Sold by: Canari.dev
Deployed on AWS
This Dataset delivers Live prices, greeks and AI-generated signals along with Historical time series for options traders
- Visit the canari.dev website for more information about our forecast signals
- See API full presentation here : https://youtu.be/qitPO-SFmY4
Overview
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 ](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 ](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 :
Realized vol (intraday, maturity expressed as EWM, span in business days):
Implied dividend flow:
Smile (vol spread between ATM strike and 90% strike, normalized to 1Y with factor 1/√T):
Forward:
List of available underlyings:
| Code | Name |
|---|---|
| OESX | Eurostoxx50 |
| ODAX | DAX |
| OSMI | SMI (Swiss index) |
| OESB | Eurostoxx Banks |
| OVS2 | VSTOXX |
| ITK | AB Inbev |
| ABBN | ABB |
| ASM | ASML |
| ADS | Adidas |
| AIR | Air Liquide |
| EAD | Airbus |
| ALV | Allianz |
| AXA | Axa |
| BAS | BASF |
| BBVD | BBVA |
| BMW | BMW |
| BNP | BNP |
| BAY | Bayer |
| DBK | Deutsche Bank |
| DB1 | Deutsche Boerse |
| DPW | Deutsche Post |
| DTE | Deutsche Telekom |
| EOA | E.ON |
| ENL5 | Enel |
| INN | ING |
| IBE | Iberdrola |
| IFX | Infineon |
| IES5 | Intesa Sanpaolo |
| PPX | Kering |
| LOR | L Oreal |
| MOH | LVMH |
| LIN | Linde |
| DAI | Mercedes-Benz |
| MUV2 | Munich Re |
| NESN | Nestle |
| NOVN | Novartis |
| PHI1 | Philips |
| REP | Repsol |
| ROG | Roche |
| SAP | SAP |
| SNW | Sanofi |
| BSD2 | Santander |
| SND | Schneider |
| SIE | Siemens |
| SGE | Société Générale |
| SREN | Swiss Re |
| TNE5 | Telefonica |
| TOTB | TotalEnergies |
| UBSN | UBS |
| CRI5 | Unicredito |
| SQU | Vinci |
| VO3 | Volkswagen |
| ANN | Vonovia |
| ZURN | Zurich Insurance Group |
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Dimension | Description | Cost/month |
|---|---|---|
Product Access | Dimension that grants access to the product for subscribers. | $690.00 |
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Refunds are not offered for this product.
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Additional details
You will receive access to the following data sets.
Data set name | Type | Historical revisions | Future revisions | Sensitive information | Data dictionaries | Data samples |
|---|---|---|---|---|---|---|
Options-live-prices2 | Last 1 revisions | All future revisions | Not included | Not included |
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