Options market data API: net flow, 0DTE, put/call, volatility and open interest

By Faizan Ahmad. Updated 2026-11-05.

The Tradytics options market data API serves the whole US options market as numbers built from the full OPRA tape: market net flow minute by minute, 0DTE flow, put/call, flow leaders, implied volatility and open interest. Pro, $69 a month.

It covers 0DTE flow for SPY, SPX, QQQ and IWM, the day's flow leaders and sectors, IV movers, each stock's volatility term structure and surface, open interest by strike and premium by expiry. It rests on the same orders as the options flow feed, about 58,000 a session and every session since March 31, 2025, and Tradytics has published market-wide net options flow since 2022. Pro includes 300 calls a minute and 50,000 a day.

What the options market API returns

Base URL https://tradytics.com/api/public/v1. Every request sends Authorization: Bearer YOUR_KEY. Keys are made on the API keys page.

A real response

Market net flow on November 5, 2026, trimmed to one minute's point: net call premium, net put premium and SPY.

GET /market/options/sentiment

{
  "data": {
    "scope": "market",
    "day": "2026-11-05",
    "pts": [[1793883120, -295958, 224892, 735.67]]
  }
}

NVDA's term structure the same day, trimmed to two expiries: 74.24% implied volatility to November 20 with a 1-sd move of $28.40, and 57.28% to December 18.

GET /symbols/NVDA/options/volatility

{"data": {"spot": 182.71, "term": [
  {"expiry": "2026-11-20", "iv": 74.24, "dte": 16, "move": 28.40},
  {"expiry": "2026-12-18", "iv": 57.28, "dte": 44, "move": 36.34}
]}}

The fields

Why the numbers read cleanly

Every premium figure here comes from orders, not fills. Tradytics reads every trade on every US options exchange, stitches the fills into the order they were and tags each bought or sold against the quote, so net flow counts decisions with their side. On November 3, 2026 the tape carried 9.8 million prints and became 49,236 orders. Tradytics has published market-wide net options flow since 2022, a year before Unusual Whales' Market Tide. More in what net options flow is and the volatility surface.

How it joins the other datasets

• Options flow: the individual orders behind a sector's or a leader's net premium.
• Dealer exposure: index gamma and walls beside 0DTE flow and put/call.
• Probabilities: the chances Kalshi and Polymarket give the S&P 500 close beside the expected move.
• The scanner: options premium, net flow, IV rank and expected move as filters across every US stock.

The backtester fills options at the real bid and ask from March 2022 when you test an idea built on these numbers.

From Claude, ChatGPT or Cursor

The Tradytics MCP server at https://tradytics.com/mcp gives agents the options market and each symbol's options as tools among its 15. Ask "Which sectors had the most bearish flow today?" or "What is NVDA's term structure?" and the assistant reads the data itself, on your Pro limits. More in the Tradytics API and MCP server.

Limits and plan

How it compares

Checked on each platform's own site, November 5, 2026.

Common questions

Is there an API for market-wide options sentiment?

Yes. GET /market/options/sentiment returns net call and put premium for single stocks minute by minute over 1, 3 or 5 sessions, or for SPY, QQQ or IWM, from Tradytics' orders on the full OPRA tape. Pro, $69 a month.

Is there a 0DTE options flow API?

Yes. GET /market/options/zero-dte returns same-day expiring premium, bought minus sold, through the day for SPY, QQQ, SPX or IWM.

Can I get the volatility surface from an API?

Yes. GET /symbols/{symbol}/options/volatility returns the at-the-money term structure with the move to each expiry and the surface across expiries and moneyness from 0.75 to 1.25 of spot.

Does Tradytics have a put/call ratio API?

Yes. GET /market/options/put-call returns today's call and put premium and put/call, overall and split between index products and single stocks.

Where does the options market data come from?

From every trade on every US options exchange, the full OPRA tape, stitched into orders and tagged bought or sold by Tradytics. Where options flow data comes from covers the tape.