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Data via API
Gamma Data
Latest GEX
GEX History
Gamma Strikes
Gamma Strikes OI
Skew Data
Latest Skew
Latest Skew
Skew History
Dark Pool Data
Latest Dark Pool
Dark Pool History
Access to our data via API is available for subscribers using your subscription ID as username (Found on the
Alert Preferences Page).
Get latest gamma data for a ticker
GET
/api/gex/latest
Parameters
Parameter
Required
Values/Example
Default
username
Required
I-342N235235
ticker
Required
ZM
format
Optional
JSON
TEXT
JSON
Code Examples
HTML
Python
https://stocks.tradingvolatility.net/api/gex/latest?username=12345&ticker=ZM&format=json
import requests
response = requests.get('https://stocks.tradingvolatility.net/api/gex/latest',
params={'ticker': 'ZM' , 'username':'12345' , 'format':'json' },
headers={ 'Accept': 'application/json'}
)
json_response = response.json()
return json_response
Response:
{
"ZM": {
"price": "159.72",
"collection_date": "2022-01-18_05:48:37",
"gex": "-26455.0",
"gex_flip_price": "173.75",
"skew_adjusted_gex": "911087.603197",
"gex_per_1pct_chg": "-6748797.06072",
"call_put_delta_spread": "0.0427755523125",
"implied_volatility": "0.581464856151",
"next_expiration": "2022-01-21",
"nearest_gex_value": "-6775072.85347",
"put_call_ratio_open_interest": "0.69"
}
}
Get historical gamma data for a ticker
GET
/api/gex/history
Parameters
Parameter
Required
Values/Example
Default
username
Required
I-342N235235
ticker
Required
ZM
format
Optional
CSV
JSON
CSV
start
Optional
2020-05-30
end
Optional
2021-10-20
Code Examples:
HTML
Python
https://stocks.tradingvolatility.net/api/gex/history?username=12345&ticker=ZM
import requests
response = requests.get('https://stocks.tradingvolatility.net/api/gex/history',
params={'ticker': 'ZM' , 'username':'12345' , 'format':'json', 'start':'2021-10-10' },
headers={ 'Accept': 'application/json'}
)
json_response = response.json()
return json_response
Response:
CSV file download
or
{
{ "ZM": [
{
"collection_date": "2022-01-20_20:47:25",
"price": "156.775",
"gex": "-30973.0",
"gex_flip_price": "163.75",
"skew_adjusted_gex": "1027710.18345",
"gex_per_1pct_chg": "-7612668.02558",
"put_call_delta_spread": "-0.0265036550422",
"implied_volatility": "0.586154146825",
"next_expiration": "2022-01-21",
"nearest_gex_value": "-8194684.55238",
"put_call_ratio_open_interest": "0.69"
} ,
}...
}...
}...
{
"collection_date": "2022-01-10 14:36:25.864668",
"price": "172.085",
"gex": "-9244.0",
"gex_flip_price": "178.75",
"skew_adjusted_gex": "369555.55742",
"gex_per_1pct_chg": "-2737448.57348",
"put_call_delta_spread": "-0.0357714194291",
"implied_volatility": "0.599902916667",
"next_expiration": "2022-01-14",
"nearest_gex_value": "-620989.794308",
"put_call_ratio_open_interest": "0.72"
}
]
}
Get gamma by strike data for a ticker
GET
/api/gex/gamma
Parameters
Parameter
Required
Values/Example
Default
username
Required
I-342N235235
ticker
Required
ZM
exp
Optional
0
(combined)
1
(nearest expiration)
2
(nearest monthly exp)
0
format
Optional
CSV
JSON
TEXT
CSV
start
Optional
2022-05-30
(latest data)
gex_view
Optional
SA-GEX
NAIVE
NAIVE
Code Examples
HTML
Python
Python (httplib)
https://stocks.tradingvolatility.net/api/gex/gamma?username=12345&ticker=ZM&format=csv&exp=1
import requests
response = requests.get('https://stocks.tradingvolatility.net/api/gex/gamma',
params={'ticker': 'ZM' , 'username':'12345' , 'format':'json' , 'exp':'1'},
headers={ 'Accept': 'application/json'}
)
json_response = response.json()
return json_response
import httplib
connection = httplib.HTTPSConnection('stocks.tradingvolatility.net', 443, timeout = 30)
headers = {"Accept":"application/json"}
connection.request('GET', '/api/gex/gamma?username=12345&exp=1&format=json&ticker=' +_symbol , None, headers)
response = connection.getresponse()
content = response.read()
result = json.loads(content)
return result
Response:
{
"ZM": {
"price": "157.23",
"collection_date": "2022-01-20_04:32:49",
"expiry": "combined",
"gamma_array": [
{ "strike": 115.0, "gamma": -24056.19 },
{ "strike": 120.0, "gamma": -193550.13 },
{ "strike": 125.0, "gamma": -120280.95 },
...
...
...
{ "strike": 212.5, "gamma": 471.69 },
{}
]
}
}
Get current net gamma by strike and call put open interest data for a ticker
GET
/api/gex/gammaOI
Parameters
Parameter
Required
Values/Example
Default
username
Required
I-342N235235
ticker
Required
ZM
format
Optional
CSV
JSON
TEXT
CSV
Code Examples
HTML
Python
https://stocks.tradingvolatility.net/api/gex/gammaOI?username=12345&ticker=ZM&format=json
import requests
response = requests.get('https://stocks.tradingvolatility.net/api/gex/gammaOI',
params={'ticker': 'ZM' , 'username':'12345' , 'format':'json' },
headers={ 'Accept': 'application/json'}
)
json_response = response.json()
return json_response
Response:
{
"ZM": {
"price": "157.23",
"collection_date": "2022-01-20_04:32:49",
"gamma_array": [
{
"strike": 115.0,
"call_oi": "117.0",
"put_oi": "-270.0",
"net_gamma_$_at_strike": "-24056.19"
},
{
"strike": 120.0,
"call_oi": "27.0",
"put_oi": "-1258.0",
"net_gamma_$_at_strike": "-193550.13"
},
...
...
...
{
"strike": 212.5,
"call_oi": "7.0",
"put_oi": "-4.0",
"net_gamma_$_at_strike": "471.69"
},
{}
]
}
}
Get latest skew dashboard data
GET
/api/skew/dashboard
Parameters
Parameter
Required
Values/Example
Default
username
Required
I-342N235235
max_entries
Optional
integer 0-30
30
sort_field
Optional
implied_volatility
call_skew
pcr_oi
pcr_oi_30_day_change
pcr_oi_60_day_change
implied_volatility
sort_direction
Optional
ASC
DESC
DESC
format
Optional
JSON
TEXT
JSON
Code Examples:
HTML
Python
https://stocks.tradingvolatility.net/api/skew/dashboard?username=12345&sort_field=implied_volatility&format=json
import requests
response = requests.get('https://stocks.tradingvolatility.net/api/skew/dasboard',
params={'sort_field': 'implied_volatility' , 'username':'12345' , 'format':'json' },
headers={ 'Accept': 'application/json'}
)
json_response = response.json()
return json_response
Response:
{
"skew_rankings":[
{
"ticker": "FRC",
"implied_volatility": 476.0,
"price": 3.51,
"call_skew": -0.4,
"pcr": 1.21,
"pcr_oi_30_day_change": 0.13,
"pcr_oi_60_day_change": 0.08 },
.
.
.
{
"ticker": "ADMA",
"implied_volatility": 244.0,
"price": 4.03,
"call_skew": 0.1,
"pcr": 0.27,
"pcr_oi_30_day_change": 0.22,
"pcr_oi_60_day_change": 0.2 }
]
}
Get latest skew data for a ticker
GET
/api/skew/latest
Parameters
Parameter
Required
Values/Example
Default
username
Required
I-342N235235
ticker
Required
ZM
format
Optional
JSON
TEXT
JSON
Code Examples:
HTML
Python
https://stocks.tradingvolatility.net/api/skew/latest?username=12345&ticker=ZM&format=json
import requests
response = requests.get('https://stocks.tradingvolatility.net/api/skew/latest',
params={'ticker': 'ZM' , 'username':'12345' , 'format':'json' },
headers={ 'Accept': 'application/json'}
)
json_response = response.json()
return json_response
Response:
{
"ZM": {
"collection_date": "2022-01-20_14:36:33",
"price": "160.93",
"put_call_delta_spread": "-0.0349563870302",
"avg_PC_delta_spread": "0.0416",
"bollinger_band_width": "0.176",
"one_day std": "0.0370901277543",
"one_week_std": "0.0981312541336",
"implied_volatility": "0.588787524802",
"historical_min_iv": "0.3452523555",
"historical_max_iv": "1.8573292553",
"delta_at_minus_std": "0.110512404573",
"delta_at_plus_std": "0.145468791604",
"put_oi": "152208",
"call_oi": "222030",
"put_volume": "0",
"call_volume": "0",
"pcr_oi": "0.69",
"pcr_oi_30_day_change": "-0.03",
"pcr_oi_60_day_change": "-0.37"
}
}
Get historical skew data for a ticker
GET
/api/skew/history
Parameters
Parameter
Required
Values/Example
Default
username
Required
I-342N235235
ticker
Required
ZM
format
Optional
CSV
JSON
JSON
start
Optional
2020-05-30
end
Optional
2021-10-20
Code Examples:
HTML
Python
https://stocks.tradingvolatility.net/api/skew/history?username=12345&ticker=ZM
import requests
response = requests.get('https://stocks.tradingvolatility.net/api/skew/history',
params={'ticker': 'ZM' , 'username':'12345' , 'format':'json', 'start':'2021-01-10', 'end':'2021-01-15 },
headers={ 'Accept': 'application/json'}
)
json_response = response.json()
return json_response
Response:
{
"ZM": [
{
"collection_date": "2021-11-12_20:47:20",
"price": "253.625",
"put_call_delta_spread": "-0.0723019663218",
"avg_PC_delta_spread": "0.0655",
"bollinger_band_width": "0.203",
"one_day std": "0.0356378517619",
"one_week_std": "0.0942888930225",
"implied_volatility": "0.565733358135",
"delta_at_minus_std": "0.0938747036072",
"delta_at_plus_std": "0.166176669929",
"put_oi": "175018", "call_oi": "193867",
"put_volume": "14012",
"call_volume": "14929",
"pcr_oi": "0.9",
"pcr_oi_30_day_change": "-0.05",
"pcr_oi_60_day_change": "0.06"
} ,
...
...
...
{
"collection_date": "2021-11-10 14:36:15.368043",
"price": "255.0299",
"put_call_delta_spread": "-0.0816753293682",
"avg_PC_delta_spread": "0.0579",
"bollinger_band_width": "0.163",
"one_day std": "0.03679207452",
"one_week_std": "0.0973426793981",
"implied_volatility": "0.584056076389",
"delta_at_minus_std": "0.09772166987",
"delta_at_plus_std": "0.179396999238",
"put_oi": "178850",
"call_oi": "204624",
"put_volume": "0",
"call_volume": "0",
"pcr_oi": "0.87",
"pcr_oi_30_day_change": "0.02",
"pcr_oi_60_day_change": "0.01"
}
]
}
Get latest dark pool data for a ticker
GET
/api/dpi/latest
Parameters
Parameter
Required
Values/Example
Default
username
Required
I-342N235235
ticker
Required
ZM
format
Optional
JSON
JSON
Code Example:
HTML
Python
https://stocks.tradingvolatility.net/api/dpi/latest?username=12345&ticker=ZM&format=json
import requests
response = requests.get('https://stocks.tradingvolatility.net/api/dpi/latest',
params={'ticker': 'ZM' , 'username':'12345' , 'format':'json' },
headers={ 'Accept': 'application/json'}
)
json_response = response.json()
return json_response
Response:
{
"ZM": {
"collection_date": "20220119",
"dpi": "37.27",
"dpi_ema": "41.1141",
"normalized_dpi": "40.09",
"normalized_dpi_ema": "46.11",
"min_dpi": "11.67",
"max_dpi": "75.53"
}
}
Get historical dark pool data for a ticker
GET
/api/dpi/history
Parameters
Parameter
Required
Values/Example
Default
username
Required
I-342N235235
ticker
Required
ZM
format
Optional
CSV
JSON
JSON
start
Optional
2020-05-30
end
Optional
2021-10-20
Code Examples:
HTML
Python
https://stocks.tradingvolatility.net/api/dpi/history?username=12345&ticker=ZM
import requests
response = requests.get('https://stocks.tradingvolatility.net/api/dpi/history',
params={'ticker': 'ZM' , 'username':'12345' , 'format':'json', 'start':'2022-01-10', 'end':'2022-01-15 },
headers={ 'Accept': 'application/json'}
)
json_response = response.json()
return json_response
Response:
{
"ZM": [
{
"collection_date": "20220114",
"dpi": "31.62",
"dpi_ema": "42.3102",
"normalized_dpi": "31.24",
"normalized_dpi_ema": "47.98",
"min_dpi": "11.67",
"max_dpi": "75.53"
} ,
{
"collection_date": "20220113",
"dpi": "53.56",
"dpi_ema": "44.6858",
"normalized_dpi": "65.6",
"normalized_dpi_ema": "51.7",
"min_dpi": "11.67",
"max_dpi": "75.53"
} ,
... ... ... {
"collection_date": "20220110",
"dpi": "43.26",
"dpi_ema": "42.2914",
"normalized_dpi": "49.47",
"normalized_dpi_ema": "47.95",
"min_dpi": "11.67",
"max_dpi": "75.53"
}
]
}