Options Analysis Suite

Get the user's FFT (Fast Fourier Transform) scanner results — characteristic function-based option pricing signals across multiple models and expirations. Shows which models detected opportunities, calibration quality, and pricing anomalies. Each position's per-model Greeks are the pricer's raw output for one share of one contract, not sized by quantity or the 100 multiplier and not signed by long or short: delta and gamma as usual, vega and rho per 1.00 change (100x a per-1% figure), and theta per year in the mathematical direction, the opposite sign of the usual daily decay figure: the web a…

Get company fundamentals: market cap, P/E ratio, EPS, revenue, profit margins, dividend yield, beta, sector, and industry. Useful for assessing whether an options strategy aligns with the fundamental picture. Default response returns compact company metadata, curated TTM ratios/key metrics, and one summarized recent statement entry per financial statement. It also returns `valuation`: `peers`, the trailing P/E beside the company's sector's and industry's P/E among the companies listed on its own exchange (NYSE, NASDAQ and AMEX only) with `premiumPct` for each, and `marketCap`, the latest marke…

Get historical options Greeks (delta, gamma, theta, vega) for a symbol. Shows how sensitivity profiles and dealer hedging pressure have shifted over time. Large windows return a compact recent/trend summary by default. Where the answer carries provenance, fetchedAt is the close (16:00 New York) of the newest session in it, the time the data describes, not when it was imported; receivedAt is when the proxy answered.

Get insider trading activity for a company. Use scope="market" for filings across companies; get_sec_filings for other SEC filings. Reads stored data; no broker credential needed. Default response focuses on purchases and sales (Form 4 codes P and S, made on the open market or privately: the code alone does not say which, though a filing's footnotes sometimes do), groups repeated filing rows into event-level summaries, and summarizes awards/exercises/tax withholding separately: `summary` counts the purchases and sales among the company's newest filing lines on file (up to 500; `summary.period`…

Get a company's (or an ETF's) institutional ownership from quarterly Form 13F filings: who owns it among investment managers and how that changed. For the newest quarter on file: `institutions` (managers holding shares), `shares`, `reportedValue`, `pctOfMarketCap` (the reported value over the market cap on file within a week before the quarter end, `marketCapDate`; `marketCapSharedWith` and `marketCapNote` when another security of the company, the same issuer number and name on file, carries about the same market cap, so it is likely the company's whole market cap), `changeFromPriorQuarter`, `…

Get one session's LIVE intraday bars (1, 5, 15 or 30 minutes) for a stock, ETF or index from the broker credential stored on your Options Analysis Suite account, with the session VWAP and its one-standard-deviation band, a session summary (open, high, low, close, volume) and any Stock Charts indicators asked for, computed on the same bars. This is the only tool with intraday price bars and a session VWAP; get_stock_prices is end-of-day bars, and get_live_quote is the quote now with the session range but no bars. Requires a broker credential saved to the account under Account -> Broker -> Store…

Get historical implied volatility (IV) and historical volatility (HV) for a stock or ETF. Shows how option-implied expected moves and realized moves have evolved. High IV relative to HV suggests options are expensive; low IV relative to HV suggests options are cheap. Large windows return a compact recent/trend summary by default. Where the answer carries provenance, fetchedAt is the close (16:00 New York) of the newest session in it, the time the data describes, not when it was imported; receivedAt is when the proxy answered.

Get the IV surface/skew across strikes and expirations for a symbol. End-of-day data from the most recent session on file by default; `date` in the result is the session it describes and is authoritative (the equity import usually lands in the early hours US Eastern, so in the evening this is usually the previous session, and it can be older when an import is late). Set `date` to read a specific session, as get_options_chain does; for a symbol whose ticker has changed (FB to META), a date before the change reads the history under the ticker of that day here and the requested ticker's rows in g…

Get LIVE dealer positioning (GEX, gamma exposure) for one symbol, computed in real time from the broker credential stored on your Options Analysis Suite account: net GEX and DEX, net vega, vanna, charm and vomma, the repriced gamma flip, the call wall and put wall, a gamma magnet, gamma concentration, a dealer regime (normally the sign of net gamma at spot; net GEX is the fallback with fewer than two gamma-bearing strikes or no recognized regime, and the flip side does not determine it) and per-strike rows near spot. For the most recent session on file (0-60 days), free and without a broker, u…

Get a LIVE options chain for one expiration, fetched in real time from the broker credential stored on your Options Analysis Suite account; on moomoo, option quotes are real time only once the moomoo account holds assets or a US position, and until then may be about 15 minutes delayed with nothing in the data saying so. This is the only tool with intraday option-chain prices; for end-of-day prices from the most recent session on file use get_options_chain. No end-of-day fallback is made here: a broker that cannot answer is reported as a failure, with whether retrying can help. get_regime with …

Get a LIVE quote for one underlying (a stock, ETF or index such as SPX or VIX), fetched in real time from the broker credential stored on your Options Analysis Suite account (`provider` names the broker): last, bid, ask, bid and ask sizes, mid, the broker's mark, the session's open, high and low, the previous close, volume, the broker's quote and trade times, and the day change (`change` and `changePercent`: the broker's own, or computed against the previous close; `changeBasis` says which). This is the only tool with the underlying's current quote and session range; get_live_options_chain rep…

Get market calendar events by type. Each type has its own default date window, shaping, and optional filters: • type="economic" - upcoming macro events (FOMC, CPI, NFP, GDP, etc.) that move options vol. Default from=today, to=30d ahead, with a maximum 90-day date range. Supports country (e.g. US, EU, UK). The default view focuses on higher-signal catalysts. • type="ipo" - upcoming and recent public listings. Default from=30d ago, to=60d ahead, limit=50. Optional symbol filter applied after fetch. • type="dividend" - cash dividend events (ex-date, record date, payment date). Default from=7d ag…

Get recent news headlines for a stock. Useful for understanding catalysts behind price or volatility moves, and for assessing event risk before entering an options position. Default response relevance-ranks the latest raw feed against the company profile and suppresses filing-style ownership updates when stronger catalyst news is available.

Get daily end-of-day options analytics snapshots for a symbol - historical trend data going back years. Covers ATM IV, HV, IV rank/percentile, VWIV, skew, GEX/DEX/VEX, net vanna/charm/vomma, put/call ratio, max pain, the 30-day expected move (`expectedMove30dFraction`, a decimal fraction of spot: 0.018 = 1.8%), term structure, and risk-free rate. Best for trend analysis over time. The GEX and DEX here are over ALL expirations on file, while get_dealer_positioning reports the 0-60 day window, so the two differ for the same session and neither is wrong. Long-dated contracts carry large delta, so…

Get the end-of-day options chain snapshot from the most recent session on file by default. Default view summarizes expirations, ATM term structure, skew, and representative near-money contracts across the curve while avoiding same-day expiry noise when later expirations exist; set date to query a specific session. This data is end-of-day from the most recent session on file, NOT live; `date` in the result is the session it describes and is authoritative (the equity import usually lands in the early hours US Eastern, so in the evening this is usually the previous session, and it can be older wh…

Get the end-of-day options snapshot for a symbol: spot, max pain, net GEX and DEX, the ATM IV term structure (7/30/90 day), IV rank and percentile, historical vol, put-call ratio, volume and open interest. Pass several comma-separated symbols (up to 50) to compare their headline metrics in ONE request instead of calling this repeatedly: each row carries spot, ATM IV, IV rank and percentile, 20- and 60-day realized vol, IV minus each realized vol (`ivMinusHv20d`, `ivMinusHv60d`, the raw volatility risk premium), the 30-day expected move, net GEX and DEX, the 25-delta skew, put/call ratio, volum…

Get background information about the Options Analysis Suite platform - the 17 available pricing models (10 vanilla + 7 exotic), the 17 Greeks computed across them, and platform capabilities. Call this when you need context about the platform to give better answers.

Get Treasury rate data. Pick the view that matches the question: • view="benchmark" — one Treasury rate. With no params, the 10-year yield: the platform's benchmark, which Portfolio Theory's CAPM pairs with the equity risk premium. Options are NOT priced at it: the platform prices each option at the Treasury rate matched to its own expiration. For that rate pass tenorYears (the maturity in years; 0.08 is a month): the answer is the series at or above it (1M to 30Y), named, the rate the platform prices an option of that maturity at. If that series cannot be read, the answer is the 3-month seri…

Get regime data at one of six scopes. Pick the scope that fits the question: market, symbol, intraday, volatility, sectors or cot. scope="market": the MARKET COMPOSITE stress regime, an aggregate of SPY, QQQ, IWM and DIA (not per-symbol): stress score, a Calm-to-Crisis label, confidence, drivers and feature z-scores, the latest by default or one `date`; without `date`, the composite's own newest intraday scan is preferred when its market date is the same as or later than the daily row's (`scanSource` says which), and a symbol's scans of the current session are scope="intraday". scope="symbol":…

Get the calibrated parameters and fit quality for the eight pricing models (Black-Scholes, Heston, SABR, Variance Gamma, Merton, Kou, Bates, eSSVI) for one symbol. Answers "what parameters were fitted, and how well did each model fit" - use get_regime instead for which market regime a symbol is in, which is a different question and a different dataset. Returns each model's latest parameters with its IV RMSE, and a price RMSE for every model except eSSVI, which is fitted on the implied-volatility surface and stores none (priceRmse is null there by design, not a failed fit), plus a short error h…

Get recent SEC EDGAR filings for a symbol. Useful for finding 10-K, 10-Q, 8-K, proxy, insider, offering, merger and activist filings with direct SEC URLs. Default response returns a compact filing list with dates, form types, descriptions, accession numbers, and filing links, plus `dealFlags`: `merger`, the newest merger, tender offer or going-private filing (S-4, F-4, 425, merger proxies, SC TO-T, SC 14D9, SC 13E3) within 120 days, and `offering`, the newest shelf registration (S-3, F-3) or securities offering (424B prospectus) within 30 days, each with what it is, its EDGAR link, the other c…

Get FINRA short-side data for a symbol. Two related but distinct series: • type="volume" — DAILY short-volume activity. Compact summary-first view (latest day + trailing averages + recent-trend flag) by default. • type="interest" — BIWEEKLY short-interest settlement reports (position-based, not flow-based). Compact summary-first view (latest settlement + trailing averages + rising/falling trend) by default. Short-percent-of-float is enriched from the company profile when the FINRA feed omits it. Symbol is required for both.

Get the user's synced snapshot history by type. Price or stress type="strategy" with compute_scenario by its `strategyKey`, without retyping legs. No broker call. • type="gex" - per-symbol Gamma Exposure snapshots. REQUIRED: `symbol`. The 3 most recent (no dedupe: back-to-back records can be near-duplicates), with the per-expiration breakdown, call/put walls, gamma flip, gamma magnet, unusual activity, expected move, and raw vs in-wall visible combo-strike counts. • type="portfolio" - account-wide portfolio snapshots with market-scaled raw Greeks: first-order delta, gamma, theta/day, vega/1% …

Get historical OHLCV price data for a stock or ETF with a compact trend summary plus the requested daily bars. Each bar's `confirmed` is true when a verified price-history snapshot stands behind it and false when none does yet, which is the case for most symbols until their history has been verified; the price is the stored price either way, and `unconfirmedSessions` counts the false ones. It is null for an index, future or crypto symbol, which carry no confirmation, and for every bar when the symbol's history state could not be read (`historyState` null), which means unknown, not unconfirmed.…

Get per-symbol stock split history synced into the platform. Useful for checking historical split ratios and labels when reconciling price history, options deliverables, or unusual chart moves.

Get SEC Regulation SHO threshold-list history for a symbol with a compact status summary by default. Highlights whether the symbol is currently on the list, recently cleared, or only appeared historically in the requested window.

Get current and recent trading halts. Default view condenses duplicate feed rows, prioritizes the latest active halt state, and highlights material recent news/regulatory events.

Query your analysis history with filters. Find specific analyses by greek values, volatility ranges, or other criteria. For example: "analyses where delta > 0.7" or "all Heston runs with IV below 30%". Default view collapses near-identical reruns from the same pricing sweep so the results stay diverse and readable. Only calibrated models (Heston, SABR, jump diffusion, Variance Gamma, Dupire local volatility) and standard Monte Carlo runs are recorded; a Black-Scholes, Black76, Binomial, PDE or exotic-payoff calculation is not, and compute_black_scholes prices one on demand. A newer jump-diffus…

Rank a WATCHLIST of 1 to 50 symbols LIVE by their 25-delta skew and net GEX (gamma exposure), each with its change since the prior session's close, computed in real time from the broker credential stored on your Options Analysis Suite account: the live counterpart of run_screener's end-of-day put-skew board and its dod-change boards for skew and gex (the website's Put Skew Leaders, Biggest Skew Change and Biggest GEX Change), for the symbols you name. Requires a broker credential saved to the account under Account -> Broker -> Stored broker credentials; a broker connected only in the browser o…

Run one of the 16 options-market screeners (plus market-trends and an earnings-calendar view). Choose the screener via the `screener` enum; pass sub-params only for the screener that needs them. Irrelevant sub-params are ignored. • most-active / highest-oi / highest-iv / unusual / gex — main tabs. Use `view` (ticker|contract, default ticker). Support `index` (all|sp500|sp400|sp600|etf). Note: `index=etf` returns rows only in `view=contract`; ticker view's aggregator does not include ETF rows. For `unusual`, the `threshold` param's meaning depends on view: contract view = min volume/OI ratio (…

Scan one expiration of the LIVE options chain, read with the broker credential stored on your Options Analysis Suite account, for candidate trades of one strategy, priced from the broker's current quotes. Requires a broker credential saved to the account under Account -> Broker -> Stored broker credentials; a broker connected only in the browser on the website is not visible to this tool. Each candidate carries its legs' quotes (each leg's `spreadPct` is its bid-ask spread already in percent of the mid: 0.54 is 0.54%, not 54%) and Greeks, its net credit or debit at the mid and at the natural, …