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ADH US Stock Options Intelligence — agentdatum.com
x402
ADH US Stock Options Intelligence — agentdatum.com is a paid API for AI agents from agentdatum.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-17).
Fetches CBOE-sourced US stock options data for a symbol including greeks, bid/ask, open interest, expiry, and 0DTE spike detection, enriched with entity resolution and provenance metadata.
Price / call$0.01
Success—
StatusUnknown
How this service works
ADH 金融情报层：把 239 个原始数据源洗成带实体解析、时间同步、溯源与派生结论的情报（宏观regime / 加密尽调 / 事件窗口），免费注入你的 AI 上下文。Agent 走 x402 结算，人类订阅（PayPal）即将上线。
Output
A JSON object with a 'raw' field containing the symbol, source attribution ('CBOE delayed quotes'), a count of contracts, a full options array (each with strike, expiry, type C/P, bid, ask, IV, delta, gamma, theta, vega, rho, volume, open interest), and an 'odte_spike' array highlighting zero-days-to-expiry unusual activity. Also includes top-level 'source', 'data_type', and 'collected_at' timestamp fields.
Example use cases
Options flow monitoring for earnings
“Grab the latest options data for TSLA including open interest, volume, and any 0DTE spikes so I can assess unusual activity ahead of their earnings announcement.”
Greeks analysis for hedging strategy
“Fetch the CBOE options chain for SPY with full greeks — delta, gamma, theta, vega — so I can figure out which contracts to use for my delta-neutral hedge.”
Implied volatility check before trade entry
“What's the current implied volatility across NVDA options contracts right now? Get me the full chain with bid/ask and expiry details so I can evaluate premium before entering a position.”
Technical details
Endpoint
GEThttps://agentdatum.com/api/v1/d/us-stock-options?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need structured, enriched US equity options data with greeks and 0DTE spike detection sourced from CBOE, delivered in an agent-native x402 micropayment flow at $0.01 per call. Prefer this over raw brokerage APIs when you want provenance metadata, entity resolution, and pre-flagged anomalies (0DTE spikes) without building your own data pipeline. Best suited for AI agents doing options flow analysis, volatility assessment, or hedging strategy construction.
Side effects
- Symbol not found or unsupported — may return empty options array
- CBOE data feed delay or outage — collected_at timestamp may be stale
- Payment failure via x402 — 402 response returned before data is delivered
- Greeks returned as zero for deep ITM/OTM contracts where calculation is trivial
- No 0DTE spike entries if none detected for that session
Output
Schema · Response
{
"type": "json",
"example": {
"raw": {
"count": 40,
"source": "CBOE delayed quotes",
"symbol": "AAPL",
"options": [
{
"iv": 0,
"ask": 204.15,
"bid": 202.05,
"rho": 0,
"type": "C",
"vega": 0,
"delta": 1,
"gamma": 0,
"theta": 0,
"expiry": "2026-08-07",
"strike": 110,
"volume": 1,
"openInterest": 7
},
{
"iv": 0,
"ask": 204.15,
"bid": 202.05,
"rho": 0,
"type": "C",
"vega": 0,
"delta": 1,
"gamma": 0,
"theta": 0,
"expiry": "2026-08-07",
"strike": 110,
"volume": 1,
"openInterest": 7
}
],
"odte_spike": [
{
"iv": 0,
"ask": 189.7,
"bid": 187,
"rho": 0,
"type": "C",
"vega": 0,
"delta": 1,
"gamma": 0,
"theta": -0.0001,
"expiry": "2026-08-07",
"strike": 125,
"volume": 4,
"openInterest": 3
},
{
"iv": 0,
"ask": 189.7,
"bid": 187,
"rho": 0,
"type": "C",
"vega": 0,
"delta": 1,
"gamma": 0,
"theta": -0.0001,
"expiry": "2026-08-07",
"strike": 125,
"volume": 4,
"openInterest": 3
}
]
},
"source": "cboe_options",
"data_type": "金融",
"collected_at": "2026-08-09T18:12:41Z"
}
}Tags
x402
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