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Optionomics
For developers & quants

Skip the OPRA pipeline.
Query the answers.

Fifteen years of chains, greeks and open interest, plus the derived metrics already computed on top of them — over HTTP, with a specification, or through an MCP server your assistant can drive itself.

API and MCP are on Vega

GET /api/v1/overview
$ curl https://optionomics.ai/api/v1/overview \-H "X-USER-EMAIL: [email protected]" \-H "X-USER-TOKEN: $OPTIONOMICS_API_KEY"{"session": "open","regime": "risk_on","net_premium": 418204119,"put_call_ratio": 0.82}
Cost
What you are not building

The boring part is done.

The expensive part of options research is never the model. It is the eighteen months of ingestion, normalisation, partitioning and backfill that come before the model.

The archive already exists
Every strike, expiry, greek, implied volatility and open-interest figure since 2011, and nothing has ever been deleted from it.
The derivations already ran
The derived readings, computed and stored per symbol rather than left for you to recompute from raw prints on every query.
The tape is scored
Unusual activity, whale prints and flow aggregates arrive already measured against each symbol's own baseline.
Backtests are point-in-time
History is anchored strictly before the day being scored and entries are only taken at fillable prices — the leakage bug you would have written yourself.
MCP
Model Context Protocol

Your agent reads the market.

Point your assistant at the server and it does the querying — no client to write, no schema to keep in sync.

  • What unusual activity is there in NVDA this week? Reads the scored tape, not the raw prints
  • Has this pattern resolved before, and how? Goes to the public record and comes back with it
  • Where is the gamma sitting on SPY right now? Dealer exposure across strikes, this session
  • Which of my watchlist names had congressional filings? Form 4 and PTR filings, matched to the symbol
  • Summarise the flow in semis since the open. Net premium, direction and where it turned
Market data, and that is all
It answers about the market, never about an account. The boundary is policy rather than convention, and it is enforced in one place for every client.
A stable surface
Clients discover it once and cache what they find, so nothing reshuffles underneath a session.
Every call logged
The tool, the arguments and the response, in your own console — including the difference between a refusal and a failure.
Push, not poll

Webhooks with receipts.

You do not have to ask. Alerts will post to your endpoint, and every attempt is recorded with the response your server returned.

One rule, five sources, six destinations Always on
Streams Your rule Delivered Unusual prints every scored print Trade ideas as they publish Market commentary through the session Flow acceleration when the balance turns Insider & congress the day it is filed Matches? symbol in list premium ≥ 1M score ≥ 90 cooldown clear The bell, always in app, web and phone Email attempt logged SMS attempt logged Slack attempt logged Discord attempt logged Push attempt logged Webhook attempt logged One print, one notification
Slack and Discord are first-class destinations too, so a team channel does not need a relay service in front of it.

Get a key.

Vega opens the REST API, the MCP server and backtesting on top of the whole platform. Keys are issued from your own console the minute you sign up.

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