Risk-defined setups
Review credit spreads, debit spreads, condors, calendars, and strategy candidates generated from the captured market store.
OptionChainIQ is an API-first options data product for captured chains, Greeks, IV/HV, OHLCV, signals, scanners, and strategy candidates. The dashboard is included as the analysis layer: Overview, Trade Ideas, Volatility Scanner, UOA, IV Regime, watchlists, and journal context. Build research workflows on historical option chain snapshots by querying contracts by symbol, expiration, strike, date, and capture run, then compare how premium, liquidity, Greeks, and implied volatility changed over time for backtesting, scanners, and internal dashboards.
GET /v1/contracts?symbol=SPY&date=2026-05-15 { "symbol": "SPY", "expiration": "2026-06-19", "strike": 540, "type": "call", "bid": 4.20, "ask": 4.35, "delta": 0.42, "iv": 0.218, "open_interest": 18342 }
The API is the main product. The dashboard is the visual workspace that helps traders validate context before building, testing, or acting on the data.
Review credit spreads, debit spreads, condors, calendars, and strategy candidates generated from the captured market store.
Scan IV rank, IV percentile, ATM IV, skew, liquidity, and expiration context before choosing what deserves deeper research.
Inspect volume, open interest, premium flow, and signal changes when unusual activity shows up in the data.
Use watchlists, morning brief, index/vol context, IV regime, strong signals, and latest capture freshness as the daily control panel.
Use the captured market store in scripts, scanners, notebooks, dashboards, internal research tools, and the included analysis workspace.
Query normalized contracts by symbol, expiration, strike, option type, and capture date.
Pull contract-level Greeks and liquidity fields without stitching together broker screens.
Compare implied and historical volatility regimes across repeated market captures.
Join option-chain records with underlying price and volume context for cleaner research.
Feed ranked signals and scanner outputs into your own workflows.
Inspect IV regime, UOA, watchlists, trade ideas, alerts, and billing from the web app.
OptionChainIQ is designed for builders and active traders who want programmatic access first, with visual analysis available when context matters.
Compare IV, HV, skew, liquidity, and signal outputs around historical captures.
Rank spreads, premium, open interest, volume, and unusual flow with your own rules.
Use API responses to populate notebooks, alerts, dashboards, and reporting surfaces.
These pages are built for traders and builders searching for a specific options-data workflow, while keeping the main navigation clean.
Query IV rank, IV percentile, ATM IV, skew, and historical volatility context.
Query captured option chains by symbol, date, run, expiration, strike, and contract fields.
Find risk-defined premium candidates with credit, width, POP, liquidity, and IV context.
Use generated setup candidates as a research queue for spreads and other strategies.
Test rules against historical snapshots, volatility regimes, signals, and chain data.
Try a public endpoint preview without an API key before creating an account.
Pro is the API subscription, with the dashboard included. Starter is for users who only need visual market review.
Build scanners, notebooks, internal tools, and research workflows on captured options data, then inspect Trade Ideas, Volatility Scanner, UOA, and IV Regime from the included dashboard.