OptionChainIQ combines market overview, trade ideas, volatility screening, unusual activity, strategy analysis, and backtesting with an API for historical option chains, Greeks, IV/HV, OHLCV, signals, and scanner data. Explore opportunities in the dashboard, test the thesis, or use the same captured market data in your own research workflows.
GET /v1/contracts?symbol=SPY&date=2026-05-15 { "symbol": "SPY", "expiration": "2026-06-19", "strike": 540, "type": "call", "bid": 4.20, "ask": 4.35, "delta": 0.42, "iv": 0.218, "open_interest": 18342 }
Use the dashboard to discover setups, compare volatility and liquidity, study unusual activity, evaluate strategies, and test ideas against captured market data.
Overview turns the latest captured data into a practical daily research starting point.
Trade Ideas ranks risk-defined candidates so you can compare structure, probability, pricing, and volatility context.
Market Analysis makes it easier to compare IV Rank, ATM IV, IV/HV, and regime changes across the universe.
The Volatility Screener combines premium, earnings timing, IV context, and strategy structure into actionable research candidates.
Strategy Lab generates and ranks candidates using probability, score, pricing, volatility, liquidity, and directional context.
Strategy Backtesting lets you configure structure, DTE, wings, delta, credit, profit target, and stop loss before reviewing the simulated outcome.
Manual Backtesting gives you direct control over entry date, cost or credit, expirations, strikes, quantities, and option legs.
Explore captured market data in the dashboard or query it from scripts, scanners, notebooks, dashboards, and internal research tools.
Query normalized contracts by symbol, expiration, strike, option type, and capture date.
Pull contract-level Greeks and liquidity fields through one normalized research dataset.
Compare implied and historical volatility regimes across repeated market captures.
Join option-chain records with underlying price and volume context for cleaner research.
Feed ranked signals and scanner outputs into your own workflows.
Inspect market regime, UOA, watchlists, trade ideas, Strategy Lab, and backtesting from the web app.
Track trade theses and positions, then use configurable alerts to stay connected to the setups you are researching.
Start visually in the dashboard or programmatically through the API. Both surfaces use the same captured options data foundation.
Use market overview, volatility screening, UOA, and Trade Ideas to narrow the opportunity set.
Study IV/HV, skew, Greeks, liquidity, probability, and strategy structure before testing a thesis.
Use visual or manual backtesting to compare rules and behavior across historical market regimes.
Power custom scanners, notebooks, internal dashboards, and research models with historical options data.
These pages are built for traders and builders searching for a specific options-data workflow, while keeping the main navigation clean.
Query IV rank, IV percentile, ATM IV, skew, and historical volatility context.
Query captured option chains by symbol, date, run, expiration, strike, and contract fields.
Find risk-defined premium candidates with credit, width, POP, liquidity, and IV context.
Use generated setup candidates as a research queue for spreads and other strategies.
Test rules against historical snapshots, volatility regimes, signals, and chain data.
Try a public endpoint preview without an API key before creating an account.
Starter covers essential visual market research. Pro unlocks advanced analysis, backtesting, scanners, and programmatic data access.
Discover opportunities, analyze volatility and strategy context, test the thesis, and use the historical data API when you want to build your own workflow.