Browse the full
options data catalog.
This page is the browsable index of CuteMarkets endpoints. If you are evaluating the product for options data API, historical workflows, or chain access, start with the guided pages below and use this catalog to inspect the endpoint surface in detail.
Looking beyond options? Explore the official Stocks Data API or preview integrated paper trading on the coming-soon page .
Start here
Use the guided landing pages first, then inspect the endpoint catalog
The commercial landing pages explain which options data objects fit each workflow. This catalog remains the reference map for the full API surface once you know what you need.
Options Data API
Start with the canonical product page for real-time and historical options data.
Evaluation Framework
Use a workflow-first checklist before comparing providers, endpoints, and pricing.
Historical Options Data API
See the historical contracts, quotes, trades, and aggregate workflow for research and backtesting.
Options Backtesting API
Plan the historical sequence from contracts and expirations into quotes, trades, and aggregates.
Backtest Realism Checker
Score stale-contract risk, quote evidence, spread cost, and last-price dependence before trusting a result.
Options Slippage Calculator
Turn bid/ask width, contract count, and fill assumptions into dollar drag and breakeven movement.
Options Liquidity Scanner
Rank contracts by spread quality, volume, open interest, IV, and delta using chain-level analytics.
Put/Call Ratio Dashboard
Segment put/call ratios by volume or open interest and inspect strike-level participation.
Options Chain Visualizer
Inspect IV smile, bid/ask spread by strike, volume versus open interest, and chain heatmaps.
0DTE Options Data API
Build same-day workflows with expiration validation, chain snapshots, quote freshness, and fill checks.
Options Chain API
Go straight to the chain-specific page for expirations, strike discovery, and chain snapshots.
Options Contracts API
Discover OCC symbols and historical as_of contract universes before requesting market data.
Options Implied Volatility API
Use IV and Greeks together for skew tools, screeners, and risk dashboards.
Options API Python
Turn contracts, chains, quotes, trades, and expirations into Python research scripts.
AAPL Options Data API
Build ticker-specific Apple options workflows with chains, quotes, trades, Greeks, and expirations.
NVDA Options Data API
Use NVDA chains, contracts, quotes, trades, and IV context for high-activity scanners.
TSLA Options Data API
Inspect Tesla expirations, chains, quote quality, trades, Greeks, and historical contracts.
IWM Options Data API
Build small-cap ETF options workflows with listed expirations, quote gates, OI, and chain state.
TLT Options Data API
Inspect rates-sensitive ETF options with duration context, IV, Greeks, spreads, and listed dates.
Expiration Data Workflow
Move from calendar context into listed-expiration validation before querying chains or contracts.
Weekly Options Classification API
Classify expiration dates as weekly, monthly, quarterly, or LEAPS before querying chains.
Expiration Date Filters API
Use exact and range expiration filters correctly, including inclusive and exclusive boundaries.
Expiring Stock Options List
Choose the 2026 stock and ETF option underlyings first, then fetch listed dates before querying contracts.
TSLA Weekly Expiration Dates
Use TSLA weekly expiration tables and listed-date validation before building Tesla option chains.
Options Aggregates API Guide
Detailed guide for OHLC bars, VWAP, missing intervals, dashboards, and backtesting workflows.
Put/Call Ratio API
Build options sentiment scanners from chain volume, open interest, and expiration buckets.
Option Contract Snapshot
Understand the single-contract snapshot object before wiring quote, trade, Greek, and OI fields into a UI.
Quotes vs Trades
Separate bid/ask quote state from executed prints when validating fills or building a timeline.
Aggregates vs Quotes
Use OHLC bars for price history and quote history for executable bid/ask evidence.
Open Interest in Options Data
Use open interest as standing positioning context without confusing it for same-day volume.
Last Price Backtesting Risk
Avoid stale last-price fills by checking quotes, trades, and liquidity around each modeled entry.
Endpoint Coverage Matrix
Map chains, contracts, expirations, quotes, trades, aggregates, snapshots, and Greeks to workflows.
API Cost Calculator
Estimate request volume for scanners, dashboards, quote windows, trade windows, and backtests.
Vendor Checklist
Evaluate providers across historical contracts, quote history, trades, bars, docs, limits, and pricing.
Real-time snapshots
Chain and contract snapshots pull live pricing, Greeks, and open interest from every U.S. options exchange in a single request. No polling multiple endpoints or stitching data yourself.
Greeks & IV out of the box
Delta, Gamma, Theta, Vega, and Implied Volatility are computed and returned alongside every snapshot. Skip the Black-Scholes implementation, query what your strategy needs directly.
Nanosecond precision
Trade and quote timestamps carry nanosecond SIP and participant times, giving you the resolution needed for microstructure analysis, execution quality studies, and detailed backtests.
Server-side indicators
SMA, EMA, MACD, and RSI are computed on the server across any timespan and window. Fetch indicator values directly, no local data pipeline, no math library to maintain.
Full chain & single-contract snapshots
Atomic, point-in-time views across the options universe. Greeks, implied volatility, open interest, the latest quote and trade, all in a single request.
Option Chain
RESTEvery listed contract for an underlying with Delta, Gamma, Theta, Vega, IV, open interest, and the latest quote and trade. One request covers the full chain.
- Greeks & IV
- Open interest
- Live quote + trade
- Underlying price
Contract Snapshot
RESTZoom into one contract by underlying + OCC ticker. Same rich payload as the chain, useful for monitoring a single leg or validating a strike before trading.
- Greeks & IV
- Day stats (OHLC)
- NBBO quote
- Fair market value
Reference data for listed options
Look up the full universe of U.S.-listed options contracts. Filter by underlying, expiration, strike, type, and exercise style, or fetch a single contract by its OCC ticker.
List Contracts
RESTScan the full options universe or narrow with expiration, strike, contract type, and underlying filters. Pagination via limit, sort, and order.
- Exercise style
- CFI classification
- Shares per contract
- Corporate actions
Contract Detail
RESTFetch a single contract by OCC ticker. Supports historical as-of lookups so you can reconstruct contract specifications for any past date.
- As-of date query
- Full OCC reference data
- Split / merger adjustments
Tick-level trade history
Every print from every U.S. options exchange with nanosecond SIP timestamps, exchange IDs, condition codes, and sequence numbers.
Historical Trades
RESTQuery trade ticks by timestamp range, sort order, and limit. Up to 50,000 rows per request. Full OPRA condition codes and sequence numbers included.
- Nanosecond SIP time
- Exchange & tape ID
- Condition codes
- Up to 50k rows
Last Trade
RESTCompact last-sale object for any contract, price, size, exchange, nanosecond timestamp, and condition codes in a lightweight response.
- Price & size
- Nanosecond SIP time
- Condition codes
- Sequence number
National Best Bid and Offer history
Full NBBO quote tape for any contract: bid and ask prices, sizes, exchange identifiers, and nanosecond SIP timestamps. Available on Expert and Commercial plans.
OHLC bars at every timespan
Open, high, low, close, volume, and VWAP aggregates built from qualifying trades in Eastern Time. Three flavors: a custom date range, a single calendar day with extended-hours prices, and the previous session.
Custom Range Bars
RESTRequest any bar width, minute, hour, day, week, month, quarter, or year, across any date range. Split-adjusted by default. VWAP and trade count included per bar.
- Any multiplier & timespan
- VWAP per bar
- Split-adjusted
- Up to 50k base bars
Daily Open & Close
RESTSingle-date OHLC snapshot including pre-market open and after-hours close when available. Useful for daily P&L, historical snapshots, and extended-hours context.
- Regular session OHLC
- Pre-market price
- After-hours close
- Volume
Previous Day Bar
RESTPrior trading session's daily OHLC bar. Fast baseline lookup, no date range required. Great for daily reports and comparing live prices to yesterday's close.
- Prior session OHLC
- VWAP & trade count
- Split-adjusted
- Ticker echo
Server-side technical indicators
CuteMarkets computes SMA, EMA, MACD, and RSI on the server across any timespan and window. No local math, no data pipeline, query the result directly.
Simple Moving Average
RESTN-period SMA over any timespan and series type. Returns timestamped value pairs, plug straight into a chart.
- Any window & timespan
- series_type param
- expand_underlying
- Up to 1000 points
Exponential Moving Average
RESTEMA weights recent bars more heavily for faster trend detection. Same parameters as SMA, swap the URL path.
- Any window & timespan
- Reacts faster to price
- expand_underlying
- Up to 1000 points
MACD
RESTFull MACD output: value, signal, and histogram per bar. Configure short_window, long_window, and signal_window independently.
- MACD + signal + histogram
- Configurable windows
- Any timespan
- expand_underlying
Relative Strength Index
REST0–100 momentum oscillator. Standard 14-period or any custom lookback. Spot overbought and oversold conditions without any local computation.
- Any window
- Any timespan
- series_type param
- expand_underlying
Ticker search & expiration calendars
Utility endpoints for building UIs. Search underlying symbols by name or ticker prefix, and fetch the full list of available expiration dates for any underlying.
Ticker Search
RESTAutocomplete underlying equity symbols by partial query. Returns symbol and company name, ideal for search inputs in trading dashboards.
- Symbol autocomplete
- Company name
- Filterable by query
Expiration Dates
RESTAll available expiration dates for any underlying. Use it to populate expiry pickers and avoid requesting dates with no listed contracts.
- All listed expirations
- ISO 8601 format
- Instant lookup
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