- API
- Units, bases,
Conventions
Units, bases,
and the envelope.
Fourteen rules that hold on every endpoint, so a number means the same thing wherever you read it. Each endpoint page repeats the ones that apply to it.
- Implied volatility
- Annualised, in percentage points on every summary endpoint (34.43 means 34.43%). Chain rows and the options-by-delta iv field are decimals (0.3443); options-by-delta also returns iv_pct. Every payload that carries IV says which with iv_units.
- Realized volatility
- Annualised percentage points, close-to-close log returns over the stated window (hv_basis, hv_window). Ex-earnings variants drop the earnings reaction sessions.
- IV basis
- Rank and percentile endpoints measure on the daily IV series named in iv_basis. The VRP family, mispricing and price-context use the 30-day constant-maturity IV (iv30d). The two differ slightly on the same day; both are returned where it matters.
- Spot price
- stock_price on chain and Greeks endpoints is the forward-implied price from the nearest expiration, not an exchange last. For an index ETF the difference is cents; for a cash index the forward for a 30-day expiration sits above spot.
- Quotes
- Chain bid and ask are parity-implied from the data feed, not exchange NBBO. Mid is the average of the two.
- Greeks
- Per share for one contract on chain and heatmap endpoints. Dealer exposure endpoints (gex, greeks-exposure, charm) multiply by open interest under the dealer convention: dealers long customer-sold calls, short customer-bought puts. Gamma exposure is dollars per 1% move; total_gex_billions is the same in billions.
- Price changes
- Return and change fields are percent (5.05 means +5.05%). Vendor-named fields such as stkPxChng1m are already percentage points; do not multiply by 100.
- Moves
- Expected moves come from the ATM straddle and are given in dollars and percent. Earnings moves are close-to-open gaps on the reaction day. implied_move on the earnings calendar is the expected absolute move (the one-sigma figure times 0.8) so it shares the historical average's basis.
- Dates and times
- Dates are YYYY-MM-DD. timestamp and as_of are ISO 8601 in UTC. Economic-calendar event times are US Eastern.
- Market hours and freshness
- Chain and flow data update intraday during US market hours and hold the last session otherwise; is_market_hours and data_freshness say so where relevant. Bulk fields (screens, cores, price-context) are end-of-day and refresh each morning.
- Delayed tier
- Basic and Premium tokens see the same data as the web app at their tier; where a payload carries a quoteDate or trade_date, that is the session the numbers belong to.
- Expirations
- Surface endpoints may return the most recent expired date with a negative dte; filter on dte greater than 0.
- Response envelope
- Every 200 returns {"success": true, "data": {...}}. Errors return {"success": false, "error": "message"} with the status code in the HTTP status.
Every endpoint page repeats the units and basis that apply to it, and every payload that carries implied volatility says which unit it uses. Trade date of the current samples: 2026-09-04.
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