Definition

Our Options endpoints provide comprehensive data and insights into the options market. From volatility and risk metrics to open interest and volume metrics, trade details, and options scanner data, these endpoints offer a granular view of the market. They allow users to analyze different aspects of the options market, including trading activity, market sentiment, trading strategies, and much more.

Details

Understanding the options market requires a wide range of data points and metrics. Our Options endpoints offer a wide variety of data, allowing users to gain a comprehensive understanding of the market.

The Volatility and Risk Metrics endpoints provide insights into market volatility, risk scenarios, and option trading activity. They allow users to understand the implied volatility skew, portfolio scenarios, and the weighted implied volatility.

The Open Interest and Volume Metrics endpoints provide insights into the open positions held by traders and trading volumes. They cover global open interest, put-call ratios, volume turnover, and notional values.

The Trades Metrics endpoints provide granular details about trading activities. They allow users to access data on historical trades, the order book, gamma volume direction, and different trading strategies.

Lastly, the Options Scanner endpoints provide in-depth insights into option trading activities. They offer data about the net volumes of trades over selected periods, the cumulative net positioning of traders, and block trades.