Options Analysis Suite

Get historical implied volatility (IV) and historical volatility (HV) for a stock or ETF. Shows how option-implied expected moves and realized moves have evolved. High IV relative to HV suggests options are expensive; low IV relative to HV suggests options are cheap. Large win...

Get historical options Greeks (delta, gamma, theta, vega) for a symbol. Shows how sensitivity profiles and dealer hedging pressure have shifted over time. Large windows return a compact recent/trend summary by default.

Get regime data at one of three scopes. Pick the scope that matches the question; irrelevant sub-params are ignored. • scope="market" — MARKET COMPOSITE stress regime (aggregate across SPY/QQQ/IWM/DIA, not per-symbol). Returns composite stress score, confidence, key drivers, f...

Get earnings history and estimates for a company. Returns actual EPS, estimates, revenue, and surprise percentages. Earnings events are the largest source of overnight gap risk for options — check if an upcoming earnings date falls within an option's expiration window. Shows l...

Get recent news headlines for a stock. Useful for understanding catalysts behind price or volatility moves, and for assessing event risk before entering an options position. Default response relevance-ranks the latest raw feed against the company profile and suppresses filing-...

Get company fundamentals: market cap, P/E ratio, EPS, revenue, profit margins, dividend yield, beta, sector, and industry. Useful for assessing whether an options strategy aligns with the fundamental picture. Default response returns compact company metadata, curated TTM ratio...

Get per-symbol dividend history from Financial Modeling Prep data synced into the platform. Useful for checking dividend cadence, recent ex-dates, and cash amounts when evaluating carry, assignment risk, or discrete-dividend assumptions.

Get Treasury rate data. Pick the view that matches the question: • view="benchmark" — current platform risk-free rate served at /risk-free-rate (currently a 10Y-based Treasury rate used for options pricing). No params. If you need shorter maturities (1M, 3M, 6M, 2Y, 5Y), use v...

Get insider trading activity for a company. Default response focuses on economically meaningful open-market buys and sells, groups repeated filing rows into event-level summaries, and summarizes awards/exercises/tax withholding separately.

Get daily end-of-day options analytics snapshots for a symbol — historical trend data going back years. Covers ATM IV, HV, IV rank/percentile, VWIV, skew, GEX/DEX/VEX, net vanna/charm/vomma, put/call ratio, max pain, expected move, term structure, dividend yield, and risk-free...

Get the IV surface/skew across strikes and expirations for a symbol. End-of-day data from the previous trading session. Default response returns a compact term-structure and smile summary.

Get historical OHLCV price data for a stock or ETF with a compact trend summary plus the requested daily bars.

Get per-symbol stock split history from Financial Modeling Prep data synced into the platform. Useful for checking historical split ratios and labels when reconciling price history, options deliverables, or unusual chart moves.

Get FINRA short-side data for a symbol. Two related but distinct series: • type="volume" — DAILY short-volume activity. Compact summary-first view (latest day + trailing averages + recent-trend flag) by default. • type="interest" — BIWEEKLY short-interest settlement reports (p...

Get Wall Street analyst ratings, price targets, and consensus estimates for a symbol. Default response keeps the nearest forward estimate periods, price-target summaries, rating snapshot, summarized rating-history streaks, and recent rating changes.

Get market calendar events by type. Each type has its own default date window, shaping, and optional filters: • type="economic" — upcoming macro events (FOMC, CPI, NFP, GDP, etc.) that move options vol. Default from=today, to=30d ahead. Supports country (e.g. US, EU, UK). The...

Get the end-of-day options chain snapshot from the latest available completed trading session by default. Default view summarizes expirations, ATM term structure, skew, and representative near-money contracts across the curve while avoiding same-day expiry noise when later exp...

Get recent SEC EDGAR filings for a symbol. Useful for finding 10-K, 10-Q, 8-K, proxy, insider, offering, and activist filings with direct SEC URLs. Default response returns a compact filing list with dates, form types, descriptions, accession numbers, and filing links.

Get SEC Failure-to-Deliver (FTD) data for a symbol. Default response returns a compact summary with recent history, notable spikes, and threshold overlap. Default window is 180 days because SEC FTD publication lags by about 21 days.

Get SEC Regulation SHO threshold-list history for a symbol with a compact status summary by default. Highlights whether the symbol is currently on the list, recently cleared, or only appeared historically in the requested window.

Get FINRA OTC (dark pool / non-ATS) and ATS (Alternative Trading System) weekly trading statistics for a symbol. The `view` param controls the granularity: • view="summary" (default) — aggregate weekly OTC + ATS volume/trade trends with a compact summary + trend analysis. • vi...

Get current and recent trading halts. Default view condenses duplicate feed rows, prioritizes the latest active halt state, and highlights material recent news/regulatory events.

Get Schedule 13D/13G beneficial-ownership filings for a symbol. Default response prioritizes the latest above-threshold holder snapshot per filer and summarizes below-threshold amendments separately so current holders stay visible.

Get company profile data for a symbol with a compact normalized default view. Returns sector, industry, market cap, float metrics, key identifiers, and a trimmed business description.

Run one of the 16 options-market screeners (plus market-trends and an earnings-calendar view). Choose the screener via the `screener` enum; pass sub-params only for the screener that needs them. Irrelevant sub-params are ignored. • most-active / highest-oi / highest-iv / unusu...

Get background information about the Options Analysis Suite platform — the 17 available pricing models (10 vanilla + 7 exotic), the 17 Greeks computed across them, and platform capabilities. Call this when you need context about the platform to give better answers.

Get the user's options pricing analysis history — past calculations run in the platform. Each result includes the model used (Black-Scholes, Heston, SABR, etc.), input parameters (spot, strike, volatility, DTE), computed option price, and Greeks. Includes calibration data and...

Get the user's synced snapshot history by type. Each type serves a different question: • type="gex" — per-symbol Gamma Exposure snapshots. REQUIRED: `symbol`. Returns the 3 most recent snapshots (no dedupe — rows may be near-duplicates if recorded back-to-back). Includes per-e...

Get pre-computed daily or weekly aggregates of the user's analysis activity per symbol. Default response returns compact rollup rows plus a cross-period summary of volatility, spot, and model usage trends.

Get the user's FFT (Fast Fourier Transform) scanner results — characteristic function-based option pricing signals across multiple models and expirations. Shows which models detected opportunities, calibration quality, and pricing anomalies.

Query your analysis history with filters. Find specific analyses by greek values, volatility ranges, or other criteria. For example: "analyses where delta > 0.7" or "all Heston runs with IV below 30%". Default view collapses near-identical reruns from the same pricing sweep so...

Get the user's AI Compute Suite run history — portfolio-wide batch analyses across multiple pricing models. Default response returns compact run summaries, model-dispersion highlights, exposure levels, and representative position/model consensus summaries. Use view='detailed'...