REST API
Quant Trading

Build Your Edge With Data
That Matters

Professional REST API with 15+ years of options data, real-time Greeks, AI-Based Unusual Activity scores, Volatility Forecasts, and comprehensive metrics. Built for algorithmic trading and quantitative research.

15+ Years Data
Full options history
100 req/min
Professional rate limits
API Response
{
  "options": [
    {
      "symbol": "SPY220615C00400000",
      "strike": "400.0",
      "type": "call",
      "expiration_date": "2022-06-15",
      "bid": "2.15",
      "ask": "2.18",
      "volume": 12450,
      "open_interest": 54320,
      "implied_volatility": "0.285",
      "delta": "0.52",
      "gamma": "0.028",
      "theta": "-0.15",
      "vega": "0.32"
    }
  ]
}
REST API

Professional-Grade API

Clean, well-documented REST API with comprehensive options data and analytics.

Options Chain API

Complete options chains with pricing, Greeks, and volume data.

  • All strikes & expirations
  • Real-time pricing
  • Full Greeks (Δ, Γ, Θ, ν, ρ)
  • Volume & open interest

Advanced Metrics API

80+ calculated metrics including volatility, Greeks exposure, and sentiment.

  • Put/call ratios
  • Gamma & delta exposure
  • IV rank & percentile
  • Volatility metrics

Stock Quotes API

Real-time and historical OHLC data with volume.

  • Real-time quotes
  • OHLC data
  • Historical prices
  • Volume data
CODE EXAMPLES

Quick Start Examples

Simple, clean API designed for developers.

Python
import requests

headers = {
    'X-USER-EMAIL': '[email protected]',
    'X-USER-TOKEN': 'your-api-token'
}

# Get SPY options chain
response = requests.get(
    'https://optionomics.ai/api/v1/stocks/SPY/options',
    headers=headers
)

options = response.json()['options']

# Filter ATM calls
atm_calls = [
    opt for opt in options 
    if opt['type'] == 'call' 
    and abs(float(opt['moneyness'])) < 5
]
JavaScript
const headers = {
  'X-USER-EMAIL': '[email protected]',
  'X-USER-TOKEN': 'your-api-token'
};

// Get AAPL metrics
const response = await fetch(
  'https://optionomics.ai/api/v1/stocks/AAPL/metrics',
  {  headers  }
);

const data = await response.json();

console.log(`Put/Call Ratio: ${ data.metrics.put_call_ratio }`);
console.log(`IV Percentile: ${ data.metrics.iv_percentile }%`);
Go
req, _ := http.NewRequest("GET",
    "https://optionomics.ai/api/v1/stocks/TSLA/quote",
    nil)

req.Header.Set("X-USER-EMAIL", "[email protected]")
req.Header.Set("X-USER-TOKEN", "your-api-token")

client := &http.Client{}
resp, _ := client.Do(req)
defer resp.Body.Close()

var result map[string]interface{}
json.NewDecoder(resp.Body).Decode(&result)
cURL
curl -X GET \
  "https://optionomics.ai/api/v1/stocks/SPY/options?date=2024-01-15" \
  -H "X-USER-EMAIL: [email protected]" \
  -H "X-USER-TOKEN: your-api-token"
HISTORICAL DATA

15+ Years of Options Data

Complete historical database for backtesting, research, and model training.

3,800+
Trading Days
Since 2008
Billions
Option Contracts
Complete history
100%
Greeks Coverage
All calculated
80+
Metrics
Per trading day

What's Included in Historical Data

Options Data
  • Every strike and expiration
  • OHLC pricing data
  • Bid/ask spreads
  • Volume and open interest
  • Implied volatility
Greeks & Analytics
  • Delta, Gamma, Theta, Vega, Rho
  • Gamma & delta exposure
  • IV rank & percentile
  • Put/call ratios
  • Volatility metrics

Use Cases for Quant Traders

Build, backtest, and deploy algorithmic strategies

Algorithmic Trading

Build automated options strategies based on Greeks, volatility, or flow patterns.

  • Real-time data feeds for live trading
  • Greeks-based signal generation
  • Volatility arbitrage strategies
  • Automated risk management
Strategy Backtesting

Test your hypotheses against 15+ years of real market data across all conditions.

  • Complete historical options chains
  • Greeks data for all strikes
  • Multiple market regimes
  • Survivorship bias-free data
Machine Learning

Train models on comprehensive options data with rich features and labels.

  • Feature-rich dataset (80+ metrics)
  • Historical patterns for training
  • Real-time inference data
  • Clean, structured format
Quantitative Research

Discover new patterns and relationships in options market data.

  • Cross-asset correlation studies
  • Volatility regime analysis
  • Greeks relationship studies
  • Flow impact research
API SPECIFICATIONS

Technical Details

Enterprise-grade API infrastructure built for reliability and performance.

Rate Limits

100 requests/minute

Vega plan includes 100 req/min with burst allowance
Data Format

Clean JSON

Well-structured responses with consistent schema
Latency

< 200ms avg

Fast response times for real-time applications
Authentication

Token-based

Secure API key management with revocation

Get API Access

Professional API from $99/month

START BUILDING TODAY

Build Your Quantitative Edge

Join quant traders using professional options data API.
Data you can trust. API you can depend on.

100 req/min
15+ years data
Full documentation