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Optionomics
For developers & quants

Do not build the data pipeline.

Fifteen years of options contracts, with every reading already computed on top of them. Reach it over HTTP against a published specification, or hand your assistant the MCP server and let it do the asking.

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The API and MCP server are on the Vega plan

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 was never the model. It is the eighteen months of ingesting, cleaning, partitioning and backfilling that come before you get to write one.

The archive already exists
Every contract, expiry, price and open-interest figure since 2011 — and nothing has ever been deleted from it.
The derivations already ran
The computed readings are stored per stock rather than left for you to rebuild from raw trades on every query.
The trades are already scored
Unusual activity, the very large trades and the flow aggregates all arrive already measured against each stock's own baseline.
The backtests do not cheat
History is cut off strictly before the day being scored, and entries only happen at prices that were genuinely available — the leakage bug you would otherwise have written yourself.
MCP
Model Context Protocol

Your agent reads the market.

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

  • Is anything unusual happening in NVDA this week? Reads the trades we have already scored, not the raw list
  • Has this happened before, and what happened next? Goes to the public record and comes back with it
  • Are traders betting up or down on Apple today? Where the money went, and when it turned
  • Did anyone in Congress trade anything on my watchlist? Insider and congressional filings, matched to the stock
  • What moved the chip stocks since the open? The whole sector, summarised in a paragraph
Market data, and nothing else
It answers questions about the market, never about an account. That 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 running 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 keep asking. Alerts post to your endpoint, and every attempt is recorded along with the response your server gave back.

One rule, five things watched, six places to be told 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 proper destinations too, so a team channel does not need a relay service sitting in front of it.

Start on Vega.

Vega opens the REST API, the MCP server and strategy testing on top of everything else. You issue and revoke your own keys from your own console.

Create your account Read the docs

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