You can access the ORATS 1-minute API via Excel VBA and get updating options information in your worksheet.

Below, with one API call, I pulled every minute of summarized implied volatility data for January 12th, 2022 and plotted moving averages and stock price. 


The data is part of the Summaries History endpoint You can try the endpoint via the Dashboard at


The VBA code looks like this:

Sub testoneminuteAPI()
Dim apiURL As String
Dim response As String

datetrade = "1/7/2022"
tradeDate = Format(datetrade, "yyyymmdd")
apiURL = ""
response = whataboutlivesummaries(apiURL)
r = 0
If Len(response) > 100 Then
response = Replace(response, "{""data"":", "")
response = Replace(response, "}", "")
c = c + 1
ary = Split(response, vbLf)
For x = 0 To UBound(ary)
bry = Split(ary(x), ",")
For y = 0 To UBound(bry)
Range("A1").Offset(r + x, y) = bry(y)
Next y
Next x
End If
End Sub

Public Function whataboutlivesummaries(Optional apiURL As String)
Dim hReq As Object
Dim i As Long
Dim var As Variant
Dim ws As Worksheet

Set ws = Sheet1
Dim Url As String
Dim response As String

Set hReq = Nothing
intRand = Int(Rnd() * 100)
Url = apiURL
Set objHTTP = CreateObject("MSXML2.ServerXMLHTTP")
objHTTP.SetTimeouts 19500, 19500, 19500, 19500

objHTTP.Open "GET", Url, False
response = "{""data"":" & objHTTP.ResponseText & "}"
whataboutlivesummaries = response
Set hReq = Nothing
Set JSON = Nothing
End Function

Set the references in VBA as follows:


You can query both live and historical one-minute option data, composed of high quality greeks, the full options chain, and over 200 proprietary indicators. Get started exploring the data with a free demo token by going to and clicking on the API Console. To read more, download this PDF. For pricing, check out our website.


The Intraday Data API is a remarkably responsive market data API enabled by innovative data retrieval and storage techniques. Here are some top features:


History: Query down-to-the-minute options data.

  • One-minute intraday history available back to August 2020.
  • Option OPRA information available back to January 2022 for 1,270 tickers.
  • API requests return a minified CSV file for further parsing.


Granular Data: Narrow down millions of historical options.

  • Go back in time to the options chain for any minute during the trading day.

  • Filter options by ticker, expiry, and strike.

  • All options include greeks and ORATS smoothed values.


Implied Monies: Get detailed indicators for every expiration.

  • Seed volatilities for 21 different call deltas.
  • ATM term structure IV with and without the earnings effect.
  • Weighted market width and confidence levels.


SMV Summaries: Explore all kinds of implied volatility.

  • Interpolated IVs from 10-365 days at 4 different deltas.
  • Forward and flat forward volatility.
  • Borrow rate, contango, and other measures of confidence.


Curious about what to query? Here are some ideas to help you get started:

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