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APIs

More than 200 different criteria in eight different categories are available to scan against to generate your tailored trading opportunities. There are simply too many possibilities to describe here. The best way to see what’s possible here might be to take it for a test drive in our API Sandbox.

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LiveVol’s Events API

Stay on top of corporate events (earnings announcements /ex-dividend dates) with LiveVol’s Events API.
LiveVol’s Earnings Analysis, available through the Events API, calculates each stock’s implied earnings risk premium ahead of earnings announcements and solves for the market implied post-earnings forward volatility. Gauge the market’s current expectations against more than eight years of historical earnings events analysis.
LiveVol’s Events Calendar, also available through Events API, returns confirmed earnings and dividends dates for listed securities. Scanning by date range and symbol list available.

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Cboe LiveVol’s Market at a Glance API gives you the power to pull the market information you need, on demand. With one API call, you can come up to speed on the day’s trading activity. Get trades, quotes, implied volatility and market stats on the US equity and options markets. You’ll find the market data you need to power your trading decisions with Cboe LiveVol’s Market at a Glance API. The best way to see what’s possible here might be to take it for a test drive in our API Sandbox.

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With the Option Strategy Scanner you can scan for Covered Calls, Cash Secured Puts, Iron Condors, Protective Puts, Call and Put Vertical Spreads. The Option Strategy Scanner will identify the opportunities best matching your criteria for these six popular trading strategies. Find your edge with the Option Strategy Scanner. The best way to see what’s possible here might be to take it for a test drive in our API Sandbox.

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Even in liquid markets there are opportunities for better execution prices. Cboe LiveVol’s SmartMarkets capitalizes on our vast and easily queryable data repository. We help our clients achieve superior investment results with informed option selection and improved tradeable option quotes by applying sound option fundamentals, relative value, and synthetic pricing relationships.
Available with or without Securities Information Processor (SIP) data, SmartMarkets helps you improve your limit order execution quality.

Methodologies:

For American exercise calls, our SmartMarkets algorithm evaluates the following:
  • Intrinsic value of the option
  • Bid from call options having the same or higher strike with the same or sooner expiration than target option
  • Offers from call options having the same or lower strike with the same or later expiration than the target option
  • Bid and offers from three arbitrage relationships
  • Market implied bids and offers from synthetic relationships
For American exercise puts, our SmartMarkets algorithm evaluates the following:
  • Intrinsic value of the option
  • Bids from put options having the same or lower strike with the same or sooner expiration than target option
  • Offers from put options having the same or higher strike with the same or later expiration than the target option
  • Determines best implied bids and offers from three arbitrage relationships
  • Calculates market implied bids and offers from synthetic relationships

Try out SmartMarkets in our API Sandbox.

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Selected by all US option exchanges as the official theoretical price generator for obvious error review, Cboe LiveVol’s theoretical price generator, Theo Calc, is now available via REST API. With the Theo Calc API you can integrate our benchmark theoretical values into your work flow and automate your execution monitoring and error detection. The best way to see what’s possible here might be to take it for a test drive in our API Sandbox.

FREE TRIAL