OptionChainIQ
Options API for backtesting

Backtest options ideas
against captured market snapshots.

Use historical option-chain captures, IV/HV regime fields, signals, scanner candidates, and underlying OHLCV context to test rules before they become live workflows.

Start API trial Historical data API View API docs
History
Chains
captured contracts and expirations
Signals
Rules
test scanner and strategy filters
Context
Regime
IV, HV, price, and liquidity

Designed for repeatable research

Backtesting needs clean historical inputs. OptionChainIQ focuses on captured market snapshots you can query and join with strategy rules.

  • Build symbol and date loops around normalized endpoint responses.
  • Compare strategy rules across volatility regimes and expirations.
  • Feed results into notebooks, dashboards, or scheduled reports.
  • Use the visual dashboard to inspect outliers and examples.
OptionChainIQ dashboard overview with market context and capture freshness
Overview: market state, latest captures, signals, and context for research workflows.
Sample response
BacktestingSnapshotsJSON
GET /v1/research/snapshots?symbol=AAPL&from=2026-05-01&to=2026-05-15

{
  "symbol": "AAPL",
  "snapshots": [
    {
      "date": "2026-05-15",
      "underlying_close": 211.26,
      "contracts": 1842,
      "atm_iv": 23.84,
      "iv_rank": 41.2,
      "hv_20d": 20.4,
      "signal_count": 7,
      "trade_idea_count": 12
    }
  ]
}
Research

Test rule changes

Compare how filters behave across different market snapshots and volatility states.

Automation

Run scheduled notebooks

Pull repeatable JSON data into Python, REST Client, or internal analysis jobs.

Review

Inspect examples visually

Use the dashboard to understand why a strategy candidate passed or failed a filter.

Related API pages