[Datasets](https://gloom.sh/datasets#datasets) Market data and fundamentals

# Options flow, gamma and volatility.

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

- [See plans](https://gloom.sh/datasets/pricing)
- [Read the reference](https://gloom.sh/datasets/docs/datasets/options)

Request 50 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](https://api.gloom.sh/v1/datasets/options/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](https://gloom.sh/datasets/pricing)

**Routes and credits (5)**

- `GET /v1/options/flow` Options trade flow 4 credits
- `GET /v1/options/iv` Historical implied volatility for an underlying symbol 4 credits
- `GET /v1/options/surfaces` Implied volatility across strikes and expiries 50 credits
- `GET /v1/options/chains` Option calls and puts for a specified expiry 50 credits
- `GET /v1/options/gamma` Retained dealer gamma positioning for one expiry 50 credits

## Related.

- [Futures curves, archives and generics](https://gloom.sh/datasets/futures)
- [Market prices and company fundamentals](https://gloom.sh/datasets/market-data)
- [FINRA short volume](https://gloom.sh/datasets/short-volume)