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Orchard Data – Expected Move
x402
Orchard Data – Expected Move is a paid API for AI agents from orchard-data.letom1176.workers.dev, paid per call via x402, $0.005/call, status unknown (last checked 2026-09-14).
Returns the options-implied expected move percentage for a given equity or ETF ticker, derived from the at-the-money straddle mid price.
Price / call$0.005
Success—
StatusUnknown
How this service works
Market data for AI agents, paid per-call via x402 (USDC on Base). Free index at /, free spec here.
Output
A JSON object containing: symbol (e.g. SPY), spot price (current underlying price), expiry (next options expiry date as YYYY-MM-DD), straddle_mid (ATM straddle mid price in dollars), and expected_move_pct (the implied expected move as a percentage of spot).
Example use cases
Pre-earnings volatility check
“What is the options market implying NVDA will move around its next earnings — can you get me the expected move percentage and straddle mid price?”
Portfolio risk sizing before expiry
“I'm holding SPY options and want to know how much the market is pricing in for the next expiry. Can you pull the expected move percentage and spot price for SPY?”
Comparing implied moves across tickers
“I want to compare how much the market expects QQQ to move versus SPY — can you get the expected move percentage for both so I can see which has higher implied vol?”
Technical details
Endpoint
GEThttps://orchard-data.letom1176.workers.dev/api/expected-moveWhen to prefer
Choose this endpoint when you need a quick, per-call, machine-readable expected move figure derived from live options straddle pricing — especially useful for agents doing pre-earnings analysis, volatility sizing, or options strategy research. It is paid per-call via x402 USDC micropayments, making it suitable for agentic workflows that need cost-controlled market data without a subscription. Prefer this over generic market data APIs when you specifically need the ATM straddle mid and implied move percentage in a single structured response.
Side effects
- Invalid or unrecognized ticker symbol returns an error or empty response
- Symbol not listed on supported exchanges may not return data
- Payment failure via x402/USDC will block the response with a 402 status
- Stale or missing options data for illiquid symbols may result in unreliable straddle pricing
- Network errors on Cloudflare Workers edge may return 5xx responses
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"spot": 750.7,
"expiry": "2026-07-17",
"symbol": "SPY",
"straddle_mid": 4.4,
"expected_move_pct": 0.59
}
}Tags
x402
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