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Trading Volatility API v2

Our version 2 API is built for AI-native development and LLM agents. This is not a traditional market data feed.

Most financial APIs expose raw quotes, trades, and loosely structured analytics. Trading Volatility exposes derived market structure — deterministic, schema-defined intelligence designed for machine reasoning.

  • Derived structure, not raw feeds — gamma support/resistance, flip levels, structural bands
  • Options-specific regime intelligence — positioning context, skew diagnostics, call pressure
  • Deterministic interpretation layers — structured summaries with defined semantics
  • Agent-readable schemas — explicit fields, predictable outputs, no ambiguity
  • Built for AI-led workflows — designed for Claude and other LLM agents

Instead of forcing agents to reverse-engineer meaning from unstructured fields, this API delivers structured financial intelligence ready for reasoning systems.

For v1 docs, see /api/v1/docs

Demo mode is available below, but to use the full API you need to subscribe to a plan and get an API key.

LLM / Agent Instructions

Claude (and other LLM agents) can automatically learn what this API offers (endpoints, parameters, and response schemas). Just provide them with the following link (or copy/paste the spec contents) which contains our agent-readable spec:

https://stocks.tradingvolatility.net/api/v2/llm-spec

Authentication

Paste your API key. We'll send Authorization: Bearer <key>.

Your personal API key is available once you subscribe

Core Endpoints

GET /api/v2/tickers/<ticker>

Canonical compact state snapshot from our database.

GET /api/v2/tickers/<ticker>/market-structure

AI-generated market structure analysis including headline signal, regime classification, expected behavior, key levels, and supporting metrics. Designed for agent-led workflows and trading dashboards.

GET /api/v2/tickers/<ticker>/explain

State + deterministic interpretation scaffold.

GET /api/v2/tickers/<ticker>/series

Downsampled daily series (latest per day). Combine multiple metrics via comma-separated keys.

Available metrics (loaded from /api/v2/llm-spec)
Click a metric to add it to the metrics input.
GET /api/v2/tickers/<ticker>/curves/gex_by_strike

Net GEX strike curve with call/put contributions. Best for finding key strikes (peaks/valleys), call-vs-put dominance, and mapping GEX zones around price.

GET /api/v2/tickers/<ticker>/curves/gamma

Gamma strike curve (net gamma per strike). Supports per-expiration data pulls during market hours.

GET /api/v2/tickers/<ticker>/curves/gamma/expirations

Strike-aligned gamma decomposition by expiration bucket. Each strike includes nearest, first_weekly, first_monthly, and all_other_expiries, which together reconcile to combined.

GET /api/v2/tickers/<ticker>/levels

Levels in JSON or plain text (TradingView/TOS).

GET /api/v2/tickers/<ticker>/options/volume

Real-time-ish options volume aggregated by strike for a specific expiration (exp required).

Note: requires exp and uses extra per-endpoint rate limiting.