Options chains: Cboe delayed quotes (public delayed data, typically 15 minutes or more behind the market) — bid/ask, last, volume, open interest, implied volatility and greeks per contract, plus the delayed underlying price used for all chain-derived figures so a chain and its metrics always share one snapshot.

Equity quotes, daily closes, company profiles, earnings dates, news: Financial Modeling Prep (licensed API). Index history uses FMP's index series (S&P 500, Nasdaq-100, Russell 2000, VIX).

Derived metrics (expected moves, IV30, probabilities, skew, ratios, percentiles, historical statistics) are computed by this site from those inputs and are versioned. Raw licensed data and our derivations are stored separately.

Refresh cadence: core symbols hourly during US market hours; the full universe every three hours; the historical snapshot once daily after the close. Every module shows its as-of time, and stale data is flagged rather than silently substituted.

What we do not do: no scraping against providers' terms, no invented values (a dash with a reason always beats a fabricated number), no backfilled "history" bought from third parties presented as our own record.