Options APIs with IVolAI

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From Data to Backtests — IVolatility API and the IVolAI Backtesting Module

The world's largest continuous derivatives database, delivered via a clean REST API. Implied volatility at every tenor, greeks, full chains, and earnings calendars — processed through 600+ quality filters so you can build, analyze, and research with confidence.

And now, backtesting is just as easy. The IVolAI Module lets you describe any options strategy in plain English — our AI generates ready-to-run code with real bid/ask pricing, intraday stop-loss, and optimization. From idea to equity curve, no coding needed.

  1. Machine Learning and Algo Trading
  2. Options Backtesting
  3. Portfolio Management
  4. Valuation Strategies
  5. Apps Development
  6. Risk Assessment
  7. Structured product and ETF development
Pricing
Connectivity Fee
+
Data Fee
+
Add-ons Fee
+
Support Fee
For professional use

Real-time PRO API

Real-Time Options RESTful & WebSocket API — built for options traders and trading platforms that demand speed, accuracy, and flexibility. Choose between Fair Value and Market Prices to suit your needs.
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For professional use

Historical PRO API

Our Historical PRO API is our best-in-class and core solution for accessing high-quality historical market data. Designed for professional traders, quants, and analysts, it delivers deep, accurate historical data for options, futures, and equities.
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For professional use

Backtesting PRO API

This plan is designed specifically for equity and future options backtesting, providing traders and analysts with the historical data and insights needed to refine their strategies and improve performance.
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For professional use

Fixed Income Pro API

Fixed Income API provides comprehensive coverage of bond markets, including corporate, and municipal securities. It features historical pricing, reference data, yield curves, analytics, empowering traders, analysts, and portfolio managers with actionable insights.
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Info icon Please submit an inquiry to receive API quote. Specify your preferred securities, exchanges, datasets, and features to ensure a tailored solution that meets your requirements.
1

Choose Connectivity Options

Request
Unlimited
Unlimited
Unlimited
Unlimited
Users
1 Team, Up to 5 Users
1 Team, Up to 5 Users
1 Team, Up to 5 Users
1 Team, Up to 5 Users
Accounts
1 Account
1 Account
1 Account
1 Account
Extra accounts
Available on request
Available on request
Available on request
Available on request
Access Methods
API, Websockets
API
API
API
2

Choose Data

Datasets
Check via this link
Check via this link
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Check via this link
3

Choose Add-ons

VS Code Workspace Cloud Service
Available on request
Available on request
Available on request
Available on request
US Equity Earnings
Available on request
Available on request
Available on request
Available on request
Advanced Stocks Summery
Available on request
Available on request
Available on request
Available on request
IVolAI Backtesting Module
Available on request
Available on request
Available on request
Available on request
4

Choose Support Options

SLA
Included
Included
Included
Included
iv_ai_tariff

Builder

/ per month
7-Day Free Trial
iv_ai_tariff

Quant

/ per month
7-Day Free Trial
iv_ai_tariff

Lab

/ per month
7-Day Free Trial

Builder

Quant

Lab

Plans key difference
Perfect to get started with US options backtesting and real-time data
Everything in Builder, plus deeper US history and higher API limits
Everything in Quant, plus global markets and unlimited API requests
Markets
US
US
US Europe Middle East Latin America Asia Canada
Covered Instruments
Equity & Futures Options
Equity & Futures Options
Equity & Futures Options
History
3 Years
5 Years
20+ Years
Limits
20,000 requests / month 1 request / sec (burst 5)
100,000 requests / month 1 request / sec (burst 5)
Unlimited 1 request / sec (burst 5)
Configuration
2CPUs 3GB RAM 6GB storage
2CPUs 3GB RAM 6GB storage
2CPUs 3GB RAM 6GB storage
Additional Resources to Boost IVolAI Performance 10X
8GB RAM, 10GB storage +$30 per month
8GB RAM, 10GB storage +$30 per month
8GB RAM, 10GB storage +$30 per month
VS Code Cloud Workspace
Included
Included
Included
Data
OHLC pricing Volumes Open Interest Historical Volatility Implied Volatility & Greeks Earnings Volatility Surfaces IVX, IVP, IVR
OHLC pricing Volumes Open Interest Historical Volatility Implied Volatility & Greeks Earnings Volatility Surfaces IVX, IVP, IVR
OHLC pricing Volumes Open Interest Historical Volatility Implied Volatility & Greeks Earnings Volatility Surfaces IVX, IVP, IVR
Granularity
EOD: US Stocks, Futures & Options Intraday: US Equity Options Real-time: US Equity Options
EOD: US Stocks, Futures & Options Intraday: US Equity Options Real-time: US Equity Options
EOD: Global Stocks, Futures & Options Intraday: US Equity Options Real-time: US Equity Options
Excel Support
Included
Included
Included
Preinstalled AI Interfaces
Claude Code & RooCode
Claude Code & RooCode
Claude Code & RooCode
AI Credits Included
$50
$50
$50
IVolAI Backtesting Module
Included
Included
Included
For personal non professional single use

For professional use engaged with any legal entity, such as company stock option valuation, advisory or consultancy services, accounting services, or any other professional business activity, please contact sales@ivolatility.com to discuss professional license arrangement to use Services.

Support

Frequently Asked Questions

View full FAQ →

Log in to your account, open VS Code, and in the upper menu select the Claude Code tab. Then just tell it what you want to test ("backtest a straddle on SPY"). That triggers /generate_backtest, and the agent walks you through a 5-layer interview before writing any code. No code is generated until all 5 layers are confirmed — this prevents silent default assumptions.

No separate subscription required. When you start your trial we provide $50 of AI credit for free so you can begin immediately, and you can top up the AI key later as needed. Alternatively, you can bring your own AI subscription/key if you prefer.

Yes. Without AI, you can use our API as a regular API — pull data and run things yourself. The AI layer is what lets you talk directly to the backtesting module, which knows how to run backtests and writes them for you. With AI, all you do is run the backtests or improve them through chat; without it, you build everything manually against the API.

We offer a 7-day free trial for all retail tariffs, allowing you to subscribe and request data via API without limits. For professional use, please contact sales@ivolatility.com.

VS Code (Visual Studio Code) is a free, widely-used code editor from Microsoft — it's the environment where the IVolAI chat and tools live. The basic configuration is included in your subscription at no extra charge — there's nothing additional to buy. Alternatively, you can use your own workspace and install the backtesting module there.

IVolAI is our Backtesting module — a set of pre-defined backtesting tasks that you don't need to code yourself. You talk to it through an AI like Claude: just describe what you want in plain English, and the AI calls the module to generate and run backtests on IVolatility historical data. The module already knows how to do (1) backtest generation (straddles, strangles, single calls/puts, spreads, earnings optimization) and (2) data navigation — what instruments, symbols, and listed options exist across regions.

Yes. IVolAI is an extension of the IVolatility API — to run backtests, it needs access to data through the API. You'll need an active API subscription and an API key for IVolAI to fetch and analyze the data.

You can top up directly from your account: go to API & AI Keys and use the Add Credits to your AI Key option.

Limits for professional use are subject to agreement. For retail plans, both history depth and monthly request volume depend on the tier:

Plan History Monthly limit Request rate
Builder 3 years 20,000 requests 1 / sec (burst 5)
Quant 5 years 100,000 requests 1 / sec (burst 5)
Lab 20+ years Unlimited 1 / sec (burst 5)

Note: Please note that retail subscriptions are not designed for downloading all market data. Attempts to do so may lead to account suspension. For large data requests, we suggest contacting support@ivolatility.com.

The questions the agent asks before generating:

Layer 1 — Entry signal: when to open a position (IV Z-Score, term structure, earnings, etc.)
Layer 2 — Implementation: which contract to trade (strike, expiration, type)
Layer 3 — Optimization combos: what to sweep in a parameter grid
Layer 4 — Risk management: when to exit (stop-loss, take-profit, EOD)
Layer 5 — Universe: which symbols
Still have questions? View Full FAQ Contact Us

Options Backtesting with the New IVolAI Backtesting Module

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Built-in Backtesting

Run options strategy backtests directly in a ready-to-use module connected to the IVolatility API

All-in-One Workflow

Access data, write code, run backtests, and analyze results in a single environment

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AI-Assisted Research

Use the Claude Code or the Roo Code AI extension with a custom prompt to generate, refine, and optimize strategies

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Flexible Deployment

Run the notebook locally or instantly in our free cloud-based VS Code workspace

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Fast Iteration

Quickly test ideas, adjust parameters, and rerun backtests without rebuilding infrastructure

Real Market Data

Backtest strategies using high-quality historical options data from IVolatility

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Strategy Optimization

Use AI to help adjust parameters, improve logic, and explore alternative strategy setups

Analytics Built In

Explore different dashboards with ready-to-use analytics and backtests, with every number explained by AI.

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VS Code Cloud Workspace Add-On

Request Access Now See How It Works PDF Guide

Instant access to IVolatility data —
no infrastructure worries, powered by Microsoft's solution.

Cost Effective Solutions

Reduce expenses on high-end hardware and IT maintenance; our cloud infrastructure handles it all.

Seamless API Integration

Pre configured to work with IVolatility’s API & IVolAI Backtesting, ensuring fast access to market data.

Performance Boost

Up to 40% faster response compared to running our endpoints from a local machine.

Extensive Data Access

Gain immediate access to historical market data without worrying about storage limitations.

All IVolatility API packages now include futures options data!

This exciting new package mirrors the API endpoints that have made us a go-to for Equity Options, but it's been tailored specifically for Future Options. With this, you gain swift and seamless access to Futures and Future Options data, encompassing Greeks, Prices, Volatility, Surfaces, and the power of Backtesting, all at your fingertips.
Future Options

Unlock the Power of Real-Time with Our Cutting-Edge Options API!

Power your trading platform with our Real-Time Options RESTful & WebSocket API — built for option traders and trading platforms that demand speed, accuracy, and flexibility.
  • WebSocket APIs offer flexible way to access our data
  • Real-Time Display Fair Value Prices – No exchange fees or approvals required
  • Real-Time Display Market Prices – Seamless access to live market data
  • Expert Support – Navigate exchange rules with confidence
Start integrating today: View WebSocket Documentation & Code Examples
Real-Time Options API

Earnings API is a service that compiles information on upcoming company earnings announcements.

It gives you a clear view of which firms are set to release their financial results soon. In addition, we provide expert forecasts for upcoming earnings and a summary of key options data along with tailored trading strategies. Moreover, we offer historical data for the past two earnings releases, complete with expert forecasts, trading ideas and actual market movements. This enables you to assess the current situation for a specific stock in the context of past events. Learn more and see request example here.
Earnings API

The Only API for Serious Traders and Engineers

Over 20 years of equity and futures derivatives data for research and trading
Access NBBO, volumes, open interest, implied volatilities, and full Greeks calculations
End of day data with 1, 5, 15, 30, and 60 minute snapshots
Award winning analytical datasets processed through extensive cleansing and quality filters
Coverage of US and Canadian equities, 800+ Asian symbols, and 1500+ European symbols
Includes more than 350,000 futures options across global markets
Flexible integration with Python, Excel, REST APIs, and WebSocket connections
Additional API endpoints available for professional users and advanced workflows
Customized solutions with dedicated support, priority assistance, and SLA options

IVolatility Data API Use Cases

For Risk Systems
  • Calculate VaR, beta, and other risk metrics
  • Automatically limit exposure
  • Report portfolio exposure
For Market Research Websites
  • Power charts and other visualizations
  • Provide readers with historical comparisons
  • Build attractive market analysis tools to draw traffic
For Trading Applications
  • Enhance portfolio management with granular volatility and Greek metrics
  • Train, test, and validate Machine Learning algorithms
  • Simulate future events using past inputs
  • Normalize volatility models
  • Create automated signals
Python Implementation
You can find similar code examples for
CAPM model Current trading day options chain Auto-ARIMA-GARCH statistic forecasting Trading strategy Options pricing with QuantLib
and others in our API documentation to Get Started.
See Documentation
Integrate Options Data in Excel - Effortlessly

Simplify your workflow with our API, allowing you to access and analyze options data directly in Excel using Power Query. Say goodbye to data entry errors and hello to streamlined efficiency.

excel integration
Open Excel and go to the Data tab.
Click on Get Data > From Other Sources > From Web.
In the From Web window, enter the API URL (available in your Postman account after sign-up) and click OK.
Power Query will retrieve the data. You can then transform it using the Power Query Editor if necessary.
Once the data looks good, click Close & Load to import it into Excel. For more details, please see our GitHub.

Additional Questions or Comments?

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How API & IVolAI Work

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VS Code Cloud Workspace

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