DatasetsMarket data and fundamentals

Options flow, gamma and volatility.

Recorded option flow, gamma positioning, implied volatility surfaces and expiry chains.

See plansRead the reference
Request50 credits
curl "https://api.gloom.sh/v1/options/surfaces?symbols=SPY" \
  -H "Authorization: Bearer $GLOOM_DATASETS_KEY"

With your key, this call returns the latest data. The response is one record of the free sample, which needs no key.

Response · data[0].surface.expiries[0]
{
  "atmIV": 0.126587,
  "forward": 775.6269,
  "years": 0.07991755,
  "expectedMove": {
    "straddle": 22.64,
    "straddlePercent": 2.92147880508,
    "sigma": 27.7321719066,
    "sigmaPercent": 3.57857563799,
    "strike": 775
  },
  "asOf": "2026-10-08T16:55:20.000Z"
}

Trimmed real output

Who uses it.

  • Quant teams

    Volatility surfaces for research and backtests.

  • Research agents

    Explain positioning with the numbers.

Coverage and price.

routes
5
sources
2
credits for the cheapest call
4

In all 44 datasets on every plan, from $200/mo. See plans

Routes and credits5
  • GET /v1/options/flowOptions trade flow4 credits
  • GET /v1/options/ivHistorical implied volatility for an underlying symbol4 credits
  • GET /v1/options/surfacesImplied volatility across strikes and expiries50 credits
  • GET /v1/options/chainsOption calls and puts for a specified expiry50 credits
  • GET /v1/options/gammaRetained dealer gamma positioning for one expiry50 credits

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