Options Data API
for chains, Greeks, and backtests.
Build scanners, dashboards, and backtests with live chains, Greeks, quotes, trades, OHLC bars, and historical contracts for every U.S.-listed option. Structured JSON. Consistent format. Ready to use in minutes.
German precision & billing
CuteMarkets is proudly headquartered and engineered in Germany. We apply the famous German benchmark for precision directly to our trading data, guaranteeing rigorous quality control and maximum uptime.
For B2B customers, our European entity ensures 100% compliant and hassle-free accounting. Every subscription automatically generates proper German billing formats and fully compliant EU tax invoices (with reverse charge and VAT handling natively built in).
Build a request. See the response.
Pick a ticker, expiration, and contract type. Then hit Send to see exactly what our API returns.
https://api.cutemarkets.com/v1/options/chain/AAPL?expiration_date=2026-05-01&contract_type=call&limit=5Bearer YOUR_API_KEYAvailable endpoints
/v1/options/chain/{ticker}Full options chain snapshot
GET/v1/options/snapshot/{underlying}/{contract}Single option contract snapshot
GET/v1/options/contracts/{ticker}Single contract with Greeks & IV
GET/v1/options/quotes/{ticker}Historical NBBO quotes (nanosecond)
GET/v1/options/trades/{ticker}Trade-level tick data
GET/v1/options/aggs/{ticker}/prevPrevious trading day OHLC bar
GET/v1/options/aggs/{ticker}/{span}OHLCV aggregated bars
GET/v1/options/open-close/{ticker}/{date}Daily OHLC + pre/post market
GET/v1/options/indicators/sma/{ticker}Technical indicators (SMA, EMA, RSI…)
Built by traders,
for developers.
CuteMarkets was founded after years of building and running options strategies with the same pain: expensive data, legacy APIs, and too much integration friction. We built the API we wanted to use ourselves: clean, consistent, and production-ready.

Insights & Tutorials
Deep dives on options data, API patterns, and market microstructure for developers who build.

How to Backtest Options Without Stale Contract Leakage
A research-to-product guide to historical contract discovery, as_of workflows, quote windows, and avoiding modern-chain leakage in options backtests.

Why Option Quotes Matter More Than Last Price
