144}
]

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-01",
            "expirDate": "2019-08-16",
            "dte": 16,
            "strike": 175,
            "stockPrice": 209.14,
            "callVolume": 22,
            "callOpenInterest": 1476,
            "callBidSize": 354,
            "callAskSize": 16,
            "putVolume": 332,
            "putOpenInterest": 21398,
            "putBidSize": 11,
            "putAskSize": 132,
            "callBidPrice": 34.1,
            "callValue": 33.78,
            "callAskPrice": 34.55,
            "putBidPrice": 0.14,
            "putValue": 0.14,
            "putAskPrice": 0.19,
            "callBidIv": 0.535785,
            "callMidIv": 0.580093,
            "callAskIv": 0.624401,
            "smvVol": 0.433115,
            "putBidIv": 0.433028,
            "putMidIv": 0.444094,
            "putAskIv": 0.455161,
            "residualRate": -0.016585,
            "delta": 0.979958,
            "gamma": 0.00264768,
            "theta": -0.0472536,
            "vega": 0.0223449,
            "rho": 0.0702426,
            "phi": -0.0839698,
            "driftlessTheta": -0.0296176,
            "extSmvVol": 0.341107,
            "extCallValue": 33.6641,
            "extPutValue": 0.0225348,
            "spotPrice": 209.14,
            "updatedAt": "2019-08-01 23:42:27"
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-01",
            "expirDate": "2020-06-19",
            "dte": 324,
            "strike": 290,
            "stockPrice": 209.14,
            "callVolume": 13,
            "callOpenInterest": 4303,
            "callBidSize": 158,
            "callAskSize": 2,
            "putVolume": 0,
            "putOpenInterest": 3,
            "putBidSize": 10,
            "putAskSize": 10,
            "callBidPrice": 1.51,
            "callValue": 1.36,
            "callAskPrice": 1.59,
            "putBidPrice": 81.2,
            "putValue": 83.96,
            "putAskPrice": 82.1,
            "callBidIv": 0.228416,
            "callMidIv": 0.229708,
            "callAskIv": 0.231001,
            "smvVol": 0.223278,
            "putBidIv": 0,
            "putMidIv": 0,
            "putAskIv": 0,
            "residualRate": 0,
            "delta": 0.075204,
            "gamma": 0.00326113,
            "theta": -0.0103123,
            "vega": 0.265872,
            "rho": 0.125732,
            "phi": -0.137126,
            "driftlessTheta": -0.00958046,
            "extSmvVol": 0.217702,
            "extCallValue": 1.33875,
            "extPutValue": 83.944,
            "spotPrice": 209.14,
            "updatedAt": "2019-08-01 23:42:27"
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-01",
            "expirDate": "2021-01-15",
            "dte": 534,
            "strike": 240,
            "stockPrice": 209.14,
            "callVolume": 17,
            "callOpenInterest": 2310,
            "callBidSize": 225,
            "callAskSize": 60,
            "putVolume": 52,
            "putOpenInterest": 267,
            "putBidSize": 2,
            "putAskSize": 484,
            "callBidPrice": 13.3,
            "callValue": 13.55,
            "callAskPrice": 13.7,
            "putBidPrice": 42.55,
            "putValue": 42.71,
            "putAskPrice": 43.1,
            "callBidIv": 0.23192,
            "callMidIv": 0.234,
            "callAskIv": 0.23608,
            "smvVol": 0.234559,
            "putBidIv": 0.232733,
            "putMidIv": 0.235841,
            "putAskIv": 0.23895,
            "residualRate": -0.006948,
            "delta": 0.384462,
            "gamma": 0.00654785,
            "theta": -0.0253807,
            "vega": 0.961167,
            "rho": 0.959722,
            "phi": -1.14797,
            "driftlessTheta": -0.0210146,
            "extSmvVol": 0.233829,
            "extCallValue": 13.4817,
            "extPutValue": 42.6497,
            "spotPrice": 209.14,
            "updatedAt": "2019-08-01 23:42:27"
        },
        .....
    ]
}

Monies

Retrieves monthly implied or forecast monies information.

Retrieve

GET | https://api.orats.io/data/monies/implied or https://api.orats.io/data/monies/forecast

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) required
fields[monies-implied or monies-forecast] the fields to retrieve optional
dte filter by dte range optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/monies/implied?tickers=AAPL"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "expirDate": "2018-09-07",
            "stockPrice": 226.83,
            "riskFreeRate": 0.02,
            "yieldRate": 0,
            "residualYieldRate": -0.0314661,
            "residualRateSlp": 0,
            "residualR2": 0.125847,
            "confidence": 0.462525,
            "mwVol": 0.00308389,
            "vol100": 0.308431,
            "vol95": 0.29918,
            "vol90": 0.290797,
            "vol85": 0.283283,
            "vol80": 0.276639,
            "vol75": 0.270864,
            "vol70": 0.265957,
            "vol65": 0.26192,
            "vol60": 0.258752,
            "vol55": 0.256453,
            "vol50": 0.255022,
            "vol45": 0.254461,
            "vol40": 0.254769,
            "vol35": 0.255946,
            "vol30": 0.257992,
            "vol25": 0.260908,
            "vol20": 0.264692,
            "vol15": 0.269345,
            "vol10": 0.274867,
            "vol5": 0.281258,
            "vol0": 0.288519,
            "atmiv": 0.255022,
            "slope": 0.780804,
            "deriv": 0.13631,
            "fit": 0.00000324559,
            "spotPrice": 226.83,
            "calVol": 0.257981,
            "unadjVol": 0.257981,
            "earnEffect": 0,
            "updatedAt": "2018-09-05 19:17:26"
        },
        .....
    ]
}

Example Request with fields and dte filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/monies/implied?tickers=AAPL&dte=30,60&fields[monies-implied]=tradeDate,ticker,expiry,dte,stockPrice,mwVol,vol100,vol50,vol0,vsAtmiv,calVol,unadjVol"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "stockPrice": 227.18,
            "mwVol": 0.00460847,
            "vol100": 0.282559,
            "vol50": 0.236162,
            "vol0": 0.250657,
            "calVol": 0.231505,
            "unadjVol": 0.231505
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "stockPrice": 227.18,
            "mwVol": 0.00405783,
            "vol100": 0.278739,
            "vol50": 0.232001,
            "vol0": 0.244551,
            "calVol": 0.228207,
            "unadjVol": 0.228207
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "stockPrice": 227.18,
            "mwVol": 0.00161032,
            "vol100": 0.574546,
            "vol50": 0.219855,
            "vol0": 0.283385,
            "calVol": 0.225201,
            "unadjVol": 0.225201
        }
    ]
}

Monies History

Retrieves monthly implied or forecast monies end of day history information.

Retrieve

GET | https://api.orats.io/data/hist/monies/implied or https://api.orats.io/data/hist/monies/forecast

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) required
tradeDate the date to retrieve (date range should be comma delimited from start to end date) required
fields[monies-implied or monies-forecast] the fields to retrieve optional
dte filter by dte range optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/monies/forecast?tickers=AAPL&tradeDate=2017-08-28"

Example Response

{
    "data": [
         {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "expirDate": "2017-09-01",
            "stockPrice": 162.997,
            "riskFreeRate": 0.0099,
            "vol100": 0.314663,
            "vol95": 0.275186,
            "vol90": 0.25644,
            "vol85": 0.243945,
            "vol80": 0.231963,
            "vol75": 0.227997,
            "vol70": 0.224359,
            "vol65": 0.22105,
            "vol60": 0.218069,
            "vol55": 0.215417,
            "vol50": 0.213093,
            "vol45": 0.211098,
            "vol40": 0.209431,
            "vol35": 0.208093,
            "vol30": 0.207084,
            "vol25": 0.206403,
            "vol20": 0.20605,
            "vol15": 0.206027,
            "vol10": 0.206331,
            "vol5": 0.206964,
            "vol0": 0.207926,
            "updatedAt": "2018-06-17 21:11:37"
        },
        .....
    ]
}

Example Request with fields and dte filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/monies/forecast?tickers=AAPL&tradeDate=2017-08-28&dte=30,60&fields[monies-forecast]=tradeDate,ticker,expiry,dte,stockPrice,mwVol,vol100,vol50,vol0"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "stockPrice": 162.997,
            "vol100": 0.317675,
            "vol50": 0.216236,
            "vol0": 0.210673
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "stockPrice": 162.997,
            "vol100": 0.321364,
            "vol50": 0.219603,
            "vol0": 0.213604
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "stockPrice": 162.997,
            "vol100": 0.326442,
            "vol50": 0.224249,
            "vol0": 0.217633
        }
    ]
}

SMV Summaries

Retrieves SMV Summary data information.

Retrieve

GET | https://api.orats.io/data/summaries

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) optional
fields[summaries] the fields to retrieve optional

Example Request

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

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "stockPrice": 227.18,
            "annActDiv": 2.97311,
            "annIdiv": 0.63087,
            "borrow30": 0.0140427,
            "borrow2y": 0.0153923,
            "confidence": 0.979815,
            "exErnIv10d": 0.24396,
            "exErnIv20d": 0.237817,
            "exErnIv30d": 0.235005,
            "exErnIv60d": 0.218368,
            "exErnIv90d": 0.214724,
            "exErnIv6m": 0.206081,
            "exErnIv1y": 0.207902,
            "ieeEarnEffect": 3.65609,
            "impliedMove": 0.0683776,
            "impliedNextDiv": 0.176159,
            "iv10d": 0.24396,
            "iv20d": 0.237817,
            "iv30d": 0.235005,
            "iv60d": 0.237748,
            "iv90d": 0.243361,
            "iv6m": 0.234303,
            "iv1y": 0.233273,
            "mwAdj30": 0.00397141,
            "mwAdj2y": 0.00375909,
            "nextDiv": 0.73,
            "rDrv30": 0.0996865,
            "rDrv2y": 0.079008,
            "rSlp30": 1.35335,
            "rSlp2y": 2.22019,
            "rVol30": 0.231776,
            "rVol2y": 0.192879,
            "rip": 2.92893,
            "riskFree30": 0.0208056,
            "riskFree2y": 0.0241895,
            "contango": -0.5527591798454523,
            "totalErrorConf": 0.0000532925,
            "updatedAt": "2018-09-05 19:22:00"
        }
    ]
}

Example Request with fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/summaries?tickers=AAPL&fields[summaries]=tradeDate,ticker,iv10d,iv20d,iv30d"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-05",
            "iv10d": 0.24396,
            "iv20d": 0.237817,
            "iv30d": 0.235005
        }
    ]
}

Summaries History

Retrieves SMV Summary end of day history information.

Retrieve

GET | https://api.orats.io/data/hist/summaries

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) required if tradeDate is not set
tradeDate the trade date to retrieve (date range should be comma delimited from start to end date) required if ticker is not set
fields[summaries] the fields to retrieve optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/summaries?tickers=AAPL&tradeDate=2017-08-28"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "stockPrice": 161.383,
            "annActDiv": 2.53627,
            "annIdiv": 1.1075,
            "borrow30": 0.00265643,
            "borrow2y": 0.00458178,
            "confidence": 0.953285,
            "exErnIv10d": 0.17783,
            "exErnIv20d": 0.22361,
            "exErnIv30d": 0.228163,
            "exErnIv60d": 0.232857,
            "exErnIv90d": 0.236355,
            "exErnIv6m": 0.23544,
            "exErnIv1y": 0.239679,
            "ieeEarnEffect": 2.22703,
            "impliedMove": 0.0415748,
            "impliedNextDiv": 0.218226,
            "iv10d": 0.17783,
            "iv20d": 0.22361,
            "iv30d": 0.228163,
            "iv60d": 0.235434,
            "iv90d": 0.246588,
            "iv6m": 0.245753,
            "iv1y": 0.249205,
            "mwAdj30": 0.00514238,
            "mwAdj2y": 0.00380093,
            "nextDiv": 0.63,
            "rDrv30": 0.0731212,
            "rDrv2y": 0.056017,
            "rSlp30": 2.03976,
            "rSlp2y": 2.26116,
            "rVol30": 0.233712,
            "rVol2y": 0.236843,
            "rip": 2.14279,
            "riskFree30": 0.00984598,
            "riskFree2y": 0.0120081,
            "contango": 0.7848329842090607,
            "totalErrorConf": 0.000183652,
            "updatedAt": "2018-05-17 22:27:14"
        }
    ]
}

Example Request with fields

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/summaries?tickers=AAPL&tradeDate=2017-08-28&fields[summaries]=tradeDate,ticker,iv10d,iv20d,iv30d"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2017-08-28",
            "iv10d": 0.17783,
            "iv20d": 0.22361,
            "iv30d": 0.228163
        }
    ]
}

Core Data

Retrieves general and earn core data combined.

Retrieve

GET | https://api.orats.io/data/cores

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) optional
fields[cores] the fields to retrieve optional

Example Request

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

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-12",
            "assetType": 3,
            "priorCls": 200.99,
            "pxAtmIv": 201.24,
            "mktCap": 909440,
            "cVolu": 82347,
            "cOi": 1681364,
            "pVolu": 80346,
            "pOi": 1627510,
            "orFcst20d": 27.879,
            "orIvFcst20d": 31.013,
            "orFcstInf": 26.21,
            "orIvXern20d": 27.64,
            "orIvXernInf": 21.77,
            "iv200Ma": 25.03,
            "atmIvM1": 31.838,
            "atmFitIvM1": 28.626,
            "atmFcstIvM1": 27.25,
            "dtExM1": 5,
            "atmIvM2": 26.822,
            "atmFitIvM2": 27.483,
            "atmFcstIvM2": 27.049,
            "dtExM2": 40,
            "atmIvM3": 27.351,
            "atmFitIvM3": 26.33,
            "atmFcstIvM3": 26.863,
            "dtExM3": 68,
            "atmIvM4": 28.948,
            "atmFitIvM4": 28.359,
            "atmFcstIvM4": 27.038,
            "dtExM4": 96,
            "iRate5wk": 2.02,
            "iRateLt": 1.8,
            "px1kGam": 5663.71,
            "volOfVol": 0.066,
            "volOfIvol": 0.05,
            "slope": 4.189981,
            "slopeInf": 3.50969,
            "slopeFcst": 4.11791,
            "slopeFcstInf": 3.39115,
            "deriv": 0.0939,
            "derivInf": 0.056,
            "derivFcst": 0.042,
            "derivFcstInf": 0.0505,
            "mktWidthVol": 0.419,
            "mktWidthVolInf": 0.716,
            "cAddPrem": 0,
            "pAddPrem": 0,
            "rip": 3.30678,
            "ivEarnReturn": 0,
            "fcstR2": 0.3629,
            "fcstR2Imp": 0.3229,
            "hiHedge": 0,
            "loHedge": 0,
            "stkVolu": 27654033,
            "avgOptVolu20d": 513253.9,
            "sector": "XLK Electronic Computer Manufacturing42941",
            "orHv1d": 18.25,
            "orHv5d": 35.29,
            "orHv10d": 35.86,
            "orHv20d": 27.7,
            "orHv60d": 24.05,
            "orHv90d": 24.53,
            "orHv120d": 23.93,
            "orHv252d": 29.11,
            "orHv500d": 25.68,
            "orHv1000d": 24.71,
            "clsHv5d": 43.43,
            "clsHv10d": 35.95,
            "clsHv20d": 28.26,
            "clsHv60d": 24.39,
            "clsHv90d": 25.6,
            "clsHv120d": 24.3,
            "clsHv252d": 31.1,
            "clsHv500d": 26.83,
            "clsHv1000d": 25.12,
            "iv20d": 27.09,
            "iv30d": 26.9,
            "iv60d": 27.65,
            "iv90d": 28.63,
            "iv6m": 26.28,
            "clsPx1w": 192.6082,
            "stkPxChng1wk": 4.48,
            "clsPx1m": 204.4333,
            "stkPxChng1m": -1.56,
            "clsPx6m": 168.1412,
            "stkPxChng6m": 19.69,
            "clsPx1y": 205.6783,
            "stkPxChng1y": -2.16,
            "divFreq": 91,
            "divYield": 1.6,
            "divGrwth": 0,
            "divDate": "2019-11-07",
            "divAmt": 0.77,
            "nextErn": "0000-00-00",
            "nextErnTod": 1630,
            "lastErn": "2019-07-30",
            "lastErnTod": 3,
            "absAvgErnMv": 4.2544,
            "impliedIee": 3.4456,
            "daysToNextErn": 0,
            "tkOver": 0,
            "etfIncl": "",
            "bestEtf": "XLK",
            "sectorName": "Technology Hardware & Equipment",
            "correlSpy1m": 0.96,
            "correlSpy1y": 0.94,
            "correlEtf1m": 0.97,
            "correlEtf1y": 0.96,
            "beta1m": 1.43,
            "beta1y": 1.52,
            "ivPctile1m": 86,
            "ivPctile1y": 71,
            "ivPctileSpy": 57,
            "ivPctileEtf": 47,
            "ivStdvMean": 0.64,
            "ivStdv1y": 4.88,
            "ivSpyRatio": 1.77,
            "ivSpyRatioAvg1m": 2.33,
            "ivSpyRatioAvg1y": 2.01,
            "ivSpyRatioStdv1y": 7.3,
            "ivEtfRatio": 1.27,
            "ivEtfRatioAvg1m": 1.66,
            "ivEtfRatioAvg1y": 1.47,
            "ivEtFratioStdv1y": 6.13,
            "ivHvXernRatio": 0.99,
            "ivHvXernRatio1m": 1.54,
            "ivHvXernRatio1y": 1.09,
            "ivHvXernRatioStdv1y": 2.95,
            "etfIvHvXernRatio": 0.99,
            "etfIvHvXernRatio1m": 0.95,
            "etfIvHvXernRatio1y": 0.95,
            "etfIvHvXernRatioStdv1y": 0.04,
            "slopepctile": 95.63,
            "slopeavg1m": 3.54,
            "slopeavg1y": 2.88,
            "slopeStdv1y": 0.78,
            "etfSlopeRatio": 0.57,
            "etfSlopeRatioAvg1m": 0.49,
            "etfSlopeRatioAvg1y": 0.4,
            "etfSlopeRatioAvgStdv1y": 0.11,
            "impliedR2": 0.4911,
            "contango": -0.27961242012679577,
            "nextDiv": 0.77,
            "impliedNextDiv": 0.310495,
            "annActDiv": 3.13578,
            "annIdiv": 1.76446,
            "borrow30": 1.2104840949177742,
            "borrow2yr": 1.1897692456841469,
            "error": 0.021323577675502747,
            "confidence": 98.47021698951721,
            "pxCls": 200.99,
            "wksNextErn": 11,
            "ernMnth": 10,
            "oi": 3308874,
            "straPxM1": 5.81,
            "straPxM2": 15.03,
            "smoothStraPxM1": 5.58,
            "smoothStrPxM2": 14.38,
            "fcstStraPxM1": 4.84,
            "fcstStraPxM2": 14.57,
            "loStrikeM1": 200,
            "hiStrikeM1": 200,
            "loStrikeM2": 200,
            "hiStrikeM2": 200,
            "ernDate1": "7/30/2019",
            "ernDate2": "4/30/2019",
            "ernDate3": "1/29/2019",
            "ernDate4": "11/1/2018",
            "ernDate5": "7/31/2018",
            "ernDate6": "5/1/2018",
            "ernDate7": "2/1/2018",
            "ernDate8": "11/2/2017",
            "ernDate9": "8/1/2017",
            "ernDate10": "5/2/2017",
            "ernDate11": "1/31/2017",
            "ernDate12": "10/25/2016",
            "ernMv1": 2.0404,
            "ernMv2": 4.9086,
            "ernMv3": 6.8335,
            "ernMv4": -6.6331,
            "ernMv5": 5.891,
            "ernMv6": 4.4176,
            "ernMv7": -4.339,
            "ernMv8": 2.6114,
            "ernMv9": 4.7251,
            "ernMv10": -0.3051,
            "ernMv11": 6.0981,
            "ernMv12": -2.2495,
            "ernStraPct1": 5.328,
            "ernStraPct2": 5.6526,
            "ernStraPct3": 6.8304,
            "ernStraPct4": 7.074,
            "ernStraPct5": 5.2632,
            "ernStraPct6": 5.9725,
            "ernStraPct7": 6.49,
            "ernStraPct8": 5.8054,
            "ernStraPct9": 4.8463,
            "ernStraPct10": 4.2426,
            "ernStraPct11": 4.2901,
            "ernStraPct12": 5.5792,
            "ernEffct1": 1.7325,
            "ernEffct2": 2.1662,
            "ernEffct3": 2.253,
            "ernEffct4": 2.1018,
            "ernEffct5": 2.248,
            "ernEffct6": 1.9564,
            "ernEffct7": 1.6666,
            "ernEffct8": 1.1841,
            "ernEffct9": 1.8609,
            "ernEffct10": 1.157,
            "ernEffct11": 2.8252,
            "ernEffct12": 1.1657,
            "orHvXern5d": 35.29,
            "orHvXern10d": 35.93,
            "orHvXern20d": 26.69,
            "orHvXern60d": 23.55,
            "orHvXern90d": 23.64,
            "orHvXern120d": 23.23,
            "orHvXern252d": 28.28,
            "orHvXern500d": 24.88,
            "orHvXern1000d": 23.94,
            "clsHvXern5d": 43.43,
            "clsHvXern10d": 37.8,
            "clsHvXern20d": 28.7,
            "clsHvXern60d": 24.45,
            "clsHvXern90d": 24.34,
            "clsHvXern120d": 23.32,
            "clsHvXern252d": 29.47,
            "clsHvXern500d": 25.18,
            "clsHvXern1000d": 23.3,
            "iv10d": 30.15,
            "iv1yr": 25.38,
            "fcstSlope": 4.1179,
            "fcstErnEffct": 1.6916,
            "ernMvStdv": 1.964,
            "impliedEe": 3.4456,
            "impErnMv": 7.52,
            "impMth2ErnMv": 7.52,
            "fairVol90d": 28.9479,
            "fairXieeVol90d": 28.3591,
            "fairMth2XieeVol90d": 27.6664,
            "impErnMv90d": 2.75,
            "impErnMvMth290d": 2,
            "exErnIv10d": 30.15,
            "exErnIv20d": 27.09,
            "exErnIv30d": 26.9,
            "exErnIv60d": 27.65,
            "exErnIv90d": 26.43,
            "exErnIv6m": 24.4,
            "exErnIv1yr": 22.89,
            "updatedAt": "2019-08-12 16:00:10"
        }
    ]
}

Example Request fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/cores?tickers=AAPL&fields[cores]=ticker,tradeDate,priorCls,pxAtmIv,exErnIv30d"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-12",
            "priorCls": 200.99,
            "pxAtmIv": 201.24,
            "exErnIv30d": 26.9
        }
    ]
}

Core Data History

Retrieves general and earn core data combined history information.

Retrieve

GET | https://api.orats.io/data/hist/cores

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) required if tradeDate is not set
tradeDate the trade date to retrieve (date range should be comma delimited from start to end date) required if tickers is not set
fields[cores] the fields to retrieve optional

Example Request with multiple tickers, date range, and field filtering.

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/cores?tickers=AAPL,MSFT,IBM&fields[cores]=ticker,tradeDate,pxAtmIv,orHv10d,exErnIv10d&tradeDate=2019-08-01,2019-08-05"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-01",
            "pxAtmIv": 209.14,
            "orHv10d": 21.87,
            "exErnIv10d": 28.85
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-02",
            "pxAtmIv": 203.68,
            "orHv10d": 27.51,
            "exErnIv10d": 30.11
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-05",
            "pxAtmIv": 194.26,
            "orHv10d": 28.12,
            "exErnIv10d": 38.8
        },
        {
            "ticker": "IBM",
            "tradeDate": "2019-08-01",
            "pxAtmIv": 150.51,
            "orHv10d": 25.63,
            "exErnIv10d": 29.24
        },
        {
            "ticker": "IBM",
            "tradeDate": "2019-08-02",
            "pxAtmIv": 147.32,
            "orHv10d": 16.95,
            "exErnIv10d": 24.96
        },
        {
            "ticker": "IBM",
            "tradeDate": "2019-08-05",
            "pxAtmIv": 140.83,
            "orHv10d": 23.03,
            "exErnIv10d": 35.69
        },
        {
            "ticker": "MSFT",
            "tradeDate": "2019-08-01",
            "pxAtmIv": 138.75,
            "orHv10d": 21.43,
            "exErnIv10d": 23.11
        },
        {
            "ticker": "MSFT",
            "tradeDate": "2019-08-02",
            "pxAtmIv": 136.56,
            "orHv10d": 23.06,
            "exErnIv10d": 23.33
        },
        {
            "ticker": "MSFT",
            "tradeDate": "2019-08-05",
            "pxAtmIv": 132.65,
            "orHv10d": 22.34,
            "exErnIv10d": 33.04
        }
    ]
}

General Core

Retrieves general core data information.

Retrieve

GET | https://api.orats.io/data/cores/general

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) optional
fields[cores-general] the fields to retrieve optional

Example Request

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

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-12",
            "assetType": 3,
            "priorCls": 200.99,
            "pxAtmIv": 201.24,
            "mktCap": 909440,
            "cVolu": 82347,
            "cOi": 1681364,
            "pVolu": 80346,
            "pOi": 1627510,
            "orFcst20d": 27.879,
            "orIvFcst20d": 31.013,
            "orFcstInf": 26.21,
            "orIvXern20d": 27.64,
            "orIvXernInf": 21.77,
            "iv200Ma": 25.03,
            "atmIvM1": 31.838,
            "atmFitIvM1": 28.626,
            "atmFcstIvM1": 27.25,
            "dtExM1": 5,
            "atmIvM2": 26.822,
            "atmFitIvM2": 27.483,
            "atmFcstIvM2": 27.049,
            "dtExM2": 40,
            "atmIvM3": 27.351,
            "atmFitIvM3": 26.33,
            "atmFcstIvM3": 26.863,
            "dtExM3": 68,
            "atmIvM4": 28.948,
            "atmFitIvM4": 28.359,
            "atmFcstIvM4": 27.038,
            "dtExM4": 96,
            "iRate5wk": 2.02,
            "iRateLt": 1.8,
            "px1kGam": 5663.71,
            "volOfVol": 0.066,
            "volOfIvol": 0.05,
            "slope": 4.189981,
            "slopeInf": 3.50969,
            "slopeFcst": 4.11791,
            "slopeFcstInf": 3.39115,
            "deriv": 0.0939,
            "derivInf": 0.056,
            "derivFcst": 0.042,
            "derivFcstInf": 0.0505,
            "mktWidthVol": 0.419,
            "mktWidthVolInf": 0.716,
            "cAddPrem": 0,
            "pAddPrem": 0,
            "rip": 3.30678,
            "ivEarnReturn": 0,
            "fcstR2": 0.3629,
            "fcstR2Imp": 0.3229,
            "hiHedge": 0,
            "loHedge": 0,
            "stkVolu": 27654033,
            "avgOptVolu20d": 513253.9,
            "sector": "XLK Electronic Computer Manufacturing42941",
            "orHv1d": 18.25,
            "orHv5d": 35.29,
            "orHv10d": 35.86,
            "orHv20d": 27.7,
            "orHv60d": 24.05,
            "orHv90d": 24.53,
            "orHv120d": 23.93,
            "orHv252d": 29.11,
            "orHv500d": 25.68,
            "orHv1000d": 24.71,
            "clsHv5d": 43.43,
            "clsHv10d": 35.95,
            "clsHv20d": 28.26,
            "clsHv60d": 24.39,
            "clsHv90d": 25.6,
            "clsHv120d": 24.3,
            "clsHv252d": 31.1,
            "clsHv500d": 26.83,
            "clsHv1000d": 25.12,
            "iv20d": 27.09,
            "iv30d": 26.9,
            "iv60d": 27.65,
            "iv90d": 28.63,
            "iv6m": 26.28,
            "clsPx1w": 192.6082,
            "stkPxChng1wk": 4.48,
            "clsPx1m": 204.4333,
            "stkPxChng1m": -1.56,
            "clsPx6m": 168.1412,
            "stkPxChng6m": 19.69,
            "clsPx1y": 205.6783,
            "stkPxChng1y": -2.16,
            "divFreq": 91,
            "divYield": 1.6,
            "divGrwth": 0,
            "divDate": "2019-11-07",
            "divAmt": 0.77,
            "nextErn": "0000-00-00",
            "nextErnTod": 1630,
            "lastErn": "2019-07-30",
            "lastErnTod": 3,
            "absAvgErnMv": 4.2544,
            "impliedIee": 3.4456,
            "daysToNextErn": 0,
            "tkOver": 0,
            "etfIncl": "",
            "bestEtf": "XLK",
            "sectorName": "Technology Hardware & Equipment",
            "correlSpy1m": 0.96,
            "correlSpy1y": 0.94,
            "correlEtf1m": 0.97,
            "correlEtf1y": 0.96,
            "beta1m": 1.43,
            "beta1y": 1.52,
            "ivPctile1m": 86,
            "ivPctile1y": 71,
            "ivPctileSpy": 57,
            "ivPctileEtf": 47,
            "ivStdvMean": 0.64,
            "ivStdv1y": 4.88,
            "ivSpyRatio": 1.77,
            "ivSpyRatioAvg1m": 2.33,
            "ivSpyRatioAvg1y": 2.01,
            "ivSpyRatioStdv1y": 7.3,
            "ivEtfRatio": 1.27,
            "ivEtfRatioAvg1m": 1.66,
            "ivEtfRatioAvg1y": 1.47,
            "ivEtFratioStdv1y": 6.13,
            "ivHvXernRatio": 0.99,
            "ivHvXernRatio1m": 1.54,
            "ivHvXernRatio1y": 1.09,
            "ivHvXernRatioStdv1y": 2.95,
            "etfIvHvXernRatio": 0.99,
            "etfIvHvXernRatio1m": 0.95,
            "etfIvHvXernRatio1y": 0.95,
            "etfIvHvXernRatioStdv1y": 0.04,
            "slopepctile": 95.63,
            "slopeavg1m": 3.54,
            "slopeavg1y": 2.88,
            "slopeStdv1y": 0.78,
            "etfSlopeRatio": 0.57,
            "etfSlopeRatioAvg1m": 0.49,
            "etfSlopeRatioAvg1y": 0.4,
            "etfSlopeRatioAvgStdv1y": 0.11,
            "impliedR2": 0.4911,
            "contango": -0.27961242012679577,
            "nextDiv": 0.77,
            "impliedNextDiv": 0.310495,
            "annActDiv": 3.13578,
            "annIdiv": 1.76446,
            "borrow30": 1.2104840949177742,
            "borrow2yr": 1.1897692456841469,
            "error": 0.021323577675502747,
            "confidence": 98.47021698951721,
            "updatedAt": "2019-08-12 16:00:10"
        }
    ]
}

General Core History

Retrieves general core data history information.

Retrieve

GET | https://api.orats.io/data/hist/cores/general

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) required if tradeDate is not set
tradeDate the trade date to retrieve (date range should be comma delimited from start to end date) required if tickers is not set
fields[cores-general] the fields to retrieve optional

Example Request with multiple tickers, date range, and field filtering.

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/cores/general?tickers=AAPL,MSFT,IBM&fields[cores-general]=ticker,tradeDate,pxAtmIv,orHv10d&tradeDate=2019-08-01,2019-08-05"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-01",
            "pxAtmIv": 209.14,
            "orHv10d": 21.87
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-02",
            "pxAtmIv": 203.68,
            "orHv10d": 27.51
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-05",
            "pxAtmIv": 194.26,
            "orHv10d": 28.12
        },
        {
            "ticker": "IBM",
            "tradeDate": "2019-08-01",
            "pxAtmIv": 150.51,
            "orHv10d": 25.63
        },
        {
            "ticker": "IBM",
            "tradeDate": "2019-08-02",
            "pxAtmIv": 147.32,
            "orHv10d": 16.95
        },
        {
            "ticker": "IBM",
            "tradeDate": "2019-08-05",
            "pxAtmIv": 140.83,
            "orHv10d": 23.03
        },
        {
            "ticker": "MSFT",
            "tradeDate": "2019-08-01",
            "pxAtmIv": 138.75,
            "orHv10d": 21.43
        },
        {
            "ticker": "MSFT",
            "tradeDate": "2019-08-02",
            "pxAtmIv": 136.56,
            "orHv10d": 23.06
        },
        {
            "ticker": "MSFT",
            "tradeDate": "2019-08-05",
            "pxAtmIv": 132.65,
            "orHv10d": 22.34
        }
    ]
}

Earn Core

Retrieves earn core data information.

Retrieve

GET | https://api.orats.io/data/cores/earn

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) optional
fields[cores-earn] the fields to retrieve optional

Example Request

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

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-12",
            "pxCls": 200.99,
            "wksNextErn": 11,
            "nextErnTod": 1630,
            "ernMnth": 10,
            "avgOptVolu20d": 513254,
            "oi": 3308874,
            "atmIvM1": 31.8383,
            "dtExM1": 5,
            "atmIvM2": 26.822,
            "dtExm2": 40,
            "atmIvM3": 27.3505,
            "dtExM3": 68,
            "atmIvM4": 28.9479,
            "dtExM4": 96,
            "straPxM1": 5.81,
            "straPxM2": 15.03,
            "smoothStraPxM1": 5.58,
            "smoothStrPxM2": 14.38,
            "fcstStraPxM1": 4.84,
            "fcstStraPxM2": 14.57,
            "loStrikeM1": 200,
            "hiStrikeM1": 200,
            "loStrikeM2": 200,
            "hiStrikeM2": 200,
            "ernDate1": "7/30/2019",
            "ernDate2": "4/30/2019",
            "ernDate3": "1/29/2019",
            "ernDate4": "11/1/2018",
            "ernDate5": "7/31/2018",
            "ernDate6": "5/1/2018",
            "ernDate7": "2/1/2018",
            "ernDate8": "11/2/2017",
            "ernDate9": "8/1/2017",
            "ernDate10": "5/2/2017",
            "ernDate11": "1/31/2017",
            "ernDate12": "10/25/2016",
            "ernMv1": 2.0404,
            "ernMv2": 4.9086,
            "ernMv3": 6.8335,
            "ernMv4": -6.6331,
            "ernMv5": 5.891,
            "ernMv6": 4.4176,
            "ernMv7": -4.339,
            "ernMv8": 2.6114,
            "ernMv9": 4.7251,
            "ernMv10": -0.3051,
            "ernMv11": 6.0981,
            "ernMv12": -2.2495,
            "ernStraPct1": 5.328,
            "ernStraPct2": 5.6526,
            "ernStraPct3": 6.8304,
            "ernStraPct4": 7.074,
            "ernStraPct5": 5.2632,
            "ernStraPct6": 5.9725,
            "ernStraPct7": 6.49,
            "ernStraPct8": 5.8054,
            "ernStraPct9": 4.8463,
            "ernStraPct10": 4.2426,
            "ernStraPct11": 4.2901,
            "ernStraPct12": 5.5792,
            "ernEffct1": 1.7325,
            "ernEffct2": 2.1662,
            "ernEffct3": 2.253,
            "ernEffct4": 2.1018,
            "ernEffct5": 2.248,
            "ernEffct6": 1.9564,
            "ernEffct7": 1.6666,
            "ernEffct8": 1.1841,
            "ernEffct9": 1.8609,
            "ernEffct10": 1.157,
            "ernEffct11": 2.8252,
            "ernEffct12": 1.1657,
            "orHv5d": 35.29,
            "orHv10d": 35.86,
            "orHv20d": 27.7,
            "orHv60d": 24.05,
            "orHv90d": 24.53,
            "orHv120d": 23.93,
            "orHv252d": 29.11,
            "orHv500d": 25.68,
            "orHv1000d": 24.71,
            "orHvXern5d": 35.29,
            "orHvXern10d": 35.93,
            "orHvXern20d": 26.69,
            "orHvXern60d": 23.55,
            "orHvXern90d": 23.64,
            "orHvXern120d": 23.23,
            "orHvXern252d": 28.28,
            "orHvXern500d": 24.88,
            "orHvXern1000d": 23.94,
            "clsHv5d": 43.43,
            "clsHv10d": 35.95,
            "clsHv20d": 28.26,
            "clsHv60d": 24.39,
            "clsHv90d": 25.6,
            "clsHv120d": 24.3,
            "clsHv252d": 31.1,
            "clsHv500d": 26.83,
            "clsHv1000d": 25.12,
            "clsHvXern5d": 43.43,
            "clsHvXern10d": 37.8,
            "clsHvXern20d": 28.7,
            "clsHvXern60d": 24.45,
            "clsHvXern90d": 24.34,
            "clsHvXern120d": 23.32,
            "clsHvXern252d": 29.47,
            "clsHvXern500d": 25.18,
            "clsHvXern1000d": 23.3,
            "iv10d": 30.15,
            "iv20d": 27.09,
            "iv30d": 26.9,
            "iv60d": 27.65,
            "iv90d": 28.63,
            "iv6m": 26.28,
            "iv1yr": 25.38,
            "orIvXern20d": 27.64,
            "orIvXernInf": 21.77,
            "slope": 4.19,
            "fcstSlope": 4.1179,
            "fcstErnEffct": 1.6916,
            "absAvgErnMv": 4.2544,
            "ernMvStdv": 1.964,
            "impliedEe": 3.4456,
            "impErnMv": 7.52,
            "impMth2ErnMv": 7.52,
            "fairVol90d": 28.9479,
            "fairXieeVol90d": 28.3591,
            "fairMth2XieeVol90d": 27.6664,
            "impErnMv90d": 2.75,
            "impErnMvMth290d": 2,
            "exErnIv10d": 30.15,
            "exErnIv20d": 27.09,
            "exErnIv30d": 26.9,
            "exErnIv60d": 27.65,
            "exErnIv90d": 26.43,
            "exErnIv6m": 24.4,
            "exErnIv1yr": 22.89,
            "updatedAt": "2019-08-12 11:00:10"
        }
    ]
}

Earn Core History

Retrieves earn core data history information.

Retrieve

GET | https://api.orats.io/data/hist/cores/earn

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) required if tradeDate is not set
tradeDate the trade date to retrieve (date range should be comma delimited from start to end date) required if tickers is not set
fields[cores-earn] the fields to retrieve optional

Example Request with multiple tickers, date range, and field filtering.

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/cores/earn?tickers=AAPL,MSFT,IBM&fields[cores-earn]=ticker,tradeDate,pxCls,atmIvM1,exErnIv30d&tradeDate=2019-08-01,2019-08-05"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-01",
            "pxCls": 213.04,
            "atmIvM1": 26.1728,
            "exErnIv30d": 25.89
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-02",
            "pxCls": 208.43,
            "atmIvM1": 28.2516,
            "exErnIv30d": 27.48
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2019-08-05",
            "pxCls": 204.02,
            "atmIvM1": 36.9277,
            "exErnIv30d": 32.87
        },
        {
            "ticker": "IBM",
            "tradeDate": "2019-08-01",
            "pxCls": 148.24,
            "atmIvM1": 23.704,
            "exErnIv30d": 21.34
        },
        {
            "ticker": "IBM",
            "tradeDate": "2019-08-02",
            "pxCls": 150.32,
            "atmIvM1": 23.2516,
            "exErnIv30d": 20.9
        },
        {
            "ticker": "IBM",
            "tradeDate": "2019-08-05",
            "pxCls": 147.25,
            "atmIvM1": 33.7278,
            "exErnIv30d": 28.3
        },
        {
            "ticker": "MSFT",
            "tradeDate": "2019-08-01",
            "pxCls": 136.27,
            "atmIvM1": 21.6795,
            "exErnIv30d": 20.81
        },
        {
            "ticker": "MSFT",
            "tradeDate": "2019-08-02",
            "pxCls": 138.06,
            "atmIvM1": 23.1285,
            "exErnIv30d": 22.34
        },
        {
            "ticker": "MSFT",
            "tradeDate": "2019-08-05",
            "pxCls": 136.9,
            "atmIvM1": 31.6233,
            "exErnIv30d": 28.1
        }
    ]
}

Daily Price

Retrieves daily end of day stock price history information.

Retrieve

GET | https://api.orats.io/data/hist/dailies

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) required if tradeDate is not set
tradeDate the trade date to retrieve (date range should be comma delimited from start to end date) required if ticker is not set
fields[dailies] the fields to retrieve optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/dailies?tickers=AAPL&tradeDate=2018-09-04"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-04",
            "clsPx": 228.36,
            "hiPx": 229.18,
            "loPx": 226.63,
            "open": 228.41,
            "stockVolume": 26483422,
            "unadjClsPx": 228.36,
            "unadjHiPx": 229.18,
            "unadjLoPx": 226.63,
            "unadjOpen": 228.41,
            "unadjStockVolume": 26483422,
            "updatedAt": "2018-09-04 16:00:07"
        }
    ]
}

Example Request with fields filtering and date range

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/dailies?tickers=AAPL&tradeDate=2007-01-03,2007-01-05&fields[dailies]=ticker,tradeDate,clsPx,unadjClsPx"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-03",
            "clsPx": 10.45,
            "unadjClsPx": 83.8
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-04",
            "clsPx": 10.68,
            "unadjClsPx": 85.66
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-05",
            "clsPx": 10.6,
            "unadjClsPx": 85.05
        }
    ]
}

Historical Volatility

Retrieves Historical Volatility information.

Retrieve

GET | https://api.orats.io/data/hist/hvs

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) required if tradeDate is not set
tradeDate the trade date to retrieve (date range should be comma delimited from start to end date) required if ticker is not set
fields[hvs] the fields to retrieve optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/hvs?tickers=AAPL&tradeDate=2018-09-04"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-04",
            "orHv1d": 11.1,
            "orHv5d": 18.41,
            "orHv10d": 15.44,
            "orHv20d": 16.13,
            "orHv30d": 20.8,
            "orHv60d": 18.55,
            "orHv90d": 19.01,
            "orHv100d": 19.67,
            "orHv120d": 21.65,
            "orHv252d": 21.6,
            "orHv500d": 20.01,
            "orHv1000d": 23.23,
            "clsHv5d": 6.16,
            "clsHv10d": 8.1,
            "clsHv20d": 11.81,
            "clsHv30d": 21.01,
            "clsHv60d": 18.56,
            "clsHv90d": 19.23,
            "clsHv100d": 20.49,
            "clsHv120d": 22.11,
            "clsHv252d": 21.5,
            "clsHv500d": 19.77,
            "clsHv1000d": 22.81,
            "orHvXern5d": 18.41,
            "orHvXern10d": 15.44,
            "orHvXern20d": 16.13,
            "orHvXern30d": 20.8,
            "orHvXern60d": 18.55,
            "orHvXern90d": 18.27,
            "orHvXern100d": 19.05,
            "orHvXern120d": 21.22,
            "orHvXern252d": 21.11,
            "orHvXern500d": 19.47,
            "orHvXern1000d": 22.57,
            "clsHvXern5d": 6.16,
            "clsHvXern10d": 8.1,
            "clsHvXern20d": 11.81,
            "clsHvXern30d": 21.01,
            "clsHvXern60d": 18.56,
            "clsHvXern90d": 17.88,
            "clsHvXern100d": 19.31,
            "clsHvXern120d": 21.19,
            "clsHvXern252d": 20.56,
            "clsHvXern500d": 18.54,
            "clsHvXern1000d": 21.17
        }
    ]
}

Example Request with fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/hvs?tickers=AAPL&fields[hvs]=ticker,tradeDate,orHv5d,clsHv5d,orHvXern5d,clsHvXern5d"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2006-01-05",
            "orHv5d": 16.55,
            "clsHv5d": 0,
            "orHvXern5d": 16.55,
            "clsHvXern5d": 0
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2006-01-06",
            "orHv5d": 28.27,
            "clsHv5d": 26.74,
            "orHvXern5d": 28.27,
            "clsHvXern5d": 26.74
        },
        {
            "ticker": "AAPL",
            "tradeDate": "2006-01-09",
            "orHv5d": 25.41,
            "clsHv5d": 23.68,
            "orHvXern5d": 25.41,
            "clsHvXern5d": 23.68
        },
        ...
    ]
}

Dividend History

Retrieves Dividend History information.

Retrieve

GET | https://api.orats.io/data/hist/divs

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) required
fields[divs] the fields to retrieve optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/divs?tickers=AAPL"

Example Response

{
    "data": [
         {
            "ticker": "AAPL",
            "exDate": "2012-08-09",
            "divAmt": 0.378571,
            "divFreq": "4",
            "declaredDate": "2012-07-24"
        },
        {
            "ticker": "AAPL",
            "exDate": "2012-11-07",
            "divAmt": 0.378571,
            "divFreq": "4",
            "declaredDate": "2012-10-25"
        },
        {
            "ticker": "AAPL",
            "exDate": "2013-02-07",
            "divAmt": 0.378571,
            "divFreq": "4",
            "declaredDate": "2013-01-23"
        },
        ...
    ]
}

Example Request with multiple tickers and fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/divs?tickers=AAPL,MSFT,IBM&fields[divs]=ticker,exDate,divAmt"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "exDate": "2012-08-09",
            "divAmt": 0.378571
        },
        {
            "ticker": "AAPL",
            "exDate": "2012-11-07",
            "divAmt": 0.378571
        },
        {
            "ticker": "AAPL",
            "exDate": "2013-02-07",
            "divAmt": 0.378571
        },
        ...
    ]
}

Earnings History

Retrieves Earnings History information.

Retrieve

GET | https://api.orats.io/data/hist/earnings

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) required
fields[earnings] the fields to retrieve optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/earnings?tickers=AAPL"

Example Response

{
    "data": [
         {
            "ticker": "AAPL",
            "earnDate": "2006-10-18",
            "anncTod": 3,
            "updatedAt": "2017-07-05 07:31:05"
        },
        {
            "ticker": "AAPL",
            "earnDate": "2007-01-17",
            "anncTod": 3,
            "updatedAt": "2017-07-05 07:31:05"
        },
        {
            "ticker": "AAPL",
            "earnDate": "2007-04-25",
            "anncTod": 3,
            "updatedAt": "2017-07-05 07:31:05"
        },
        ...
    ]
}

Example Request with tickers and fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/earnings?tickers=AAPL&fields[earnings]=ticker,earnDate,anncTod"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "earnDate": "2006-10-18",
            "anncTod": 3
        },
        {
            "ticker": "AAPL",
            "earnDate": "2007-01-17",
            "anncTod": 3
        },
        {
            "ticker": "AAPL",
            "earnDate": "2007-04-25",
            "anncTod": 3
        },
        ...
    ]
}

Stock Split History

Retrieves Stock Split History information.

Retrieve

GET | https://api.orats.io/data/hist/splits

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) required
fields[splits] the fields to retrieve optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/splits?tickers=UVXY"

Example Response

{
    "data": [
         {
            "ticker": "UVXY",
            "splitDate": "2012-03-08",
            "divisor": 0.167
        },
        {
            "ticker": "UVXY",
            "splitDate": "2012-09-07",
            "divisor": 0.1
        },
        {
            "ticker": "UVXY",
            "splitDate": "2013-06-10",
            "divisor": 0.1
        },
        ...
    ]
}

Example Request with tickers and fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/splits?tickers=UVXY&fields[splits]=ticker,splitDate"

Example Response

{
    "data": [
        {
            "ticker": "UVXY",
            "splitDate": "2012-03-08"
        },
        {
            "ticker": "UVXY",
            "splitDate": "2012-09-07"
        },
        {
            "ticker": "UVXY",
            "splitDate": "2013-06-10"
        },
        ...
    ]
}

IV Rank

Retrieves Current IV Rank information.

Retrieve

GET | https://api.orats.io/data/ivrank

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) optional
fields[ivrank] the fields to retrieve optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/ivrank"

Example Response

{
    "data": [
        {
            "ticker": "A",
            "tradeDate": "2018-09-28",
            "iv": 18.91,
            "ivRank1m": 56.16,
            "ivPct1m": 65,
            "ivRank1y": 24.17,
            "ivPct1y": 41.83,
            "updatedAt": "2018-09-28 11:00:02"
        }, 
        {
            "ticker": "AA",
            "tradeDate": "2018-09-28",
            "iv": 34.631,
            "ivRank1m": 0.09,
            "ivPct1m": 5,
            "ivRank1y": 40.8,
            "ivPct1y": 46.61,
            "updatedAt": "2018-09-28 11:00:02"
        }, 
        {
            "ticker": "AABA",
            "tradeDate": "2018-09-28",
            "iv": 25.972,
            "ivRank1m": 0,
            "ivPct1m": 0,
            "ivRank1y": 22.94,
            "ivPct1y": 15.14,
            "updatedAt": "2018-09-28 11:00:02"
        },
        ...
    ]
}

Example Request with fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/ivrank?tickers=AAPL&fields[ivrank]=ticker,tradeDate,ivPct1m"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2018-09-28",
            "ivPct1m": 5
        }
    ]
}

IV Rank History

Retrieves IV Rank History information.

Retrieve

GET | https://api.orats.io/data/hist/ivrank

ARGUMENTS Definition Required/Optional
tickers the tickers to retrieve (multiple tickers should be comma delimited) required if tradeDate is not set
tradeDate the trade date to retrieve (date range should be comma delimited from start to end date) required if ticker is not set
fields[ivrank] the fields to retrieve optional

Example Request

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/ivrank?tickers=AAPL"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-03",
            "iv": 39.425,
            "ivRank1m": 68.5,
            "ivPct1m": 71.43,
            "ivRank1y": 44.49,
            "ivPct1y": 40.08,
            "updatedAt": "2018-09-27 11:31:56"
        }, 
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-04",
            "iv": 38.327,
            "ivRank1m": 60.03,
            "ivPct1m": 47.62,
            "ivRank1y": 39.87,
            "ivPct1y": 33.73,
            "updatedAt": "2018-09-27 11:31:56"
        }, 
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-05",
            "iv": 38.903,
            "ivRank1m": 64.48,
            "ivPct1m": 47.62,
            "ivRank1y": 42.3,
            "ivPct1y": 36.9,
            "updatedAt": "2018-09-27 11:31:56"
        },
        ...
    ]
}

Example Request with tickers and fields filtering

curl -H "Authorization: your-private-token" -L "https://api.orats.io/data/hist/ivrank?tickers=AAPL&fields[ivrank]=ticker,tradeDate,ivRank1m"

Example Response

{
    "data": [
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-03",
            "ivRank1m": 68.5
        }, 
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-04",
            "ivRank1m": 60.03
        }, 
        {
            "ticker": "AAPL",
            "tradeDate": "2007-01-05",
            "ivRank1m": 64.48
        },
        ...
    ]
}