ORATS has launched a new live data feed through a partnership with Tradier Brokerage. The new live data API includes options bid-ask prices, greeks, theoretical values, smoothed values and implied volatilities for all stocks, ETFs and indexes. Also included are summary calculations.

Here’s a picture of the Chain in Wheel.orats.com hitting the live data API.

There are also important volatility summaries calculated on the live data.

Here a few summaries calculated in real-time:

"annIdiv": 1.4663, annualized implied dividend
"borrow30": -0.0014, solved borrow rate
"exErnIv10d": 0.3287, IV 10 days with earnings effect removed
"iv1y": 0.3665, IV one year 50 delta
"mwAdj30": 0.00399, market width 30 days in vol points
"rSlp2y": 1.2032, put/call slope of the tangent line 2 years out
"contango": 0.002964, slope of the term structure
"exErnDlt5Iv90d": 0.4164, IV at 5 delta 90 days out ex-earnings
"dlt95Iv10d": 0.50137, IV at 95 delta 10 days out
"fwd30_20": 0.34903, forward volatility 30 days vs 20 days
"fwd60_30": 0.36480,
"fwd90_30": 0.3999,
"fwd90_60": 0.43223,
"ffexErn60_30": 0.3741, flat forward volatility 90 v 60 day ex earn
"ffexErn90_30": 0.3537,
"impliedEarningsMove": 0.06817, implied percent move at earnings

more here https://docs.orats.io/datav2-live-api-guide/data.html#smv-summaries

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