Data Coverage

Options & Futures Data API — Chains, Greeks & IV Surfaces

Complete options chain data with real-time Greeks, implied volatility surfaces, and futures term structure curves. Built for derivatives traders and quant researchers.

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Full derivatives coverage.

Full options chains

Complete call and put chains across all strikes and expirations for US equities.

Real-time Greeks

Delta, gamma, theta, vega, and rho computed in real time for every option contract.

IV surfaces

Implied volatility surfaces by strike and expiration. Intraday snapshots available.

Futures curves

Full term structure for energy, metals, agriculture, and financial futures.

Historical chains

Point-in-time options data for backtesting options strategies without look-ahead bias.

Open interest

Open interest and volume data for every strike, updated throughout the trading day.

Endpoint examples.

GET /v1/options/AAPL/chain?expiration=2026-03-21

  "ticker": "AAPL",
  "expiration": "2026-03-21",
  "calls": 
    "strike": 180,
    "bid": 5.20,
    "ask": 5.35,
    "iv": 0.234,
    "delta": 0.542,
    "gamma": 0.031,
    "theta": -0.082,
    "volume": 12450
  
  "puts":
GET /v1/futures/CL/curve

  "symbol": "CL",
  "name": "Crude Oil WTI",
  "curve": 
     "month": "2026-03", "price": 72.45 
     "month": "2026-04", "price": 72.18 
     "month": "2026-05", "price": 71.90
4,000+
Optionable tickers
All
Strikes & expirations
Intraday
Greeks refresh rate
10+ yrs
Historical chains

Frequently asked questions

Eulerpool covers equity options, index options, commodity futures, financial futures, and FX derivatives. Data includes prices, greeks (delta, gamma, theta, vega), implied volatility, open interest, volume, and contract specifications for major global exchanges.

Yes. The options chain endpoint returns all available strikes and expirations for a given underlying. Each contract includes last price, bid/ask, implied volatility, greeks, open interest, and volume. You can filter by expiration date, strike range, or option type (call/put).

Yes. Eulerpool provides implied volatility for individual options contracts and volatility surfaces. IV skew, term structure, and historical implied volatility are available. This data is essential for options pricing, volatility trading, and risk management.

Yes. Futures coverage includes energy, metals, agriculture, equity index futures, interest rate futures, and FX futures. Data includes OHLCV, open interest, volume, settlement prices, and continuous front-month series for backtesting.

Yes. The API provides the data needed to construct volatility surfaces — implied volatility across strikes and expirations. Historical vol surface data is available for backtesting options strategies. SDKs for Python and JavaScript include helper functions for surface construction.

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