Market data and fundamentals

Options flow, chains and implied volatility

Recorded option flow, gamma positioning, volatility surfaces and delayed expiry chains

5 endpointsFrom 4 credits

Try it

curl "https://api.gloom.sh/v1/options/SPY/surface?date=2026-10-08" \
  -H "Authorization: Bearer $GLOOM_DATASETS_KEY"

import os
import requests

response = requests.get(
    "https://api.gloom.sh/v1/options/SPY/surface?date=2026-10-08",
    headers={"Authorization": f"Bearer {os.environ['GLOOM_DATASETS_KEY']}"},
)
response.raise_for_status()
print(response.json())

const response = await fetch(
  "https://api.gloom.sh/v1/options/SPY/surface?date=2026-10-08",
  { headers: { Authorization: `Bearer ${process.env.GLOOM_DATASETS_KEY}` } },
)
if (!response.ok) throw new Error(await response.text())
console.log(await response.json())

Response

{
  "data": {
    "symbol": "SPY",
    "sessionDate": "2026-10-08",
    "capturedAt": "2026-10-08T16:55:20.000Z",
    "spot": 774.95,
    "payload": {
      "version": 1,
      "symbol": "SPY",
      "spot": 774.95,
      "spotAsOf": "2026-10-08T16:46:00.000Z",
      "capturedAt": "2026-10-08T16:55:20.000Z",
      "source": "gloom",
      "expiries": [
        {
          "expiration": 1793923200,
          "years": 0.07991755,
          "rate": 0.0406,
          "rateMethod": "treasury-boundary",
          "rateAsOf": [
            "2026-10-06"
          ],
          "forward": 775.6269,
          "dividendYield": 0.029675,
          "atmIV": 0.126587,
          "termSlope": null,
          "skew": {
            "atm": 0.126587000116,
            "put25": 0.141791148747,
            "call25": 0.118896006031,
            "putCallSkew": 0.0228951427152,
            "riskReversal": -0.0228951427152,
            "butterfly": 0.00375657727322,
            "moneynessSkew": 0.0839814407755
          },
          "expectedMove": {
            "straddle": 22.64,
            "straddlePercent": 2.92147880508,
            "sigma": 27.7321719066,
            "sigmaPercent": 3.57857563799,
            "strike": 775
          },
          "fit": {
            "method": "svi",
            "years": 0.0799175545408,
            "residual": 0.00657595737329,
            "points": [
              {
                "logMoneyness": -0.439063494066,
                "volatility": 0.5312546875
              },
              {
                "logMoneyness": -0.41926086677,
                "volatility": 0.516606396484
              },
              // … 147 more items
            ],
            "droppedPoints": 0,
            "parameters": {
              "a": -0.00725848103029,
              "b": 0.0506111737499,
              "rho": -0.3735715516,
              "m": -0.0348805814207,
              "sigma": 0.178208106518
            },
            "slopes": [
              -0.0692962279997,
              -0.0518973261897,
              // … 147 more items
            ],
            "fallbackReason": null
          },
          "filterCounts": {
            "invalid-contract": 0,
            "expiry-mismatch": 0,
            "zero-bid": 3,
            "crossed": 0,
            "wide-spread": 7,
            "no-interest": 3,
            "stale-duplicate": 0,
            "duplicate": 0,
            "itm": 82,
            "iv-unavailable": 0
          },
          "warnings": [],
          "asOf": "2026-10-08T16:55:20.000Z",
          "points": [
            [
              500,
              0,
              // … 6 more items
            ],
            [
              510,
              0,
              // … 6 more items
            ],
            // … 147 more items
          ]
        }
      ],
      "failures": []
    }
  },
  "meta": {
    "dataset": "options",
    "requestId": "sample-request",
    "asOf": null,
    "dataThrough": "2026-10-08",
    "historyStart": null,
    "updatedAt": "2026-10-08T16:55:20.000Z",
    "page": null,
    "next": null,
    "coverage": null,
    "source": [
      {
        "attribution": "Exchange and market data providers"
      },
      {
        "attribution": "Exchange and market data providers"
      },
      // … 1 more items
    ]
  }
}

Trimmed · 2026-10-08

Run it without a key: GET /v1/datasets/options/sample

Endpoints

GET/v1/options/flow4 creditsStored options trade flow

Parameters

limitinteger: 1 to 200.
beforestring
symbolstring: Company symbol; normalized to uppercase.

GET/v1/options/{symbol}/iv4 creditsHistorical implied volatility for an underlying symbol

Parameters

symbolstringrequired: Company symbol; normalized to uppercase.
fromstring: Calendar date: YYYY-MM-DD.
tostring: Calendar date: YYYY-MM-DD.

from must be on or before to.

GET/v1/options/{symbol}/surface50 creditsImplied volatility across strikes and expiries

Parameters

symbolstringrequired: Company symbol; normalized to uppercase.
datestring: Calendar date: YYYY-MM-DD.

GET/v1/options/{symbol}/chain50 creditsOption calls and puts for a specified expiry

Parameters

symbolstringrequired: Company symbol; normalized to uppercase.
expirystringrequired: Calendar date: YYYY-MM-DD.

GET/v1/options/{symbol}/gamma50 creditsRetained dealer gamma positioning for one expiry

Parameters

symbolstringrequired: Company symbol; normalized to uppercase.
expirystringrequired: Calendar date: YYYY-MM-DD.