Data & API
Integrate our data and analytics.
Proprietary options datasets for quants, institutions, and tool builders—covered off the shelf on Nasdaq Data Link, or delivered as a custom solution built to your spec.
Prepackaged data
Updated daily, with 15+ years of history.
Historical & Implied Volatilities
Historical volatility via close-to-close and Parkinson's methodology, plus implied volatilities with skew measurements across a variety of terms.
Option Ratings
Our proprietary ratings—the Quantcha Volatility Rating™ (with IV Rank and IV Percentile), Earnings Crush Rate™, and Option Liquidity Ratings™.
Option Analytics
Put/call ratios, option breakevens, and forward prices across the US equity options market.
Risk Metrics
Historical betas and correlations, plus forward-looking risk decompositions separating systematic from unsystematic risk per equity.
Each dataset is available on Nasdaq Data Link—follow a link above to view its coverage, history, and pricing.
Public API
Interested in programmatic access?
We're gauging interest in a public API that would expose our data and functionality—trade search and screening, portfolio analysis and balancing, and our standard and proprietary datasets. If that fits what you're building, tell us and we'll keep you posted.
Institutional solutions
When off-the-shelf isn't an exact fit.
Custom datasets
Need a special dataset for your institutional needs? We work with firms of any size to design the data points, integrate with any system (pull from us or we push to you), and generate 15+ years of history.
Custom API access
Programmatically access virtually any functionality in our cloud platform—custom trade and strategy scanning, advanced analysis with bespoke metrics, and strategy backtesting.