What's new.

More accurate probability simulator

The market distribution is now shown exactly as the fitted smile implies it, with a note when it fails a check.

Vol surfaces in the Python package

Fetch every expiry's smile at one snapshot in a single call and draw the whole vol surface in 3D, by strike or by normalized strike so expiries line up.

Fit quality on the Vol Smile page

The Vol Smile page now shows how much of the market each stored fit lands inside, and marks a fit to take care with using the same reason codes as the API.

Better fits near the money

For symbols with a wide range of strikes and relatively wide bid/ask spreads, smiles now fit the at-the-money quotes more closely.

Volume and open interest history complete

Option volume and open interest history is now complete for every symbol.

Two theta columns replace the old one

theta_1d is the change in an option's value if you hold it to the same time on the next trading day, with the stock price and vol unchanged. theta_next_open is the same change up to the next market open.

Both are amounts you can use directly, not a rate at one instant: they cover a weekend or holiday when one is ahead, and are never larger than the option's time value. The old theta column is no longer returned.

Improved fitting method, across the full history

New fits have used an improved method since 28 October, and every stored fit has now been fitted again with it, so history and new days are consistent.

The main improvements: a better schedule for how vol time decays across the trading day, nights and weekends, a faster and more stable pricer, closer fits on same-day and next-day expiries, more reliable forwards and borrow, and corrected dividends.

A whole term structure in one request

A new lookup returns every expiry's at-the-money vol and forward at one snapshot.

Volume and open interest on live screens

Today's volume and open interest now show on the live screens.

One standard for event moves

Every lookup that reports an event's priced or actual move now uses the same fields. Update to the latest Python package and check the field names in your code.

Earnings history corrections

Earnings history was restored for a company that stopped trading, and past reports are now kept.

Error bands on the rate curve

The Term Structure page now shows how sure the rate at each expiry is.

Empty days now say why

When a market had too few quotes to fit, the API now says so instead of returning nothing.

Contract and expiry histories

Follow one listed option or one expiry through time, in the API and the Python package, and see when a fit was held back for quality rather than missing.

Live fits for every symbol

Live smiles during the session now cover every symbol, not only the most traded.

Faster Earnings Vol table

The cross-symbol earnings comparison now opens in about a second.

Dashboards and the API show the same fits

The dashboards now leave out any fit our quality checks hold back, as the API does.

More robust realized vol

Realized vol is no longer distorted by bad price prints.

Faster smile and term structure pages

Both pages now load a whole day at once, so the slider no longer shows blank snapshots.

Event-adjusted realized vol and vol premium

Realized vol with scheduled events taken out, and the vol premium measured against it.

Two fields retired from the API

The q_resid and callput_gap fields are no longer returned. If your code reads them, remove those references.

One reference page

A single Reference page lists every Python method, route and field.

New lookups for vol premium, events and volume

Implied against realized vol, event outcomes, event run-ups and volume are now available as lookups, and the chain can include volume and open interest.

History follows renamed tickers

A company's history now continues through a ticker change instead of breaking at it.

Python package on Windows, macOS and Linux

The package installs the same way on all three, and includes tools that let AI assistants query the data.

Historical quotes on every plan

Bid, ask and the implied vol of each quote are available on every plan once they become historical.

Fit quality on every expiry

Every fitted expiry now reports how much of the market it lands inside, with plain reason codes when it may be less reliable.

Volume and open interest on the dashboards

The options table and the smile view show each contract's volume and open interest for past sessions.

Improved realized vol calculation

Realized vol is now measured from one-minute prices in the regular session.

Dividend corrections

Missing dividends were restored for a few stocks, and the affected days were fitted again.

Faster lookups

Smiles, chains and surfaces now return several times faster.

Clean ATM vol, with an error bar

At-the-money vol with scheduled events taken out, with an error bar on every value.

More accurate expiry-day pricing

Dividends that go ex around an expiry are handled correctly, and options are priced for the exercise choices that remain on expiry day.

Research calls in the API

Alongside lookups for smiles, chains and histories, the API now answers research questions directly: expiry metrics, exposure distributions, clean ATM history, earnings history and earnings backtests.

Historical fit corrections

Days that our quality checks flagged were fitted again, and the corrected fits replaced the old ones.