Data & API

Want to integrate directly with our data or functionality? We have partnered with Quandl to deliver the same high-quality data we use to power our services through their platform for you to directly connect with your tools and software.

US Equity Historical & Option Implied Volatilities API

Includes 60+ volatility indicators updated daily by 6:30PM Eastern on trading days with historical data back to 2002. Covers 3000+ US equities with close-to-close historical volatility, Parkinson historical volatility, option-implied volatility and skew steepness.

Quantcha Option Analytics API

Includes 70+ option-derived indicators updated daily by 6:30PM Eastern on trading days with historical data back to 2002. Covers 4000+ US equities with put/call ratios, option-implied forward prices, and option breakevens.