stock_quote |
Get regular-market-session daily OHLC, volume, price change and freshness metadata. Last (also returned as close) is the latest regular-session price, excluding extended hours. Options snapshots update independently. |
symbol*
date
|
options_chain |
Get the options chain with Greeks for a stock, including strikes, prices, volume, and open interest. Reports recorded expiration coverage, truncation and snapshot freshness. An absent expiration does not establish that it is unlisted. |
symbol*
date
expiration_date
limit
option_type
strike_max
strike_min
|
option_metrics |
Get options metrics for a stock: put/call ratio, IV, GEX, DEX, max pain, and key levels |
symbol*
date
|
options_flow |
Get aggregated options flow data: bullish/bearish flow, top calls, or top puts |
type*
date
limit
|
net_flow |
Get net call/put premium flow timeseries for a symbol with resolution and DTE filters |
symbol*
dte_max
dte_min
from
resolution
to
|
unusual_activity |
Get unusual options activity alerts showing high-premium, high-volume trades that may indicate institutional activity |
date
exclude_etfs
limit
|
support_resistance_levels |
Get support and resistance levels derived from options flow activity for a given symbol |
date
symbol
|
market_overview |
Get market overview including major indices prices, changes, and volume |
date
|
price_history |
Get daily OHLCV price history with period return, drawdown, average volume, and realized volatility |
symbol*
days
end_date
|
news |
Get recent ticker or macro market news headlines with summaries and source URLs |
hours
limit
symbol
topic
|
gamma_exposure |
Get gamma exposure (GEX) levels, net dealer positioning, and support/resistance by strike |
symbol*
date
limit
|
dark_pool_levels |
Get dark pool support and resistance levels based on large dark pool prints |
date
symbol
|
iv_term_structure |
Analyze IV term structure, IV rank/percentile, and realized-vs-implied volatility context |
symbol*
date
|
events |
Get market-moving events by date window, ticker, kind, and status |
from
kind
limit
status
symbol
to
|
insider_trades |
Get SEC Form 4 insider trades with bounded filters and pagination |
limit
min_value
page
period
source
symbol
transaction_type
|
politician_trades |
Get public House, Senate, and OGE disclosure trades with bounded filters |
limit
min_value
page
period
source
state
symbol
transaction_type
|
trade_ideas |
Get published trade ideas for a session with levels, lifecycle status, and each idea's track record |
date
|
track_record |
Get the published trade-idea track record: rolling win rates, star ratings, and open counts for every strategy family |
—
|
earnings_analyses |
Get analysed SEC filings for a symbol: summary, sentiment, highlights, risks, guidance, and quarter-over-quarter comparison |
symbol*
forms
limit
|
expected_move |
The options-implied expected move for a stock over 1 to 21 sessions: the calibrated move in percent and dollars, and the 50/68/90% bands around spot, with earnings flagged inside a horizon. This is the size of the move the market prices, not its direction; the bands are symmetric and carry no view. Measured from the chain on the named session (default: the latest). |
symbol*
date
|
earnings_move |
A stock's last eight earnings reactions beside the ATM straddle that priced each one (implied move, realised close-to-close and gap moves in percent, how often the move ran outside the implied range, and the IV crush on a pair fixed before the report), labelled source=measured; plus, for the current session only, the model's forecast reaction and crush for the next report, labelled source=model. Moves are sizes, not directions; the implied move is a quote, not a fill, and the model's evaluation finds no straddle edge after spreads. |
symbol*
date
|
vol_premium |
The model's volatility-premium forecast for a stock, current session only: 30-day ATM implied volatility and 21-day realised volatility (annualized decimals), the forecast change in implied volatility at 5/10/21 sessions (iv_path, signed vol points as a decimal), the forecast premium of implied over realised at 10/21 sessions (vrp), and the four rule columns it is judged against. A forecast of volatility, not of direction; source=model. No history is served. |
symbol*
|
contract_chooser |
For a bullish (calls) or bearish (puts) view on a stock, the cheapest single contracts to trade on the stored chain: each with its strike, expiry, delta, bid, ask, mid, spread as % of mid, a tradeability band (tradeable <= 5% of mid, expensive <= 15%, avoid beyond) and breakeven. 'scalp' looks 0-5 days out near 0.50 delta, 'swing' 21-63 days near 0.45. Options fill at the bid or ask about nine times in ten, so the spread is the round-trip cost. A quote, not a fill, and no view on whether the trade is right. |
direction*
symbol*
date
horizon
limit
|
zero_dte_read |
The live 0DTE read for SPY or SPX, current session only: the options-implied forward, the at-the-money straddle and the remaining move it prices, the calibrated 50/68/90% ranges to the close, and per strike a sigma out the measured odds of closing beyond it and of touching it before the close (touch is about twice close). Refreshed each minute from the options tape. No direction; outside the session it answers available=false. |
product*
|
pulse |
The options market's pulse for a session, aggregated from the tape: headline statistics (premium, volume, call/put split) for the session and the one before it, and the ten symbols with the most option premium. Aggregates only; no individual trades. Defaults to the latest session with prints. |
date
|
session_list |
The session list: optionable stocks ranked by repricing — the options-implied move for the next session divided by the median of the name's own prior 20 sessions (2.0 means priced to move twice its norm). Each row gives the calibrated move in percent and dollars, the 68% band, earnings timing and the sessions behind the median; SPY, QQQ and IWM come back separately. A size reading for where attention pays, not a direction or a buy list. Measured from the latest chain on or before the named session (default: the latest). |
date
limit
reporting
|