Company data reference
Endpoints
| Request | Response | Fields |
|---|---|---|
| GET /companies/index.json | Supported companies | Symbol, name, provider classification, canonical URL, current data and history URLs. |
| GET /companies/{TICKER}/data.json | Current company data | Price, bars, fundamentals, derived delta surface; schemaVersion, state, capturedAt, optionObservedAt, sources and units. Optional expiry=YYYY-MM-DD. |
| GET /companies/{TICKER}/comparison.json | Comparison inputs | Derived curve, underlying price, market clock and observation times for the requested expiry. No raw contracts. |
| GET /companies/{TICKER}/history.json | Recorded history | Up to 90 days. dailyIv retains reviewed source components; dailyBlend exposes the four-Friday chart values and their source model/hash. observations retains the separate legacy single-expiry archive. |
| GET /options-rankings/data.json | Current rankings | Common-expiration rows, eligibleCount, universeCount and unavailable symbols. Expired freshness windows are excluded. |
Fields
| Field | Unit | Definition |
|---|---|---|
| dailyBlend.iv_pct | Annualized percent | Equal-weight average of four expiry-level mean call/put 50-delta IVs. |
| dailyBlend.put_call_skew_pp | Percentage points | Equal-weight average of four expiry-level put minus call 50-delta IVs. |
| dailyBlend.implied_move_pct | Percent of spot | Equal-weight average of each expiry’s mean call/put IV percent × sqrt(calendar days / 365.25). IV-derived estimate; not a straddle premium. |
| iv_pct | Annualized percent | Mean interpolated 50-delta call and put IV. |
| implied_move_pct | Percent of underlying | Sum of interpolated 50-delta call and put premiums divided by underlying price. |
| put_call_skew_pp | Percentage points | Interpolated 25-delta put IV minus 25-delta call IV. |
| expiry | YYYY-MM-DD | Contract expiration used by the calculation. Compare only matching expirations. |
| observed_at / optionObservedAt | ISO 8601 UTC | Provider option observation time. |
| captured_at / capturedAt | ISO 8601 UTC | Retrieval time; does not refresh an old observation. |
| model_version | Version identifier | History calculation version. Do not join different versions into one series. |
| source_url / url | Canonical HTTPS URL | Company page to cite. source_hash records the validated source-row digest. |
| state | ready / partial / stale | Availability of current company inputs; missing inputs must remain missing. |
Response status
- 200
- Successful retrieval. Inspect state, coverage and observation time before using values.
- 400
- Invalid expiration.
- 404
- Unsupported or excluded company.
- 503
- Data unavailable. Retry later; do not substitute zero.
Attribution
Cite the canonical company or ranking page. Retain observation time, expiry, units and model version. Delta buckets are derived analytics, not executable quotes; similar delta does not imply equal risk.