Data

Historical & Real-Time Price Data

• OHLC bars for stocks with multiple timeframes (minute, hour, day, week, month)
• Volume data with customizable date ranges
• 20+ years of historical data for stocks, 10+ years for indices

Intraday OHLC Data

• Multiple timeframes: 1m, 5m, 15m, 30m, 1h
• Includes open, high, low, close, and volume
• Custom date range filtering

Technical Indicators

40+ technical analysis indicators across 8 categories:

• Momentum: RSI, MACD, ROC, MOM, CMO, StochRSI
• Trend: ADX, Aroon, CCI, PSAR, VTX
• Oscillators: AO, BOP, Fisher, KDJ, Squeeze, TRIX, TSI, UO, Willr
• Volatility: ATR, BBands, Donchian, Keltner
• Volume: AD, ADOSC, CMF, MFI, OBV, VWAP
• Moving Averages: SMA, EMA, HMA, VWMA, WMA, ZLMA
• Channels: Donchian, Keltner, Price Channel
• Strength: Entropy, Hurst, Linreg

Fundamental Data with Industry Comparison

20+ fundamental metrics with peer comparison:

• Valuation ratios: P/E, P/B, P/S, P/FCF, EV/EBITDA
• Profitability margins: gross, operating, net
• Returns: ROE, ROA, ROIC
• Growth rates: EPS growth, revenue growth
• Liquidity ratios: current, quick, debt/equity
• Per-share metrics
• Comparison against 5 similar companies by industry and market cap

Earnings Data

• Historical and upcoming earnings reports
• Actual vs estimated EPS with surprise percentage
• Report timing (before/after market)
• Expected and actual price moves (1d, 3d, 1w, 2w)
• Pre-earnings moves
• Straddle P&L performance (long/short 1d, 1w)

Options Chain Snapshot

• Complete options chain for specific ticker/expiry combinations
• Contract details: strike, type, symbol
• Pricing: bid, ask, last, mark
• Volume and open interest
• Greeks: delta, gamma, vega, theta, rho, IV
• GEX (gamma exposure) data

Options Volume & Premium Data

• Daily aggregated options activity
• Call/put volume breakdown with ask/bid side splits
• Open interest tracking
• Total premium (call/put) and net premium flows
• Bullish/bearish premium calculations
• Rolling averages: 3-day, 7-day, 30-day
• Up to 500 days of history

Hottest Option Contracts

• Top contracts ranked by volume, open interest, and premium
• Contract details with pricing data
• Volume, premium, open interest, and OI change
• Greeks: delta, gamma, vega, theta
• IV and ask/bid percentages
• Bull/bear percentages and sweep/floor/multileg ratios
• Transaction count and market cap
• Filterable by 50+ parameters

Flow Alerts (Unusual Options Activity)

• Unusual trades detected by size, premium, sweep activity, repeated hits, and floor trades
• Total premium with ask/bid side breakdown
• Size, volume, open interest, and underlying price
• Alert rules triggered and trade count
• Timestamps and flags (has_sweep, has_floor, has_multileg)

Recent Options Flows

• Latest individual options trades with execution details
• Greeks: delta, gamma, vega, theta, rho, IV
• Volume breakdown: ask/bid/mid/multi/stock-multi
• NBBO pricing (bid/ask) and EWMA pricing
• Theoretical value and exchange info
• Sector/industry classification and market cap
• Trade flags

Flow Per Strike & Expiry

• Daily aggregation: Flow data by strike price including call/put premium (total, ask side, bid side, OTM), call/put volume, and trade counts (last 7 trading days)
• By expiry: Options flow data by expiration date with call/put premium, volume, and trade counts broken down by ask/bid side and OTM

Greek Flow by Expiry (Per-Minute)

• Per-minute time series for delta and vega flow
• Directional and total flow metrics
• OTM-specific metrics
• Volume, transaction count, and timestamps
• Available for last 7 trading days

Net Flow by Expiry (Market-Wide)

• Market-wide net options flow by expiration date across all tickers
• Call/put premium and volume
• Net call/put premium
• Bullish/bearish premium
• Ticker count per expiry

Options Contract Historic OHLC

• Historical daily OHLC data for individual option contracts
• Open/high/low/last price
• Volume, trades, total premium, average price
• Open interest and IV (high/low)
• NBBO bid/ask
• Volume breakdown: ask/bid/mid/cross/floor/sweep/multileg
• Last tape time

Options Strategy P&L Calculator

• Multi-leg options strategy profit/loss analysis
• P&L across price range and P&L diagrams
• Heatmaps (price vs time to expiration)
• Strategy metrics: max profit, max loss, breakeven points, Greeks
• Supports unlimited legs per strategy

Options Contract Greeks

• Greek values for all strikes at specific expiries
• First-order Greeks: delta, gamma, vega, theta, rho
• Higher-order Greeks: charm, vanna, vomma, speed, zomma, color, ultima
• Dual delta and dual gamma
• Available for both calls and puts

Greek Exposure by Strike (GEX)

• Gamma exposure and other Greek exposures by strike price
• Call/put gamma, delta, vanna, and charm exposure
• Strike range filtering
• DTE (days to expiration) filtering

Spot GEX by Strike & Expiry

• Spot gamma exposure across all strikes for given expirations
• All Greek exposures: gamma, delta, vanna, charm
• Broken down by call/put
• Multiple calculation methods: OI, volume, bid, ask

Open Interest by Expiry

• Total call and put open interest by expiration date
• Put/call OI ratio
• Days to expiration
• Covers next 30 future expiration dates

Implied Volatility Term Structure

• Average IV of ATM call and put contracts across all expiries
• Expected dollar move
• Expected percentage move
• Days to expiration

Interpolated Implied Volatility

• IV values at standardized time horizons: 1, 5, 7, 14, 30, 60, 90, 180, 365 days
• 1-year percentile ranking (0-100)
• Implied move percentages

Realized vs Implied Volatility

• Historical comparison of 30-day forward IV vs actual 30-day realized volatility
• Stock price, IV, and RV data
• Date used for RV calculation
• Multiple timeframes: 1D-5Y, YTD

IV Rank & Percentile

• Current IV rank and percentile compared to historical range
• 52-week high/low IV and current IV
• IV rank (0-100 scale) and IV percentile
• Historical IV data: 1m, 3m, 6m, 1y, 2y, 5y timeframes

Unified Market Intelligence Search

• AI-generated analysis combining news, Twitter, and Reddit
• Structured analysis with source documents and metadata
• Date range filtering
• Multiple prompt types: unified, social, financial, news

Short Borrow Data

• Cost and availability of borrowing shares for short selling