Equibles

Get federal government contract awards won by a specific public company: US federal awards (from USAspending.gov) or Government of Canada contracts (from its proactive publication of contracts over C$10,000). Shows the award (action) date, recipient named by the government, awarding agency or department, total value (US: obligated dollars plus unexercised ceiling; Canada: contract value including amendments, in Canadian dollars; never revenue received), outlays when reported, end date, and description. Coverage: US prime contract awards of $1M or more, and Canadian contracts reported from fiscal 2017-2018 (April 2017) whose vendor name exactly matches a company listed on a Canadian exchange, so sums understate government revenue. Use GetTopGovernmentContractors to rank companies market-wide.

Get company guidance from written Item 2.02 earnings releases and earnings-call transcripts, newest release first, with range, unit, GAAP basis, fiscal period and source provenance. Closed target periods are marked ended. Revenue and diluted-EPS guidance includes the reported actual and verdict once comparable XBRL facts exist; non-GAAP guidance is never compared with GAAP actuals. Coverage notes distinguish unprocessed documents from sources that state no guidance.

Who holds a stock or ETF listing, by kind of 13F filer, quarter by quarter: each bucket's share of 13F common shares, its like-for-like change, and new and exited filers. Split by holder type (regulatory records, never names), measured style, turnover, horizon, 13F book size, client base, private funds or location. Also gives the active holders' like-for-like change, which leaves index-like books out. The fundtype dimension instead splits registered funds' Form NPORT-P positions by their Form N-CEN fund type (index funds, index ETFs, active ETFs, active funds, unclassified) as a share of shares outstanding; fund positions sit inside their advisers' 13F reports, so they are never added to 13F totals.

Shareholder targeting for a stock: the 13F filers of the newest closed quarter that hold its holder-overlap peers (operating companies whose active holders overlap most, funds excluded) but hold no class of the stock itself, ranked by the money they have in those peers. A stock with no overlap peers falls back to its sector's largest operating-company 13F holdings; a fund has no targets. Each target shows its 13F book, the peers' share of it, the peers it holds most of, its measured style and its holder type from regulatory records.

Market-wide 13F money flows for a closed quarter by kind of filer: what each bucket bought and sold, net flow, net flow as % of its prior 13F book, and net buyers vs sellers. Buckets: holder type (regulatory records, never names), measured style, turnover, horizon, book size, client base, private funds or location. Optionally split by sector, with ETFs apart. Trades are priced at quarter-average prices; filers with no 13F the quarter before add no flow.

Get the companies that have joined or left a major US stock index, newest first. Changes are derived by comparing consecutive constituent lists from the funds that track the index, so each one is dated to the window between two reports rather than to an announcement: a daily holdings file dates a change to a day, a quarterly filing only to a quarter. Several funds track the same index and each records a change separately, so records for the same company and direction over overlapping windows are collapsed into the single event a reader should see, keeping the narrowest window. This is observed membership, not an announcement feed, so a change appears once a tracking fund has actually reported it. Each addition carries an estimate, not a record, of the index-fund buying it implied, in shares and days of volume.

Get the current constituent list of a major US or Canadian stock index: S&P 500, S&P MidCap 400, S&P SmallCap 600, Nasdaq-100, Russell 1000, Russell 2000, the Dow Jones Industrial Average, the S&P/TSX 60, S&P/TSX Composite, S&P/TSX Venture Composite and the S&P/TSX capped sector indexes. Each row carries the company's rank by weight, its ticker, and its share of the index. A US list is a full-replication tracking fund's own disclosed holdings, taken from an SEC Form N-PORT filing or from the holdings file the fund publishes daily; a Canadian list is the constituent list TMX Money publishes under the index's symbol; the answer names which source and which date it came from. A partial filing is never served as a shrunken index. Rows not matched to a tracked company keep the name the source reported instead of being dropped. Use GetIndexChanges for what has joined or left, and GetIndexForecast for who the published rules point to next.

Apply an index's published entry rules and return candidates with rule-by-rule evidence. S&P results are SCREENS because a committee chooses additions; the S&P 500 adds versioned 90-day empirical join probabilities for eligible candidates and exit probabilities for every member. They are estimates, not guarantees. Russell and Nasdaq-100 are PROJECTIONS decided by published rankings. A non-member with a missing figure has no entry verdict. An unmeasured member stays out of deterministic departure buckets, while the S&P 500 gives it the neutral exit baseline. The Dow has no quantitative rule or forecast. Each model revision is immutable. A model-version change may append a higher revision for the same trading day, and readers use the highest revision.

Get a summary of insider ownership for a stock, ranked by total shares held. Shares come from each insider's most recent SEC Form 3/4/5 filing: the filing's closing balance per security, held directly or through each indirect vehicle the filing names (a trust, partnership or LLC, told apart by its stated nature of ownership and by which balance each trade continues), actual shares only (options and other derivative holdings are excluded), summed into Direct and Indirect columns and restated onto today's split basis, so they can differ from the raw figures in older filings. A vehicle the newest filing does not list is not counted. Former insiders may linger with stale dates or zero shares. Returns at most maxResults insiders (default 30). Use this to understand the insider ownership structure of a company; use GetInsiderTransactions for the underlying trades.

Rank stocks by a peer-relative 0-100 insider-accumulation score over 90 days: net buyers, net shares bought as a percent of shares outstanding, and net buy value. It uses qualifying open-market Forms 4/5 purchases and sales by officers and directors (a holder that is only a 10% owner is excluded); Form 3 establishes initial ownership, and disclosed Rule 10b5-1 trades are excluded. Filter for cluster buys or liquidity, request the bottom ranking for distribution, or pass ticker for one stock's factors and universe rank. Filters never renumber the universe rank. Use GetInsiderTransactions for the filings.

Get recent insider trading transactions for a stock from SEC Forms 4 and 5, newest first. Form 3 supplies initial ownership rather than a transaction. The Type column carries the SEC transaction code meaning: 'Buy'/'Sell' are open-market purchases/sales only, while Award, Conversion, Exercise, Tax Payment, Expiration, Gift, Inheritance, Discretionary and Other are compensation or derivative mechanics — not conviction trades. The 10b5-1 column marks trades made under a pre-arranged Rule 10b5-1 plan ('-' = filing predates the 2023 checkbox). Per-row Shares/Price/Value are as filed; Owned After is the post-transaction balance restated onto today's split basis, tracked per security kind and ownership form. Supports optional date-range, transaction-type and insider-name filters to reach history beyond the newest rows. Use this to understand insider buying/selling activity.

Get the historical trend of aggregate reported 13F exposure for an exact stock or ETF listing across multiple quarters. The legacy Total Shares field sums reported quantities across common-share rows, put/call notional-underlying rows, and any tracked principal-denominated rows, so it is not a pure share-ownership measure. Shows total reported quantity, published position value, and filer count. Share Chg (QoQ) is like-for-like: it compares only filers with an observed 13F in both quarters, and each quarter notes how many filers and shares it excluded (the largest named), so missing filings and filer identity changes are not trades. Values normally use report-date closing prices, may fall back to filer values, and can include zero when unavailable. While the newest quarter's filing window is open, non-ETF primary stocks use a provisional combined view; ETF listings remain exact and as-filed because carry-forward is filer-wide.

Get the Schedule 13D and 13G stakes a named institution has disclosed: its latest filing on each listed security (13D or 13G, amendment or not) with the event and filing dates, accession, the shares (restated onto today's split basis) and percent of class, the change since the filer's previous filing on that security, a 13D's Item 4 purpose where described, and a status: current; unconfirmed (no filing in 24 months; a 13D or 13G stays in force until amended, so the stake is kept and never assumed sold); below 5% (the final amendment that ends the filer's duty to amend, not necessarily the holding); exited (no shares); or security retired (the issuer no longer trades in the US). Current and unconfirmed stakes list by default; includeHistory adds the rest. These are event-dated 5% stakes, not a quarter-end portfolio: GetInstitutionPortfolio covers the 13F book. Resolve exact CIKs with SearchInstitutions; a filer that files only 13D or 13G resolves too.

Backtest how cloning an institutional filer's reported 13F portfolio would have performed against a market benchmark, either over a trailing window (windowYears) or an explicit fromDate/toDate range. Reconstructs the filer's portfolio at each quarterly 13F snapshot, rebalances on the SEC filing lag, and values each exact listed security on raw closing prices. Returns price return (dividends excluded), CAGR, and max drawdown for the clone and benchmark, plus price-return alpha. Returns are unavailable when a held security or benchmark crosses a captured split without a certified price basis; the requested window is not shortened to hide it.

Combine 2-25 institutions' 13F portfolios on their latest common report date. Ranks stocks by holder count, then combined value. Published values normally use report-date closing prices, may fall back to filer values, and can be zero when unavailable. Set minInstitutions to 2 or more for positions shared by multiple filers.

View the tracked stock positions of a specific institutional investor from an SEC 13F-HR filing. Shows the largest positions by published value (default 20, max 500), with share counts, value, percent of tracked 13F value, and position count. Values normally use report-date closing prices, may fall back to filer values, and can be zero when unavailable. Coverage is limited to tracked U.S.-listed common stocks and related put/call positions; use position type before treating options as ownership. Use SearchInstitutions first when the name is ambiguous.

Get an institution's quarterly position-change activity — Initiated / Increased / Reduced / Exited stocks diffed against the immediately prior quarter. Common shares, put/call positions and principal amounts are separate rows labelled by Type. Returns the buckets as one markdown section per bucket, sorted by absolute Δ market-value desc (Δ Value includes price movement, not just trading). Use `bucket` to filter to a single bucket. Use this to answer 'what did this fund do this quarter?'

Get an institution's 13F portfolio allocation for a given report quarter (defaults to the latest), grouped by fine-grained industry (default) or rolled up by sector via `groupBy`. Returns a markdown table sorted by % of portfolio descending, with stocks lacking a classification collapsed into a single 'Unclassified' row at the end. Published values normally use report-date closing prices, may fall back to filer values, and can be zero when unavailable. Use SearchInstitutions for an exact CIK; ambiguous partial names return candidates instead of selecting silently.

Get an institutional 13F filer's portfolio style quarter by quarter, measured from its filed common-share book: style band (index-like, systematic-like, concentrated, diversified active), turnover band, holding-horizon band, and the measurements behind them (equity value, stock count, active share against every 13F filer's combined book and against the closest benchmark among the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 and Dow Jones Industrial Average with its as-of date, sector active share, top 10 weight, effective positions, trailing annual turnover, value-weighted holding period), plus the newest quarter's active share against every benchmark. Bands are measurements with stated thresholds, never the firm's own description. Closed quarters only; the newest quarter is measured once its filing window closes.

Get the portfolio summary header for an institutional 13F filer — published tracked 13F value (not total firm AUM), position count, top-10 / top-25 concentration, QoQ turnover, and the latest / prior report dates with the count of quarters tracked, then the holder's profile from regulatory records: entity type and the record that decided it, Form ADV adviser facts (regulatory assets, client base, private funds, LEI) with roster history and dated Schedule D private funds, registered funds it advises, the parent 13F filer that reports its holdings, and earlier or later CIKs its 13F reports continue under, then any strategy the firm states in its own filed brochure (quoted, dated, linked), then its style, turnover and horizon bands measured from its filed book. Values use report-date closing prices, may fall back to filer values, and can be zero when unvalued. Resolve exact CIKs with SearchInstitutions; ambiguous partial names return candidates rather than selecting a filer silently.

Get the full Form ADV profile for a single SEC-registered or exempt reporting investment adviser by its Organization CRD number: legal and business names, SEC file number, main office, website, regulatory assets under management (discretionary, non-discretionary and total), employee count, and how the firm is compensated (fee structure); exempt reporting advisers do not report these Item 5 figures. Find CRD numbers with SearchInvestmentAdvisers.

Get metadata and access links for a captured investor-event slide deck by event id. Returns the same deck metadata as REST: event and ticker, call date, deck title and source, PDF versus image-slideshow kind, page count, capture time, MIME type, and either the deck's public PDF URL or its ordered public slide-image URLs, which open in a browser without an API key. The binary PDF/image contents are not embedded in the response. Get the event id from ListInvestorEvents or GetEarningsCallEvent.

Get the speaker-labelled transcript of a specific investor event (earnings call, conference, investor day) by its event id — every speaker turn in order, attributed to the real person (executive or analyst) with their role when the resolution is trusted; unverified voices show as a role label (e.g. Operator) or a neutral speaker number. Get the event id from ListInvestorEvents. Use this for conferences and other non-earnings events, which have no fiscal quarter to key on.

Get recent investor-relations press releases for a stock, scraped from the company's IR website; for a US company whose IR site has no news feed, the press releases it furnished as exhibits to its 8-K filings, each marked as such. Returns the most recent news items (headline, publish date, summary when the source provides one, and link) in reverse-chronological order. Use this to see a company's latest official announcements straight from its IR page, distinct from third-party news. Coverage is partial — only companies whose IR page has been discovered and content-scraped have items, so an empty answer may be a coverage gap rather than corporate silence; the response says which case applies.

Get one S-1/F-1 registration's full picture by the filer's SEC CIK (as listed by GetIpoFeed): lifecycle status, verified offering classification, effective-prospectus accession and EDGAR link, proposed ticker and exchange, the offer price range and shares offered with their verbatim prospectus quotes, what the company does, how it will use the proceeds, the underwriting banks in cover order, the key summary risk factors (each with its verbatim prospectus sentence), the annual pre-IPO financials from the filer's own XBRL-tagged statements, and the complete S-1/amendment/prospectus filing chain with EDGAR links. Underwriter and risk-factor availability distinguishes pending/rejected extraction from a completed read that stated none. Everything extracted is verified against the filing text and never estimated.

Get the US S-1/F-1 registration pipeline, newest filing activity first. Rows distinguish Primary, Resale, DirectListing, NonOffering and Unknown transactions; terms come from the newest effective prospectus or latest filing and never a superseded document. Results include lifecycle, proposed listing, applicable offer terms and latest annual XBRL financials in the filer's currency. Filter lifecycle or SEC-classified SPAC versus operating filers. Use a row's CIK with GetIpoDetails for the filing chain and extracted detail.

Get the exact listed securities, including ETFs, with the largest daily short sale volume for a single trading day (defaults to the latest available), from FINRA's daily short sale volume files, sorted by short volume descending. Short % is the share of that day's FINRA-facility (off-exchange/TRF) volume sold short — 40-50% is a normal market-making baseline — NOT short interest (the open short position; use GetShortInterest/GetShortInterestSnapshot for positions and GetShortSqueezeScores for operating-stock squeeze candidates; use GetShortVolume for one listed security's daily history). Pass sortBy=shortPercent with a minTotalVolume floor to rank by short intensity instead of raw size.

Get the latest COT positioning snapshot across all tracked futures contracts, grouped by category (Agriculture, Energy, Metals, Equity Indices, Interest Rates, Currencies). Shows commercial and non-commercial net positions in contract counts from the legacy futures-only COT report (positions as of each Tuesday, published Friday). Each row carries the market code accepted by GetCftcPositioning.

Get each ticker's newest traded, settled daily close (USD for US listings; a MIC:TICKER listing on another exchange in its own trading currency, named in a note), with one-session change, volume, and trailing 52-week closing range. Rows can have different dates while a session settles; use the Date column. Change is omitted when the immediately prior trading session is absent; for a MIC:TICKER row it compares with the previous traded close, omitted when that close is more than 12 days older or a stored session in between shows no trades. Split-limited or partial 52-week ranges are marked in the response. This is settled history, not an intraday quote.

Get the latest values for key economic indicators across categories: interest rates, yield spreads, inflation, employment, GDP, money supply, sentiment, housing, exchange rates, and market indicators. Each row shows a series' latest stored observation with its date, plus the previous observation and the change between them for direction — check the Latest Date column for freshness. Returns a snapshot of current macro conditions for one country: the United States by default, or Canada with country=CA.

Get the latest intraday reading for active U.S. listings (consolidated SIP: last trade, UTC time, session freshness, bid/ask) and for listings named MIC:TICKER on a Canadian exchange (XTSE, XTSX, XCNQ, NEOE; e.g. XTSE:RY) or Euronext (XPAR, XAMS, XBRU, XMSM, XOSL, MTAA, XLIS; e.g. XPAR:AIR), in the listing's currency. Needs a paid plan: for U.S. listings Pro is real time and Plus 15 minutes delayed; Canadian readings are real time on XTSE and XTSX and 15 minutes behind on XCNQ and NEOE, and Euronext readings are the last trade 15 minutes behind (Delayed=true). Free covers end-of-day data only and gets an upgrade note. Stale=true means the reading predates the session expected now and must not be reported as current. Missing readings are listed. For settled daily bars use GetLatestClosingPrices or GetStockPrices.

Get the major-holding notifications regulators outside the US publish for one listing, written MIC:TICKER (e.g. XLON:BARC): who crossed a voting-rights threshold, when, and the resulting position. Coverage: the UK FCA (TR-1 under DTR 5), the French AMF, the Dutch AFM (no publication date stated), the Spanish CNMV (significant holdings), Japan's EDINET (large-shareholding reports; a joint report states its holders' total ratio) and Canada's securities regulators (early warning and alternative monthly reports from 10%, as a percentage of the class). Each row is one notification by the obligated person: voting rights through shares (direct and indirect) and financial instruments, the total, the share of capital where stated, and the previous notified total. Dated notifications, not a register, never summed or merged with SEC 13F, 13D or 13G data; a correction replaces the version it corrects. For a US listing use GetBeneficialOwnership (13D and 13G) and GetTopHolders (13F).

List the US equity market holidays and early-close (1:00 p.m. ET) half days for a calendar year (NYSE/Nasdaq). Defaults to the current year. The calendar is curated for 2025 through 2027; a year outside that range reports so rather than guessing.

Get the current US equity market status (NYSE/Nasdaq), evaluated in America/New_York: whether the market is open, the current session (pre-market, regular, after-hours, or closed), whether today is a full-day holiday or a 1:00 p.m. ET early close, today's regular and extended (pre-market/after-hours) trading hours, and the next open and next close. Backed by the exchange's curated holiday and early-close calendar, not a heuristic.

Get the market-wide 13F leaderboards for a given quarter — which stocks were most bought, most sold, most initiated, or most exited across all 13F filers vs the prior quarter. The `bucket` argument selects one of: top-buys (Δ shares > 0 ranked by Δ value desc), top-sells (Δ shares < 0 ranked by Δ value asc), new-positions (stocks ranked by count of filers initiating a position), sold-out-positions (stocks ranked by count of filers exiting). Every board counts only filers with a 13F in both quarters. Δ Value is the change in published position value: values normally use report-date closing prices, may fall back to filer values, and can be zero when unavailable. It includes price movement on held shares, so use Δ Shares to read the position change itself. The output publishes the first complete 13F report quarter and refuses comparisons that cross that corpus boundary. Use this to answer 'what's the consensus 13F move this quarter?'

Get the stocks members of Congress traded most over a trailing window, aggregated across EVERY member and ticker — 'what did Congress buy this week' without needing a ticker or a member name. The window is anchored on the DISCLOSURE (filing) date because the STOCK Act's general outside filing deadline is 45 days after a trade; late or amended records can arrive later. Each row aggregates one stock's disclosed trades: distinct members buying and selling, trade counts, estimated dollar flow per direction (each disclosed amount range's midpoint — members disclose a band, not an exact figure), the largest participants, and the latest filing and transaction dates. direction=buys ranks by estimated net buying, direction=sells by estimated net selling; chamber=senate/house narrows to one chamber. Use GetCongressionalTrades for one stock's underlying disclosures and GetMemberTrades for one member's.

Get a congress member's net worth history from their annual financial disclosures. Disclosed values are ranges, so every year is a band (minimum-maximum), never a point estimate. Only electronically filed reports are read: a missing year means no electronic filing, not zero net worth. Use SearchCongressMembers to find member names.

Get a congress member's disclosed securities transactions (newest first, last year by default). Shows tickers, transaction and filing dates, disclosed amount ranges, the filed Asset identifying the instrument (such as stock, option, or bond), and the member's party on the transaction date. Use SearchCongressMembers to find member names, and GetCongressionalTrades for all members' transactions in one ticker.

Get the cross-sectional ranking of stocks by institutional 13F breadth for a quarter. Rank by filer count (default), quarter-over-quarter filer-count change, total published position value, conviction (filers holding it among their ten largest positions) or crowding (high-turnover and private-fund adviser shares as % of shares outstanding), both among stocks 10+ filers hold. Conviction and crowding read the newest closed quarter measured across every 13F book (an open or unmeasured quarter snaps to it, noted). Values use report-date closing prices, may fall back to filer values, and can be zero when unvalued. Includes Δ filers, total value, Δ value, and share of the 13F universe. The first complete report quarter is published; earlier rankings and boundary-quarter deltas are unavailable. Only currently-held stocks rank; sold-out names use GetMarketWide13FActivity. During the newest quarter's open filing window, non-filers carry prior-quarter positions (noted in output).

Get the caller's saved portfolios, and those colleagues shared with the caller's organization, including stock and option lots, cost basis, realized and unrealized profit, and watched instruments. Omit portfolio to list portfolios; if exactly one exists it is returned in full. Pass its name to select one; a shared portfolio whose name is also taken is named "Name (Creator)" in the list. Quantities are signed; costs are the owner's per-share inputs and are never split-restated. Each position is in its listing's currency; totals are in the portfolio's currency at the official rates named in the answer. Every mark names its session. Unpriceable and expired positions have unknown value, never zero. Watched instruments are not positions and must not be counted as exposure. Returned lot ids address the update, close and remove tools. Use GetInstitutionPortfolio for 13F holdings.

Get a company's non-GAAP-to-GAAP reconciliations ('bridges') as extracted from its earnings releases and 10-K/10-Q periodic reports: for each stated non-GAAP measure (Adjusted EBITDA, adjusted EPS, adjusted operating income, FFO/AFFO, ...), the GAAP starting line, each stated adjustment in order, and the non-GAAP result, with the period, unit and the verbatim source quote. Verifier-approved, newest filing first. Use this to see exactly how a company builds its adjusted numbers; GetCompanyKpis carries the same bridge inline with a metric, this returns the reconciliations on their own.

Get weekly off-exchange (dark pool / OTC) trading volume for an exact stock or ETF listing from the FINRA OTC/ATS Transparency data. Each week shows ATS (alternative trading system / dark pool) volume and trade count, non-ATS OTC volume and trade count, and the total off-exchange volume (ATS + non-ATS OTC). The FINRA file does not include consolidated tape volume, so the off-exchange share of total market volume is not reported here; compute that share elsewhere against a consolidated-volume source. Weeks before 2025-08-11 may include volume from a case-variant sibling security because they predate the ordinal FINRA symbol-map fix and can no longer be re-imported from FINRA's rolling source window. FINRA publishes each week on a delay (2 weeks for Tier 1 NMS stocks, longer for other tiers), so the latest week lags today.

On-Balance Volume (OBV) for a stock. Running cumulative volume that adds the bar's volume on up-closes, subtracts on down-closes, and stays flat on equal closes. Useful for confirming or diverging from price trends with volume flow. OBV is anchored at 0 on the first bar of the requested range, so absolute values shift with startDate and are not comparable across calls - read the slope and divergences, not the level.

Get the option chain (calls and puts) for a stock for ONE expiration: strike, greeks (delta/gamma/theta/vega), implied volatility, open interest, the latest daily price and the previous traded session's volume. Defaults to the nearest upcoming expiration; pass expiration=YYYY-MM-DD for another (GetOptionExpirations lists them). A chain larger than maxResults returns the contracts nearest the money; narrow with minStrike/maxStrike and type to reach the wings. Each row dates its daily figures by session and its open interest by its own date, or marks either unknown; implied volatility and greeks are model values computed at fetch time. Daily figures are not live quotes. Bid/ask use real-time OPRA on Pro and a 15-minute delayed indicative feed on Plus; Free covers end-of-day data only. For a Canadian listing on XTSE or XTSX pass MIC:TICKER, e.g. XTSE:RY. Canadian chains carry the exchange's real-time bid/ask, implied volatility and open interest in CAD on Plus and Pro, without greeks.

Get one session's bars across one expiration, by strike: open, high, low, close, volume, VWAP and trades for every contract, active or expired. Use it for how a chain traded on a past date; GetOptionExpirations with expired=true lists past expirations. A larger expiration returns the strikes nearest that session's stock close; narrow with minStrike/maxStrike and type. History begins in early 2024. Plus can read a session 30 minutes after the stock close; the Free plan is answered with an upgrade note. Open interest, implied volatility, greeks and bid/ask have no history. US tickers only.

Get one expiration's positioning from the live chain: open interest and volume by side with put/call ratios, max pain, at-the-money implied volatility, the at-the-money straddle's mid as a market-implied expected move, 25-delta skew, the strikes with the most unsigned gamma, and the contracts trading heaviest against their open interest. Defaults to the nearest upcoming expiration. A figure that needs the whole chain or one open-interest date is withheld. Nothing here is a forecast, and gamma carries no dealer sign. Plus reads delayed indicative quotes, Pro real-time; the Free plan is answered with an upgrade note. US tickers only.

Get the full snapshot for ONE option contract by its OCC symbol (e.g. O:AAPL260724C00110000): greeks, implied volatility, open interest, the latest daily price, the previous traded session, the latest print, and bid/ask with sizes and exchanges when the plan entitles quotes. Last, day range and volume name the provider's trading-session timestamp when supplied and otherwise mark it unknown; open interest names its separate effective date when supplied; implied volatility and greeks are the provider's model values computed at fetch time and can differ slightly from a chain response. Bid/ask use consolidated real-time OPRA on Pro and a 15-minute delayed indicative feed on Plus; the Free plan covers end-of-day data only and is answered with an upgrade note. For a Canadian listing on XTSE or XTSX pass MIC:TICKER, e.g. XTSE:RY. Canadian chains carry the exchange's real-time bid/ask, implied volatility and open interest in CAD on Plus and Pro, without greeks.

Get past price and volume bars for ONE option contract by its OCC symbol, active or expired, newest first: open, high, low, close, volume, VWAP and trades. A period without trades has no bar. timeframe is day (default, last 90 days), hour (last 7 days) or minute (last 4 days); startDate and endDate set another window, and history begins in early 2024. Plus receives bars 15 minutes after they end, Pro as they form; the Free plan is answered with an upgrade note. Open interest, implied volatility, greeks and bid/ask have no history. US tickers only.

List the available option expiration dates for a stock, with the contract count at each. Use this to pick an expiration for GetOptionChain. Pass expired=true for past expirations (US tickers), to pick one for GetOptionChainSession. For a Canadian listing on XTSE or XTSX pass MIC:TICKER, e.g. XTSE:RY.

Compare the nearest upcoming expirations side by side: at-the-money implied volatility, the at-the-money straddle's mid as a market-implied expected move, put/call ratios and max pain for each. An expiration that could not be read stays in the table, marked. Nothing here is a forecast. Plus reads delayed indicative quotes, Pro real-time; the Free plan is answered with an upgrade note. US tickers only.