Options
Option expiration dates, option chain data, individual option quotes, unusual flow detection, put/call ratios, IV rank, max pain, volume analysis, Greeks visualization, and earnings straddle pricing.
Get option expiration dates
Retrieve all available option expiration dates for a given contract, including days until expiration for each date.
Parameters
| Name | Type | Description |
|---|---|---|
| code * path | string | Contract code in SYMBOL_EXCHANGE format. Use GET /market/exchanges/{symbol} to find available exchanges. |
Responses
curl -X GET "https://api.apps.myallies.com/v1/options/AAPL_NASDAQ/expirations" \
-H "X-Api-Key: YOUR_API_KEY" \
-H "Content-Type: application/json"{
"success": true,
"data": {
"symbol": "AAPL",
"expirations": [
{
"expirationDate": "2026-03-21",
"daysToExpiration": 4
},
{
"expirationDate": "2026-03-28",
"daysToExpiration": 11
},
{
"expirationDate": "2026-04-17",
"daysToExpiration": 31
},
{
"expirationDate": "2026-06-19",
"daysToExpiration": 94
}
]
},
"error": null,
"meta": {
"requestId": "req_b1c2d3",
"timestamp": "2026-03-17T10:08:00Z",
"version": "v1"
}
}terminal Try It
expand_moreGet option chain
Retrieve option chain data for a contract at a specific expiration date. Filter by option type (Call or Put). Returns strike prices, last price, bid/ask, change, and in-the-money status.
Parameters
| Name | Type | Description |
|---|---|---|
| code * path | string | Contract code in SYMBOL_EXCHANGE format. Use GET /market/exchanges/{symbol} to find available exchanges. |
| expiry query | string | Expiration date in yyMMdd format (e.g., 260320) |
| right query | string | Option type: C (Call) or P (Put) CP Default: C |
Responses
curl -X GET "https://api.apps.myallies.com/v1/options/AAPL_NASDAQ/chain?expiry=260320" \
-H "X-Api-Key: YOUR_API_KEY" \
-H "Content-Type: application/json"{
"success": true,
"data": {
"symbol": "AAPL",
"expiry": "260320",
"right": "C",
"items": [
{
"strike": 170,
"last": 9.2,
"bid": 9.1,
"ask": 9.3,
"change": 0.45,
"changePercent": 5.14,
"inTheMoney": true
},
{
"strike": 175,
"last": 5.4,
"bid": 5.3,
"ask": 5.5,
"change": 0.3,
"changePercent": 5.88,
"inTheMoney": true
},
{
"strike": 180,
"last": 2.1,
"bid": 2,
"ask": 2.2,
"change": -0.15,
"changePercent": -6.67,
"inTheMoney": false
},
{
"strike": 185,
"last": 0.65,
"bid": 0.6,
"ask": 0.7,
"change": -0.1,
"changePercent": -13.33,
"inTheMoney": false
}
]
},
"error": null,
"meta": {
"requestId": "req_e4f5g6",
"timestamp": "2026-03-17T10:09:00Z",
"version": "v1"
}
}terminal Try It
expand_moreGet option contract quote
Retrieve a real-time quote for a specific option contract. Includes bid/ask, mark price, strike distance, return on risk, in-the-money status, and break-even price.
Parameters
| Name | Type | Description |
|---|---|---|
| code * path | string | Contract code in SYMBOL_EXCHANGE format. Use GET /market/exchanges/{symbol} to find available exchanges. |
| expiry * query | string | Expiration date (yyyy-MM-dd format) |
| strike * query | number | Strike price |
| right query | string | Option type: C (Call) or P (Put) CP Default: P |
Responses
curl -X GET "https://api.apps.myallies.com/v1/options/AAPL_NASDAQ/quote?expiry=2026-04-17&strike=170" \
-H "X-Api-Key: YOUR_API_KEY" \
-H "Content-Type: application/json"{
"success": true,
"data": {
"symbol": "AAPL",
"expiration": "2026-04-17",
"strike": 170,
"right": "Put",
"lastPrice": 2.35,
"bid": 2.3,
"ask": 2.4,
"midPrice": 2.35,
"markPrice": 2.34,
"change": -0.15,
"changePercent": -6,
"strikeAwayPercent": 4.78,
"returnPercent": 1.38,
"inTheMoney": false,
"breakEven": 167.65,
"underlyingPrice": 178.5
},
"error": null,
"meta": {
"requestId": "req_oq1t2",
"timestamp": "2026-03-23T15:30:01Z",
"version": "v1"
}
}terminal Try It
expand_moreDetect unusual options activity
Analyzes volume changes, IV/HV divergence, and put/call skew to flag unusual options activity. Returns signals when significant flow is detected.
Parameters
| Name | Type | Description |
|---|---|---|
| code * path | string | Contract code (SYMBOL_EXCHANGE, e.g. AAPL_NASDAQ) |
Responses
curl -X GET "https://api.apps.myallies.com/v1/options/AAPL_NASDAQ/flow" \
-H "X-Api-Key: YOUR_API_KEY" \
-H "Content-Type: application/json"terminal Try It
expand_moreGet put/call ratio
Put/call ratio and related volume data including open interest and volume change.
Parameters
| Name | Type | Description |
|---|---|---|
| code * path | string | Contract code (SYMBOL_EXCHANGE, e.g. AAPL_NASDAQ) |
Responses
curl -X GET "https://api.apps.myallies.com/v1/options/AAPL_NASDAQ/put-call-ratio" \
-H "X-Api-Key: YOUR_API_KEY" \
-H "Content-Type: application/json"terminal Try It
expand_moreGet IV rank / percentile
Compares current implied volatility against historical volatility to determine IV rank.
Parameters
| Name | Type | Description |
|---|---|---|
| code * path | string | Contract code (SYMBOL_EXCHANGE, e.g. AAPL_NASDAQ) |
Responses
curl -X GET "https://api.apps.myallies.com/v1/options/AAPL_NASDAQ/iv-rank" \
-H "X-Api-Key: YOUR_API_KEY" \
-H "Content-Type: application/json"terminal Try It
expand_moreCalculate max pain
Calculate the max pain strike price for a given expiration -- the strike where option writers have minimum loss.
Parameters
| Name | Type | Description |
|---|---|---|
| code * path | string | Contract code (SYMBOL_EXCHANGE, e.g. AAPL_NASDAQ) |
| expiry * query | string | Expiration date (yyyy-MM-dd) |
Responses
curl -X GET "https://api.apps.myallies.com/v1/options/AAPL_NASDAQ/max-pain?expiry=2026-04-17" \
-H "X-Api-Key: YOUR_API_KEY" \
-H "Content-Type: application/json"terminal Try It
expand_moreGet options volume analysis
Options volume, open interest, and comparison to underlying stock volume.
Parameters
| Name | Type | Description |
|---|---|---|
| code * path | string | Contract code (SYMBOL_EXCHANGE, e.g. AAPL_NASDAQ) |
Responses
curl -X GET "https://api.apps.myallies.com/v1/options/AAPL_NASDAQ/volume" \
-H "X-Api-Key: YOUR_API_KEY" \
-H "Content-Type: application/json"terminal Try It
expand_moreGet options Greeks data
Strike-by-strike premium analysis with Greeks visualization. Includes put-sell scoring for premium sellers.
Parameters
| Name | Type | Description |
|---|---|---|
| code * path | string | Contract code (SYMBOL_EXCHANGE, e.g. AAPL_NASDAQ) |
| expiry * query | string | Expiration date (yyyy-MM-dd) |
| right query | string | Option type: C (Call) or P (Put) Default: P |
Responses
curl -X GET "https://api.apps.myallies.com/v1/options/AAPL_NASDAQ/greeks?expiry=2026-04-17" \
-H "X-Api-Key: YOUR_API_KEY" \
-H "Content-Type: application/json"terminal Try It
expand_moreGet earnings straddle pricing
Expected move around an upcoming earnings event. Calculates ATM straddle cost, expected move percentage, and includes supply-chain-based earnings prediction when available.
Parameters
| Name | Type | Description |
|---|---|---|
| code * path | string | Contract code (SYMBOL_EXCHANGE, e.g. AAPL_NASDAQ) |
Responses
curl -X GET "https://api.apps.myallies.com/v1/options/AAPL_NASDAQ/earnings-straddle" \
-H "X-Api-Key: YOUR_API_KEY" \
-H "Content-Type: application/json"terminal Try It
expand_moreGet expected move across expirations
Derives 1-sigma and 2-sigma expected price ranges from implied volatility and ATM straddle pricing across the nearest 4 expirations. Each point includes DTE, one-sigma dollar/percent move, two-sigma move, straddle price, and upper/lower price bounds.
Parameters
| Name | Type | Description |
|---|---|---|
| code * path | string | Contract code (SYMBOL_EXCHANGE, e.g. AAPL_NASDAQ) |
Responses
curl -X GET "https://api.apps.myallies.com/v1/options/AAPL_NASDAQ/expected-move" \
-H "X-Api-Key: YOUR_API_KEY" \
-H "Content-Type: application/json"terminal Try It
expand_moreGet historical earnings move
Historical actual stock price change around past earnings events (up to 12 quarters). Returns average/median absolute move, EPS beat rate, and per-event EPS actual vs estimate with direction and price before/after.
Parameters
| Name | Type | Description |
|---|---|---|
| code * path | string | Contract code (SYMBOL_EXCHANGE, e.g. AAPL_NASDAQ) |
Responses
curl -X GET "https://api.apps.myallies.com/v1/options/AAPL_NASDAQ/earnings-move-history" \
-H "X-Api-Key: YOUR_API_KEY" \
-H "Content-Type: application/json"terminal Try It
expand_moreGet open interest distribution
Open interest distribution by strike for a given expiration. Flags strikes with significant OI concentration (>2x average) and returns total call/put OI plus put/call OI ratio.
Parameters
| Name | Type | Description |
|---|---|---|
| code * path | string | Contract code (SYMBOL_EXCHANGE, e.g. AAPL_NASDAQ) |
| expiry * query | string | Expiration date (yyyy-MM-dd) |
Responses
curl -X GET "https://api.apps.myallies.com/v1/options/AAPL_NASDAQ/oi-distribution?expiry=2026-04-17" \
-H "X-Api-Key: YOUR_API_KEY" \
-H "Content-Type: application/json"terminal Try It
expand_moreBlack-Scholes option pricing calculator
Compute theoretical option price and all Greeks for given inputs. No market data lookup required — purely mathematical. Useful for what-if analysis, strategy planning, and educational purposes.
Responses
curl -X POST "https://api.apps.myallies.com/v1/options/calculator" \
-H "X-Api-Key: YOUR_API_KEY" \
-H "Content-Type: application/json" \
-d '{
"underlyingPrice": 150,
"strike": 145,
"daysToExpiration": 30,
"impliedVolatility": 35,
"right": "P"
}'{
"success": true,
"data": {
"theoreticalPrice": 2.1543,
"delta": -0.2874,
"gamma": 0.0312,
"theta": -0.0892,
"vega": 0.1534,
"right": "Put",
"underlyingPrice": 150,
"strike": 145,
"daysToExpiration": 30,
"impliedVolatility": 35,
"riskFreeRate": 5,
"expectedMove": 15.03,
"intrinsic": 0,
"extrinsic": 2.1543
},
"error": null,
"meta": {
"requestId": "req_oc1a1",
"timestamp": "2026-04-14T10:00:00Z",
"version": "v1"
}
}terminal Try It
expand_moreCalculate implied volatility
Solve for implied volatility from a market option price using Newton-Raphson with bisection fallback. Returns the IV that produces the given price under Black-Scholes assumptions.
Responses
curl -X POST "https://api.apps.myallies.com/v1/options/implied-volatility" \
-H "X-Api-Key: YOUR_API_KEY" \
-H "Content-Type: application/json" \
-d '{
"marketPrice": 5.25,
"underlyingPrice": 150,
"strike": 145,
"daysToExpiration": 30,
"right": "C"
}'{
"success": true,
"data": {
"impliedVolatility": 32.45,
"right": "Call",
"marketPrice": 5.25,
"theoreticalPrice": 5.2501,
"underlyingPrice": 150,
"strike": 145,
"daysToExpiration": 30,
"riskFreeRate": 5
},
"error": null,
"meta": {
"requestId": "req_iv1b2",
"timestamp": "2026-04-14T10:00:00Z",
"version": "v1"
}
}