We're hard at work preparing our public API for broad access. If you'd like to get early access to explore how our data and functionality could fit into your tools and services, join today.
Our coverage of Historical & Implied Volatilities across a variety of terms. Historical volatility is provided using close-to-close and Parkinson's methodology. Implied volatilities include skew measurements. Read the overview »
Our proprietary Option Ratings, including the Quantcha Volatility Rating™ (plus IV Rank and IV Percentile), Quantcha Earnings Crush Rate™, and Quantcha Option Liquidity Ratings™. Read the overview »
Our coverage of Option Analytics, including put/call ratios, option breakevens, and forward prices. Read the overview »
Our coverage of Risk Metrics, including historical betas and correlations, as well as forward-looking risk decompositions that make it easy to derive systematic market-based risk vs. unsystematic risk per equity. Read the overview »
Need a special dataset to fit your institutional needs? We work with firms of any size to craft and deliver exactly what you need.
Programmatically access virtually any functionality in our cloud platform above and beyond our public API, including everything in the Quantcha Options Suite.
