This dataset offers both live (delayed) prices and End Of Day time series on equity options

1/ Live (delayed) prices for options on European stocks and indices including:

• Reference spot price, bid/ask screen price, fair value price (based on surface calibration), implicit volatility, forward
• Greeks : delta, vega
• Canari.dev computes AI-generated forecast signals indicating which option is over/underpriced, based on the holders strategy (buy and hold until maturity, 1 hour to 2 days holding horizon...). From these signals is derived a "Canari price" which is also available in this live tables.  

  Visit our website (canari.dev ) for more details about our forecast signals.

The delay ranges from 15 to 40 minutes depending on underlyings.  

2/ Historical time series:

• Implied vol
• Realized vol
• Smile
• Forward  

  See a full API presentation here : https://youtu.be/qitPO-SFmY4 .

These data are also readily accessible in Excel thanks the provided Add-in available on Github: https://github.com/canari-dev/Excel-macro-to-consume-Canari-API 

If you need help, contact us at: contact@canari.dev

User Guide:

You can get a preview of the API by typing "data.canari.dev" in your web browser. This will show you a free version of this API with limited data.

Here are examples of possible syntaxes:

For live options prices:

• data.canari.dev/OPT/DAI 
• data.canari.dev/OPT/OESX/0923 
• The "csv" suffix to get a csv rather than html formating, for example: data.canari.dev/OPT/DB1/1223/csv 

For historical parameters:

Implied vol :

• data.canari.dev/IV/BMW 

• data.canari.dev/IV/ALV/1224 

• data.canari.dev/IV/DTE/1224/csv 

Realized vol (intraday, maturity expressed as EWM, span in business days):

• data.canari.dev/RV/IFX 
• ...

Implied dividend flow:

• data.canari.dev/DIV/IBE 
• ...

Smile (vol spread between ATM strike and 90% strike, normalized to 1Y with factor 1/√T):

• data.canari.dev/SMI/DTE 
• ...

Forward:

• data.canari.dev/FWD/BNP 
• ...

List of available underlyings: