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Trading Volatility API v2

Our version 2 API is designed for use by LLM Agents. Use the controls below to query our live endpoints.
For v1 docs, see /api/v1/docs

LLM / Agent Support

Claude (and other LLM agents) can automatically learn what this API offers—endpoints, parameters, and response schemas—via our agent-readable spec:

https://stocks.tradingvolatility.net/api/v2/llm-spec

Tip: provide your API key to your agent and tell it to read the spec first.

Authentication

Paste your API key. We'll send Authorization: Bearer <key>.

Your personal API key is available once you subscribe

Core Endpoints

GET /api/v2/tickers/<ticker>

Canonical compact state snapshot from our database.

GET /api/v2/tickers/<ticker>/explain

State + deterministic interpretation scaffold.

GET /api/v2/tickers/<ticker>/series

Downsampled daily series (latest per day). Combine multiple metrics via comma-separated keys.

Available metrics (loaded from /api/v2/llm-spec)
Click a metric to add it to the metrics input.
GET /api/v2/tickers/<ticker>/curves/gex_by_strike

Net GEX strike curve with call/put contributions. Best for finding key strikes (peaks/valleys), call-vs-put dominance, and mapping GEX zones around price.

GET /api/v2/tickers/<ticker>/curves/gamma

Gamma strike curve (net gamma per strike). Supports per-expiration data pulls during market hours.

GET /api/v2/tickers/<ticker>/levels

Levels in JSON or plain text (TradingView/TOS).

GET /api/v2/tickers/<ticker>/options/volume

Real-time-ish options volume aggregated by strike for a specific expiration (exp required).

Note: requires exp and uses extra per-endpoint rate limiting.