Options Analytics

The options market often moves before the stock does. ORTEX captures the full US option chain every trading day, around 1.8 million contracts across around 5,900 underlyings, and has kept every one since 2012. On top of the raw chain sit the signals desks actually use: put/call ratios, moneyness, implied volatility, dealer gamma positioning refreshed through the session, unusual flow, and a squeeze score that reads options and short interest together.

At a glance

5,900 US underlyings covered
1.8m contracts captured every trading day
2012 full chain history from
15 min dealer gamma refresh in US hours

3.7bn option contract records on file: every listed US contract, every trading day since 2012, ready for backtesting any options signal across fourteen years.

ORTEX options archive, November 2026.

What you can do with it

Volatility and flow. Dealer gamma, walls and flip levels for index and single-stock volatility.
Sentiment. Put/call extremes and moneyness to read positioning before the stock reacts.
Squeeze screening. One score that combines short-side pressure with options positioning.

What the options market is telling you

From the raw chain to the positioning that moves the stock.

Full option chains. Every strike and expiry: open interest, volume, last trade, bid and ask with sizes, and implied volatility, for every US optionable stock.
Put/call sentiment. Put/call ratios by volume and by open interest, with full daily history since 2012.
Dealer gamma. Net gamma exposure refreshed every 15 minutes in US hours, with the gamma flip, call and put walls and max pain.
Unusual flow. More than 17 million prints classified as sweeps, blocks and unusual size since 2021, with the side of the trade.
Volatility. At-the-money implied volatility and IV rank daily, next to historic volatility over six windows.
Squeeze Potential Score. A 0 to 100 score for US optionable stocks that blends short interest, borrow and options positioning, with every component shown.

Facts


Coverage	Around 5,900 US optionable underlyings
History	Chains and put/call from 2012; unusual flow from 2021
Frequency	Daily; gamma every 15 minutes in US hours
API	Chains and expiries; per-contract prices, open interest, volume, implied volatility and Greeks; put/call and moneyness history per stock; unusual flow per stock and across the market; bulk put/call history
Delivery	API, CSV, ORTEX platform
Evaluation	Sample files and a data dictionary on request

Why ORTEX

Most options tools show today's chain. ORTEX keeps every contract, every day, since 2012, and reads options positioning next to short interest, so squeeze risk is measured from both sides of the trade.

Twelve months of put/call positioning

The daily put/call ratio by open interest for Tesla, one of 5,900 underlyings in the dataset.

Tesla (TSLA): put/call ratio by open interest. Daily values from the ORTEX options archive. The same series exists for every US optionable stock back to 2012. The chart is in the brochure PDF.


Per stock	Put/call by volume and open interest, moneyness, IV and IV rank
Per day	Around 1.8 million contracts captured
History	Every contract since 2012

Fourteen years of daily positioning means any options signal can be tested through more than one market regime.

Documents and API

Download the brochure (PDF)
Options Analytics on public.ortex.com
The full ORTEX data catalog (PDF)
Enterprise API reference: Put/call history per stock, Unusual flow per stock, Market-wide flow, Bulk put/call history

Coverage, history and figures are as at November 2026. Provided for information purposes only; not investment advice, a personal recommendation, or an offer to buy or sell any security. Past performance is not a guide to future results. ORTEX does not guarantee the accuracy or completeness of any data or forecast. Trial access, pricing and licensing: [email protected].