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Data & API

Integrate anything and everything we offer.

  • Access our popular prepackaged databases via Quandl
  • Request custom data solutions to meet your specific needs
  • Integrate your personal or professional tools with our API

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1

US Equity Historical and Implied Volatilities

Our coverage of Historical & Implied Volatilities. Historical volatility is provided using close-to-close and Parkinson's methodology. Implied volatilities include skew measurements.

2

US Equity Option Ratings

Our proprietary Option Ratings, including the Quantcha Volatility Rating™ (plus IV Rank and IV Percentile), Quantcha Earnings Crush Rate™, and Quantcha Option Liquidity Ratings™.

3

US Equity Option Analytics

Our coverage of Option Analytics, including put/call ratios, option breakevens, and forward prices.

4

US Equity Risk Metrics

Our coverage of Risk Metrics, including historical betas and correlations, as well as forward-looking risk decompositions that make it easy to derive systematic market-based risk vs. unsystematic risk per equity.

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Data & API

Want to integrate directly with our data or functionality? We provide a variety of ways to take advantage of virtually every aspect of our platform.

Prepackaged Data
Pricing Varies
  • Historical & implied volatilities
  • Option ratings, analytics, & risk metrics
  • Updated daily after market close
  • Available now via Quandl
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Custom Data
Contact For Pricing
  • Designed to specification
  • Proprietary, trade-centric, & more
  • Custom implementation of data
  • Delevered how and when you need
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API
Contact For Pricing
  • Trade ideas & options search
  • Portfolio analysis & management
  • Access anything in the platform
  • Flexible & customizable endpoints
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