Status

Known issues.

What we already know is wrong or missing, so you do not spend time reporting it. Last updated 3 November 2026.

Found something that is not listed here? Email [email protected] with what you did, the time and any error text. Never include your API key.

Open issues

Forward and borrow estimates on thin chains, and on HYG and LQD

What you may see: on expiries with few quoted strikes, and on some bond ETFs (HYG and LQD in particular), the forward and the dividend and borrow yield q for an expiry can be off. A wrong forward shifts where the smile is centred, so that expiry's implied volatilities and its call and put values can disagree with the quotes more than usual.

What to do: treat those expiries with caution. Check the expiry's fit quality codes (forward_jump, borrow_at_limit, call_put_disagree, wide_quotes, spot_moved); a large rmse or a small n_fitted on the smile is also a sign.

Status: a fix is in progress. Added 16 October 2026.

Not a bug

Some symbol-days have no curve at all

On a few hundred days, almost all in thinly traded names in 2022 and 2023 and in the first weeks after a listing, the options market carried too few quotes with a bid for any curve to be fitted: the forward solve needs calls and puts with a bid at the same strikes, and a curve needs several live quotes around the forward. Those days are not served. The API answers 404 with reason no_fittable_chain for them, and /chain returns an empty answer with a note saying the same. This is a property of the market that day, not missing data on our side. Added 30 October 2026.

Quotes appear at the next session's open

Bid, ask and their implied volatilities for a session are served from the next session's 09:30 ET open. Before then, the quote fields are absent from the response (not zero), and asking for them explicitly is refused with 403. Fitted values are available as usual. This is a rule of the data, not a delay. See quote availability.