Options flow, chains and implied volatility

Recorded option flow, gamma positioning, volatility surfaces and delayed expiry chains.

One row is

Recorded option flow, gamma positioning, volatility surfaces and delayed expiry chains

Example response

Trimmed real output. No key needed.

GET /v1/datasets/options/sample

Dates reflect the example, not current coverage.

{
  "data": {
    "events": [],
    "hasMore": false,
    "nextCursor": null
  },
  "meta": {
    "dataset": "options",
    "asOf": null,
    "source": [
      {
        "id": "exchange-feeds",
        "attribution": "Exchange and market data providers",
        "licence": "Use subject to Gloom Datasets terms"
      },
      {
        "id": "market-data",
        "attribution": "Exchange and market data providers",
        "licence": "Use subject to Gloom Datasets terms"
      },
      {
        "id": "public-rates",
        "attribution": "Public economic rate publications",
        "licence": "Use subject to Gloom Datasets terms"
      }
    ],
    "historyStarts": null,
    "coverage": null,
    "lastUpdated": null
  }
}

Routes

Base URL https://api.gloom.sh. Send a key with each call; the key's account needs a plan.

GET /v1/options/flow4 credits

Stored options trade flow. Reads the existing dataset service and needs a key on an account with a plan; every plan reads every live dataset in full. Cached market reads can refresh their source data. Unknown, empty and repeated parameters are rejected. History and coverage metadata are null when the stored service cannot establish them.

Parameter: limit
In: query
Type: integer 1 to 200

Parameter: before
In: query
Type: string

Parameter: symbol
In: query
Type: string ^[A-Za-z0-9.:-]{1,32}$
Notes: Company symbol; normalized to uppercase.

Parameter	In	Type	Notes
`limit`	query	integer 1 to 200
`before`	query	string
`symbol`	query	string `^[A-Za-z0-9.:-]{1,32}$`	Company symbol; normalized to uppercase.

Credits: 4 (history x2)
Plans: Basic, Desk, Enterprise

GET /v1/options/{symbol}/iv4 credits

Historical implied volatility for an underlying symbol. Reads the existing dataset service and needs a key on an account with a plan; every plan reads every live dataset in full. Cached market reads can refresh their source data. Unknown, empty and repeated parameters are rejected. History and coverage metadata are null when the stored service cannot establish them.

Parameter: symbol
In: path, required
Type: string ^[A-Za-z0-9.:-]{1,32}$
Notes: Company symbol; normalized to uppercase.

Parameter: from
In: query
Type: date, YYYY-MM-DD
Notes: Valid calendar date (YYYY-MM-DD). from must be on or before to.

Parameter: to
In: query
Type: date, YYYY-MM-DD
Notes: Valid calendar date (YYYY-MM-DD). from must be on or before to.

Parameter	In	Type	Notes
`symbol`	path, required	string `^[A-Za-z0-9.:-]{1,32}$`	Company symbol; normalized to uppercase.
`from`	query	date, `YYYY-MM-DD`	Valid calendar date (YYYY-MM-DD). from must be on or before to.
`to`	query	date, `YYYY-MM-DD`	Valid calendar date (YYYY-MM-DD). from must be on or before to.

Credits: 4 (history x2)
Plans: Basic, Desk, Enterprise

GET /v1/options/{symbol}/surface50 credits

Implied volatility across strikes and expiries. Reads the existing dataset service and needs a key on an account with a plan; every plan reads every live dataset in full. Cached market reads can refresh their source data. Unknown, empty and repeated parameters are rejected. History and coverage metadata are null when the stored service cannot establish them.

Parameter: symbol
In: path, required
Type: string ^[A-Za-z0-9.:-]{1,32}$
Notes: Company symbol; normalized to uppercase.

Parameter: date
In: query
Type: date, YYYY-MM-DD
Notes: Valid calendar date (YYYY-MM-DD). from must be on or before to.

Parameter	In	Type	Notes
`symbol`	path, required	string `^[A-Za-z0-9.:-]{1,32}$`	Company symbol; normalized to uppercase.
`date`	query	date, `YYYY-MM-DD`	Valid calendar date (YYYY-MM-DD). from must be on or before to.

Credits: 50 (bulk x2)
Plans: Basic, Desk, Enterprise

GET /v1/options/{symbol}/chain50 credits

Option calls and puts for a specified expiry. Reads the existing dataset service and needs a key on an account with a plan; every plan reads every live dataset in full. Cached market reads can refresh their source data. Unknown, empty and repeated parameters are rejected. History and coverage metadata are null when the stored service cannot establish them.

Parameter: symbol
In: path, required
Type: string ^[A-Za-z0-9.:-]{1,32}$
Notes: Company symbol; normalized to uppercase.

Parameter: expiry
In: query, required
Type: date, YYYY-MM-DD
Notes: Valid calendar date (YYYY-MM-DD). from must be on or before to.

Parameter	In	Type	Notes
`symbol`	path, required	string `^[A-Za-z0-9.:-]{1,32}$`	Company symbol; normalized to uppercase.
`expiry`	query, required	date, `YYYY-MM-DD`	Valid calendar date (YYYY-MM-DD). from must be on or before to.

Credits: 50 (bulk x2)
Plans: Basic, Desk, Enterprise

GET /v1/options/{symbol}/gamma50 credits

Retained dealer gamma positioning for one expiry. Reads the existing dataset service and needs a key on an account with a plan; every plan reads every live dataset in full. Cached market reads can refresh their source data. Unknown, empty and repeated parameters are rejected. History and coverage metadata are null when the stored service cannot establish them.

Parameter: symbol
In: path, required
Type: string ^[A-Za-z0-9.:-]{1,32}$
Notes: Company symbol; normalized to uppercase.

Parameter: expiry
In: query, required
Type: date, YYYY-MM-DD
Notes: Valid calendar date (YYYY-MM-DD). from must be on or before to.

Parameter	In	Type	Notes
`symbol`	path, required	string `^[A-Za-z0-9.:-]{1,32}$`	Company symbol; normalized to uppercase.
`expiry`	query, required	date, `YYYY-MM-DD`	Valid calendar date (YYYY-MM-DD). from must be on or before to.

Credits: 50 (bulk x2)
Plans: Basic, Desk, Enterprise

Meta fields

Field: dataset
Here: The dataset id
In the example: "options"

Field: asOf
Here: The observation date established by the service; otherwise null
In the example: null

Field: source
Here: Attribution and usage terms of each source
In the example: 3 sources

Field: historyStarts
Here: Earliest stored history when established by the service; otherwise null.
In the example: null, not stated yet

Field: coverage
Here: Service-established coverage; null when unavailable.
In the example: null

Field: lastUpdated
Here: The source update time established by the service; otherwise null
In the example: null

Field	Here	In the example
`dataset`	The dataset id	`"options"`
`asOf`	The observation date established by the service; otherwise null	null
`source`	Attribution and usage terms of each source	3 sources
`historyStarts`	Earliest stored history when established by the service; otherwise null.	null, not stated yet
`coverage`	Service-established coverage; null when unavailable.	null
`lastUpdated`	The source update time established by the service; otherwise null	null

Sources

Source: Exchange and market data providers
Usage terms: Use subject to Gloom Datasets terms

Source: Exchange and market data providers
Usage terms: Use subject to Gloom Datasets terms

Source: Public economic rate publications
Usage terms: Use subject to Gloom Datasets terms

Source	Usage terms
Exchange and market data providers	Use subject to Gloom Datasets terms
Exchange and market data providers	Use subject to Gloom Datasets terms
Public economic rate publications	Use subject to Gloom Datasets terms

Errors

These routes can answer 400, 401, 402, 403, 404, 429, 503. See Errors for the codes.

Gloom Datasets reads stored data only: a call never starts a collection.