0DTE options data API

0DTE Options Data API for same-day chains, quote freshness, and short-dated workflows

CuteMarkets supports short-dated options workflows by pairing listed expiration checks with chain snapshots, contract snapshots, quote history, trade history, Greeks, IV, and open interest.

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Real-time snapshotsHistorical contractsQuotes & tradesAggregates & expirations

Why teams use it

What 0DTE options data workflows need

Listed same-day expirations

Check the actual expiration list before requesting a same-day chain for SPY, QQQ, or another active underlying.

Fresh quote context

Inspect bid/ask timing, spread, and quote size before using midpoint assumptions.

Greeks and IV

Read delta, gamma, theta, vega, and implied volatility directly inside chain and snapshot responses.

Open interest filters

Rank short-dated contracts by participation before requesting deeper quote or trade history.

Single-contract drilldowns

Fetch one selected 0DTE contract with pricing, risk, latest quote, latest trade, and underlying context.

Fill-quality evidence

Pair quote history with trade prints when testing fast intraday entries and exits.

Use cases

What you can build with this options data API

0DTE scanners

Filter same-day chains by delta, spread, open interest, IV, and recent quote state.

Risk dashboards

Show gamma, theta, and expiration concentration for contracts that expire today.

Execution checks

Compare modeled fills against quote windows and recent prints.

Expiry-aware UIs

Disable invalid same-day dates by asking the expiration endpoint first.

Developer examples

Two code paths teams usually need first

same-day expiration then chain

curl "https://api.cutemarkets.com/v1/tickers/expirations/SPY/" \
  -H "Authorization: Bearer YOUR_API_KEY"

curl "https://api.cutemarkets.com/v1/options/chain/SPY/?expiration_date=2026-04-17&limit=100" \
  -H "Authorization: Bearer YOUR_API_KEY"

0dte quote window

curl "https://api.cutemarkets.com/v1/options/quotes/O:SPY260417C00500000/?timestamp.gte=2026-04-17T13:30:00Z&timestamp.lt=2026-04-17T20:00:00Z&limit=500" \
  -H "Authorization: Bearer YOUR_API_KEY"

Evaluate and compare

Why chain snapshots alone are not enough

Focused endpoint pages are useful because most teams do not evaluate an options data API in the abstract. They evaluate one workflow first, then expand into chains, contracts, quotes, trades, and expirations.

Options chain API

Use chain snapshots as the first surface for same-day contract scanning.

Options expiration API

Fetch listed dates first to avoid invalid same-day requests.

Endpoint coverage matrix

Map 0DTE workflows to chains, snapshots, quotes, trades, Greeks, and OI.

Docs to open next

Relevant API docs

Expirations docs

Confirm listed same-day expirations before requesting a chain.

Option Chain docs

Inspect full-chain snapshots with Greeks, IV, open interest, quotes, and trades.

Quotes docs

Review NBBO-style quote history for spread analysis and execution-quality filters.

Tutorials and research

Backtest options without stale contracts

See why contract discovery with historical dates matters before a backtest is trusted.

Why option quotes beat last price

Understand bid/ask context, last-sale gaps, and quote-aware research workflows.

Quote-aware options fills

A research-to-product bridge from the CuteMarkets backtesting work.

FAQ

Common questions about this options data API

Does a 0DTE workflow start from the chain or the expiration list?

Start from the expiration list. Once you know the same-day date is listed for the underlying, request the chain and then drill into quotes, trades, or snapshots for selected contracts.

Does CuteMarkets provide both real-time and historical options data?

Yes. CuteMarkets supports real-time snapshots and historical workflows across contracts, trades, quotes, aggregates, and expirations, with plan-specific live or delayed access.

Do you provide quotes, trades, and historical contracts?

Yes. The platform includes contracts, chain snapshots, contract snapshots, trade history, quote history, aggregates, and expiration lookups for U.S.-listed options.

Do you provide the earnings calendar too?

CuteMarkets provides the options data layer. Earnings timing should come from a dedicated earnings calendar source that you combine with the options data.

Build 0DTE tools with expiry validation first

Fetch listed expirations, request the same-day chain, then use quotes and trades to keep fast workflows grounded in observable markets.