Data Sources
Every figure on this site traces to one of the sources below, or to our own documented derivation from them. Raw licensed data and our derived metrics are stored and labeled separately.
| Source | What it supplies | Timeliness |
|---|---|---|
| Cboe (delayed quotes) | Full options chains per underlying: bid/ask, last, volume, open interest, implied volatility and greeks per contract, plus the delayed underlying price used for chain-derived metrics | Delayed ~15+ min; core symbols refreshed hourly in market hours, full universe every 3 hours, definitive snapshot after each close |
| Financial Modeling Prep | Equity/ETF quotes, daily closing-price history (index history via ^GSPC, ^NDX, ^RUT, ^VIX), company profiles, earnings dates & EPS/revenue estimates and actuals, per-symbol news aggregation | Delayed, typically 15–20+ min; quotes hourly, history and earnings daily |
| Options Band derived metrics | Expected moves, IV30, realized volatility, skew, put/call ratios, concentration measures, probability estimates, the append-only snapshot database — computed from the sources above, versioned (current: em-1.0) | Computed at each refresh; snapshots daily after the close · Methodology |
| Mainstream news feeds | CNBC, MarketWatch, Yahoo Finance and per-symbol outlet aggregation — always credited and linked out; press-release wires and rating mills blocklisted | Hourly |
Provider health and last-success times are monitored internally; stale modules are flagged on their pages rather than silently substituted. Data may be incomplete or revised by its source at any time; verify against primary sources before acting.