Index

_

__call__() (orats.endpoints.data.endpoints.DataApiEndpoint method) (orats.endpoints.data.endpoints.StrikesByOptionsEndpoint method)

__init__() (orats.endpoints.data.api.DataApi method) (orats.endpoints.data.endpoints.DataApiEndpoint method)

A

additional_implied_earnings_move_front_month (orats.constructs.api.data.Core attribute) additional_implied_earnings_move_second_month (orats.constructs.api.data.Core attribute) annual_dividend (orats.constructs.api.data.Summary attribute) annual_expected_dividend (orats.constructs.api.data.Core attribute) annual_implied_dividend (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute)

asset_type (orats.constructs.api.data.Core attribute) atm_iv (orats.constructs.api.data.MoneyImplied attribute) average_earnings_move (orats.constructs.api.data.Core attribute) average_option_volume_20_day (orats.constructs.api.data.Core attribute)

B

best_etf (orats.constructs.api.data.Core attribute)

beta_1_month (orats.constructs.api.data.Core attribute) beta_1_year (orats.constructs.api.data.Core attribute)

C

call_ask_iv (orats.constructs.api.data.Strike attribute) call_ask_price (orats.constructs.api.data.Strike attribute) call_ask_size (orats.constructs.api.data.Strike attribute) call_bid_iv (orats.constructs.api.data.Strike attribute) call_bid_price (orats.constructs.api.data.Strike attribute) call_bid_size (orats.constructs.api.data.Strike attribute) call_mid_iv (orats.constructs.api.data.Strike attribute) call_open_interest (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Strike attribute) call_value (orats.constructs.api.data.Strike attribute) call_volume (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Strike attribute) calls() (orats.constructs.industry.options.OptionsChain method) close (orats.constructs.api.data.DailyPrice attribute) close_to_close_hv_1000_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_100_day (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_10_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_120_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_20_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_252_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_30_day (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_500_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_5_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_60_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute)

close_to_close_hv_90_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_ex_earnings_1000_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_ex_earnings_100_day (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_ex_earnings_10_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_ex_earnings_120_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_ex_earnings_20_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_ex_earnings_252_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_ex_earnings_30_day (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_ex_earnings_500_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_ex_earnings_5_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_ex_earnings_60_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) close_to_close_hv_ex_earnings_90_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) confidence (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.MoneyImplied attribute) (orats.constructs.api.data.Summary attribute) contango (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute) CoreDataEndpoint (class in orats.endpoints.data.endpoints) correlation_to_best_etf_1_month (orats.constructs.api.data.Core attribute) correlation_to_best_etf_1_year (orats.constructs.api.data.Core attribute) correlation_to_spy_1_month (orats.constructs.api.data.Core attribute) correlation_to_spy_1_year (orats.constructs.api.data.Core attribute)

D

DailyPriceEndpoint (class in orats.endpoints.data.endpoints) DataApi (class in orats.endpoints.data.api) DataApiEndpoint (class in orats.endpoints.data.endpoints) days_to_expiration (orats.constructs.api.data.Strike attribute) days_to_expiration_1_month (orats.constructs.api.data.Core attribute) days_to_expiration_2_month (orats.constructs.api.data.Core attribute) days_to_expiration_3_month (orats.constructs.api.data.Core attribute) days_to_expiration_4_month (orats.constructs.api.data.Core attribute) declared_date (orats.constructs.api.data.DividendHistory attribute) delta (orats.constructs.api.data.Strike attribute) delta_range (orats.endpoints.data.request.StrikesRequest attribute) derivative (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.MoneyImplied attribute)

derivative_2_year (orats.constructs.api.data.Summary attribute) derivative_30_day (orats.constructs.api.data.Summary attribute) derivative_forecast (orats.constructs.api.data.Core attribute) dividend_amount (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.DividendHistory attribute) dividend_frequency (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.DividendHistory attribute) dividend_growth (orats.constructs.api.data.Core attribute) dividend_yield (orats.constructs.api.data.Core attribute) DividendHistoryEndpoint (class in orats.endpoints.data.endpoints) divisor (orats.constructs.api.data.StockSplitHistory attribute) driftless_theta (orats.constructs.api.data.Strike attribute)

E

earnings_date (orats.constructs.api.data.EarningsHistory attribute) earnings_date_1 (orats.constructs.api.data.Core attribute) earnings_date_10 (orats.constructs.api.data.Core attribute) earnings_date_11 (orats.constructs.api.data.Core attribute) earnings_date_12 (orats.constructs.api.data.Core attribute) earnings_date_2 (orats.constructs.api.data.Core attribute) earnings_date_3 (orats.constructs.api.data.Core attribute) earnings_date_4 (orats.constructs.api.data.Core attribute) earnings_date_5 (orats.constructs.api.data.Core attribute) earnings_date_6 (orats.constructs.api.data.Core attribute) earnings_date_7 (orats.constructs.api.data.Core attribute) earnings_date_8 (orats.constructs.api.data.Core attribute) earnings_date_9 (orats.constructs.api.data.Core attribute) earnings_effect (orats.constructs.api.data.MoneyImplied attribute) earnings_effect_1 (orats.constructs.api.data.Core attribute) earnings_effect_10 (orats.constructs.api.data.Core attribute) earnings_effect_11 (orats.constructs.api.data.Core attribute) earnings_effect_12 (orats.constructs.api.data.Core attribute) earnings_effect_2 (orats.constructs.api.data.Core attribute) earnings_effect_3 (orats.constructs.api.data.Core attribute) earnings_effect_4 (orats.constructs.api.data.Core attribute) earnings_effect_5 (orats.constructs.api.data.Core attribute) earnings_effect_6 (orats.constructs.api.data.Core attribute) earnings_effect_7 (orats.constructs.api.data.Core attribute) earnings_effect_8 (orats.constructs.api.data.Core attribute) earnings_effect_9 (orats.constructs.api.data.Core attribute) earnings_effect_forecast (orats.constructs.api.data.Core attribute) earnings_move_1 (orats.constructs.api.data.Core attribute) earnings_move_10 (orats.constructs.api.data.Core attribute) earnings_move_11 (orats.constructs.api.data.Core attribute) earnings_move_12 (orats.constructs.api.data.Core attribute) earnings_move_2 (orats.constructs.api.data.Core attribute) earnings_move_3 (orats.constructs.api.data.Core attribute) earnings_move_4 (orats.constructs.api.data.Core attribute) earnings_move_5 (orats.constructs.api.data.Core attribute) earnings_move_6 (orats.constructs.api.data.Core attribute)

earnings_move_7 (orats.constructs.api.data.Core attribute) earnings_move_8 (orats.constructs.api.data.Core attribute) earnings_move_9 (orats.constructs.api.data.Core attribute) earnings_move_standard_deviation (orats.constructs.api.data.Core attribute) earnings_straddle_percent_1 (orats.constructs.api.data.Core attribute) earnings_straddle_percent_10 (orats.constructs.api.data.Core attribute) earnings_straddle_percent_11 (orats.constructs.api.data.Core attribute) earnings_straddle_percent_12 (orats.constructs.api.data.Core attribute) earnings_straddle_percent_2 (orats.constructs.api.data.Core attribute) earnings_straddle_percent_3 (orats.constructs.api.data.Core attribute) earnings_straddle_percent_4 (orats.constructs.api.data.Core attribute) earnings_straddle_percent_5 (orats.constructs.api.data.Core attribute) earnings_straddle_percent_6 (orats.constructs.api.data.Core attribute) earnings_straddle_percent_7 (orats.constructs.api.data.Core attribute) earnings_straddle_percent_8 (orats.constructs.api.data.Core attribute) earnings_straddle_percent_9 (orats.constructs.api.data.Core attribute) EarningsHistoryEndpoint (class in orats.endpoints.data.endpoints) ensure_valid_date() (orats.constructs.api.data.Core class method) error (orats.constructs.api.data.Core attribute) etf_iv_hv_ex_earnings_ratio (orats.constructs.api.data.Core attribute) etf_iv_hv_ex_earnings_ratio_average_1_month (orats.constructs.api.data.Core attribute) etf_iv_hv_ex_earnings_ratio_average_1_year (orats.constructs.api.data.Core attribute) etf_iv_hv_ex_earnings_ratio_standard_deviation_1_year (orats.constructs.api.data.Core attribute) etf_slope_ex_earnings_ratio (orats.constructs.api.data.Core attribute) etf_slope_ex_earnings_ratio_average_1_month (orats.constructs.api.data.Core attribute) etf_slope_ex_earnings_ratio_average_1_year (orats.constructs.api.data.Core attribute) etf_slope_ex_earnings_ratio_standard_deviation_1_year (orats.constructs.api.data.Core attribute) etfs (orats.constructs.api.data.Core attribute) ex_dividend_date (orats.constructs.api.data.DividendHistory attribute) expiration_date (orats.constructs.api.data.Money attribute) (orats.constructs.api.data.Strike attribute) (orats.endpoints.data.request.StrikesByOptionsRequest attribute) expiration_range (orats.endpoints.data.request.StrikesRequest attribute) external_call_value (orats.constructs.api.data.Strike attribute) external_iv (orats.constructs.api.data.Strike attribute) external_put_value (orats.constructs.api.data.Strike attribute)

F

fit (orats.constructs.api.data.MoneyImplied attribute) fit_atm_1_month (orats.constructs.api.data.Core attribute) fit_atm_2_month (orats.constructs.api.data.Core attribute) fit_atm_3_month (orats.constructs.api.data.Core attribute) fit_atm_4_month (orats.constructs.api.data.Core attribute) flat_forward_ex_earnings_volatility_180_90 (orats.constructs.api.data.Summary attribute) flat_forward_ex_earnings_volatility_30_20 (orats.constructs.api.data.Summary attribute) flat_forward_ex_earnings_volatility_60_30 (orats.constructs.api.data.Summary attribute) flat_forward_ex_earnings_volatility_90_30 (orats.constructs.api.data.Summary attribute) flat_forward_ex_earnings_volatility_90_60 (orats.constructs.api.data.Summary attribute) flat_forward_volatility_180_90 (orats.constructs.api.data.Summary attribute) flat_forward_volatility_30_20 (orats.constructs.api.data.Summary attribute) flat_forward_volatility_60_30 (orats.constructs.api.data.Summary attribute) flat_forward_volatility_90_30 (orats.constructs.api.data.Summary attribute) flat_forward_volatility_90_60 (orats.constructs.api.data.Summary attribute) forward_ex_earnings_volatility_180_90 (orats.constructs.api.data.Summary attribute) forward_ex_earnings_volatility_30_20 (orats.constructs.api.data.Summary attribute)

forward_ex_earnings_volatility_60_30 (orats.constructs.api.data.Summary attribute) forward_ex_earnings_volatility_90_30 (orats.constructs.api.data.Summary attribute) forward_ex_earnings_volatility_90_60 (orats.constructs.api.data.Summary attribute) forward_ex_earnings_volatility_ratio_180_90 (orats.constructs.api.data.Summary attribute) forward_ex_earnings_volatility_ratio_30_20 (orats.constructs.api.data.Summary attribute) forward_ex_earnings_volatility_ratio_60_30 (orats.constructs.api.data.Summary attribute) forward_ex_earnings_volatility_ratio_90_30 (orats.constructs.api.data.Summary attribute) forward_ex_earnings_volatility_ratio_90_60 (orats.constructs.api.data.Summary attribute) forward_volatility_180_90 (orats.constructs.api.data.Summary attribute) forward_volatility_30_20 (orats.constructs.api.data.Summary attribute) forward_volatility_60_30 (orats.constructs.api.data.Summary attribute) forward_volatility_90_30 (orats.constructs.api.data.Summary attribute) forward_volatility_90_60 (orats.constructs.api.data.Summary attribute) forward_volatility_ratio_180_90 (orats.constructs.api.data.Summary attribute) forward_volatility_ratio_30_20 (orats.constructs.api.data.Summary attribute) forward_volatility_ratio_60_30 (orats.constructs.api.data.Summary attribute) forward_volatility_ratio_90_30 (orats.constructs.api.data.Summary attribute) forward_volatility_ratio_90_60 (orats.constructs.api.data.Summary attribute)

G

gamma (orats.constructs.api.data.Strike attribute)

H

hard_to_borrow_2_years (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute) hard_to_borrow_30_days (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute) high (orats.constructs.api.data.DailyPrice attribute) high_strike_1_month (orats.constructs.api.data.Core attribute) high_strike_2_month (orats.constructs.api.data.Core attribute) historical_data_range() (orats.constructs.industry.assets.Asset method) HistoricalVolatilityEndpoint (class in orats.endpoints.data.endpoints) hv_1000_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_100_day (orats.constructs.api.data.HistoricalVolatility attribute) hv_10_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_120_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_1_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_20_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_252_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_30_day (orats.constructs.api.data.HistoricalVolatility attribute) hv_500_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute)

hv_5_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_60_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_90_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_ex_earnings_1000_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_ex_earnings_100_day (orats.constructs.api.data.HistoricalVolatility attribute) hv_ex_earnings_10_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_ex_earnings_120_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_ex_earnings_20_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_ex_earnings_252_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_ex_earnings_30_day (orats.constructs.api.data.HistoricalVolatility attribute) hv_ex_earnings_500_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_ex_earnings_5_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_ex_earnings_60_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute) hv_ex_earnings_90_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.HistoricalVolatility attribute)

I

ignore_price (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute) implied_earnings_effect (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute) implied_earnings_move (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute) implied_goodness_of_fit (orats.constructs.api.data.Core attribute) implied_infinite_derivative (orats.constructs.api.data.Core attribute) implied_infinite_derivative_forecast (orats.constructs.api.data.Core attribute) implied_infinite_market_width (orats.constructs.api.data.Core attribute) implied_infinite_slope (orats.constructs.api.data.Core attribute) implied_infinite_slope_forecast (orats.constructs.api.data.Core attribute) implied_move (orats.constructs.api.data.Summary attribute) implied_next_dividend (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute) iv (orats.constructs.api.data.IvRank attribute) (orats.constructs.api.data.MoneyImplied attribute) (orats.constructs.api.data.Strike attribute) iv_0_delta (orats.constructs.api.data.Money attribute) iv_100_delta (orats.constructs.api.data.Money attribute) iv_10_delta (orats.constructs.api.data.Money attribute) iv_15_delta (orats.constructs.api.data.Money attribute) iv_20_delta (orats.constructs.api.data.Money attribute) iv_25_delta (orats.constructs.api.data.Money attribute) iv_25_delta_10_day (orats.constructs.api.data.Summary attribute) iv_25_delta_180_day (orats.constructs.api.data.Summary attribute) iv_25_delta_20_day (orats.constructs.api.data.Summary attribute) iv_25_delta_30_day (orats.constructs.api.data.Summary attribute) iv_25_delta_365_day (orats.constructs.api.data.Summary attribute) iv_25_delta_60_day (orats.constructs.api.data.Summary attribute) iv_25_delta_90_day (orats.constructs.api.data.Summary attribute) iv_2_year (orats.constructs.api.data.Summary attribute) iv_30_day (orats.constructs.api.data.Summary attribute) iv_30_delta (orats.constructs.api.data.Money attribute) iv_35_delta (orats.constructs.api.data.Money attribute) iv_40_delta (orats.constructs.api.data.Money attribute) iv_45_delta (orats.constructs.api.data.Money attribute) iv_50_delta (orats.constructs.api.data.Money attribute) iv_55_delta (orats.constructs.api.data.Money attribute) iv_5_delta (orats.constructs.api.data.Money attribute) iv_5_delta_10_day (orats.constructs.api.data.Summary attribute) iv_5_delta_180_day (orats.constructs.api.data.Summary attribute) iv_5_delta_20_day (orats.constructs.api.data.Summary attribute) iv_5_delta_30_day (orats.constructs.api.data.Summary attribute) iv_5_delta_365_day (orats.constructs.api.data.Summary attribute) iv_5_delta_60_day (orats.constructs.api.data.Summary attribute) iv_5_delta_90_day (orats.constructs.api.data.Summary attribute) iv_60_delta (orats.constructs.api.data.Money attribute) iv_65_delta (orats.constructs.api.data.Money attribute) iv_70_delta (orats.constructs.api.data.Money attribute) iv_75_delta (orats.constructs.api.data.Money attribute) iv_75_delta_10_day (orats.constructs.api.data.Summary attribute) iv_75_delta_180_day (orats.constructs.api.data.Summary attribute) iv_75_delta_20_day (orats.constructs.api.data.Summary attribute) iv_75_delta_30_day (orats.constructs.api.data.Summary attribute) iv_75_delta_365_day (orats.constructs.api.data.Summary attribute) iv_75_delta_60_day (orats.constructs.api.data.Summary attribute) iv_75_delta_90_day (orats.constructs.api.data.Summary attribute) iv_80_delta (orats.constructs.api.data.Money attribute) iv_85_delta (orats.constructs.api.data.Money attribute) iv_90_delta (orats.constructs.api.data.Money attribute) iv_95_delta (orats.constructs.api.data.Money attribute) iv_95_delta_10_day (orats.constructs.api.data.Summary attribute) iv_95_delta_180_day (orats.constructs.api.data.Summary attribute) iv_95_delta_20_day (orats.constructs.api.data.Summary attribute) iv_95_delta_30_day (orats.constructs.api.data.Summary attribute) iv_95_delta_365_day (orats.constructs.api.data.Summary attribute) iv_95_delta_60_day (orats.constructs.api.data.Summary attribute) iv_95_delta_90_day (orats.constructs.api.data.Summary attribute) iv_atm_1_month (orats.constructs.api.data.Core attribute) iv_atm_2_month (orats.constructs.api.data.Core attribute) iv_atm_3_month (orats.constructs.api.data.Core attribute) iv_atm_4_month (orats.constructs.api.data.Core attribute) iv_atm_forecast_1_month (orats.constructs.api.data.Core attribute) iv_atm_forecast_2_month (orats.constructs.api.data.Core attribute) iv_atm_forecast_3_month (orats.constructs.api.data.Core attribute) iv_atm_forecast_4_month (orats.constructs.api.data.Core attribute) iv_earnings_return (orats.constructs.api.data.Core attribute) iv_etf_ratio (orats.constructs.api.data.Core attribute) iv_etf_ratio_average_1_month (orats.constructs.api.data.Core attribute) iv_etf_ratio_average_1_year (orats.constructs.api.data.Core attribute) iv_etf_ratio_standard_deviation_1_year (orats.constructs.api.data.Core attribute) iv_ex_earnings_10_day (orats.constructs.api.data.Summary attribute)

iv_ex_earnings_180_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_20_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute) iv_ex_earnings_20_day_200ma (orats.constructs.api.data.Core attribute) iv_ex_earnings_25_delta_10_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_25_delta_180_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_25_delta_20_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_25_delta_30_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_25_delta_365_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_25_delta_60_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_25_delta_90_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_30_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_365_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_5_delta_10_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_5_delta_180_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_5_delta_20_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_5_delta_30_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_5_delta_365_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_5_delta_60_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_5_delta_90_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_60_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_75_delta_10_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_75_delta_180_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_75_delta_20_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_75_delta_30_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_75_delta_365_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_75_delta_60_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_75_delta_90_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_90_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_95_delta_10_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_95_delta_180_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_95_delta_20_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_95_delta_30_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_95_delta_365_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_95_delta_60_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_95_delta_90_day (orats.constructs.api.data.Summary attribute) iv_ex_earnings_fair (orats.constructs.api.data.Core attribute) iv_ex_earnings_infinite (orats.constructs.api.data.Core attribute) iv_ex_earnings_interpolated_10_day (orats.constructs.api.data.Core attribute) iv_ex_earnings_interpolated_180_day (orats.constructs.api.data.Core attribute) iv_ex_earnings_interpolated_20_day (orats.constructs.api.data.Core attribute) iv_ex_earnings_interpolated_30_day (orats.constructs.api.data.Core attribute) iv_ex_earnings_interpolated_365_day (orats.constructs.api.data.Core attribute) iv_ex_earnings_interpolated_60_day (orats.constructs.api.data.Core attribute) iv_ex_earnings_interpolated_90_day (orats.constructs.api.data.Core attribute) iv_ex_earnings_interpolated_fair (orats.constructs.api.data.Core attribute) iv_fair (orats.constructs.api.data.Core attribute) iv_forecast (orats.constructs.api.data.Core attribute) iv_goodness_of_fit (orats.constructs.api.data.Core attribute) iv_hv_ex_earnings_ratio (orats.constructs.api.data.Core attribute) iv_hv_ex_earnings_ratio_average_1_month (orats.constructs.api.data.Core attribute) iv_hv_ex_earnings_ratio_average_1_year (orats.constructs.api.data.Core attribute) iv_hv_ex_earnings_ratio_standard_deviation_1_year (orats.constructs.api.data.Core attribute) iv_infinite_forecast (orats.constructs.api.data.Core attribute) iv_interpolated_10_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute) iv_interpolated_180_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute) iv_interpolated_20_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute) iv_interpolated_30_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute) iv_interpolated_365_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute) iv_interpolated_60_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute) iv_interpolated_90_day (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute) iv_percentile_1_month (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.IvRank attribute) iv_percentile_1_year (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.IvRank attribute) iv_percentile_etf (orats.constructs.api.data.Core attribute) iv_percentile_spy (orats.constructs.api.data.Core attribute) iv_rank_1_month (orats.constructs.api.data.IvRank attribute) iv_rank_1_year (orats.constructs.api.data.IvRank attribute) iv_spy_ratio (orats.constructs.api.data.Core attribute) iv_spy_ratio_average_1_month (orats.constructs.api.data.Core attribute) iv_spy_ratio_average_1_year (orats.constructs.api.data.Core attribute) iv_spy_ratio_standard_deviation_1_year (orats.constructs.api.data.Core attribute) iv_standard_deviation_1_year (orats.constructs.api.data.Core attribute) iv_standard_deviations_from_mean (orats.constructs.api.data.Core attribute) IvRankEndpoint (class in orats.endpoints.data.endpoints)

L

last_earnings_date (orats.constructs.api.data.Core attribute) last_earnings_time_of_day (orats.constructs.api.data.Core attribute)

low (orats.constructs.api.data.DailyPrice attribute) low_strike_1_month (orats.constructs.api.data.Core attribute) low_strike_2_month (orats.constructs.api.data.Core attribute)

M

market_capitalization (orats.constructs.api.data.Core attribute) market_implied_earnings_effect (orats.constructs.api.data.Core attribute) market_width (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.MoneyImplied attribute) market_width_2_year (orats.constructs.api.data.Summary attribute) market_width_30_day (orats.constructs.api.data.Summary attribute) max_date (orats.constructs.api.data.Ticker attribute) min_date (orats.constructs.api.data.Ticker attribute) module orats.constructs.api.data orats.constructs.industry.assets orats.constructs.industry.options orats.endpoints.data.api orats.endpoints.data.endpoints orats.endpoints.data.request orats.endpoints.data.response

MoniesForecastEndpoint (class in orats.endpoints.data.endpoints) MoniesImpliedEndpoint (class in orats.endpoints.data.endpoints)

N

next_dividend (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Summary attribute)

next_dividend_date (orats.constructs.api.data.Core attribute) next_earnings_date (orats.constructs.api.data.Core attribute) normalize_dates() (orats.constructs.api.data.Core class method)

O

open (orats.constructs.api.data.DailyPrice attribute) open_interest (orats.constructs.api.data.Core attribute) option_volume_average_20_days (orats.constructs.api.data.Core attribute) orats.constructs.api.data module orats.constructs.industry.assets module orats.constructs.industry.options module

orats.endpoints.data.api module orats.endpoints.data.endpoints module orats.endpoints.data.request module orats.endpoints.data.response module

P

phi (orats.constructs.api.data.Strike attribute) price_1k_gamma (orats.constructs.api.data.Core attribute) prior_close (orats.constructs.api.data.Core attribute) put_ask_iv (orats.constructs.api.data.Strike attribute) put_ask_price (orats.constructs.api.data.Strike attribute) put_ask_size (orats.constructs.api.data.Strike attribute) put_bid_iv (orats.constructs.api.data.Strike attribute) put_bid_price (orats.constructs.api.data.Strike attribute)

put_bid_size (orats.constructs.api.data.Strike attribute) put_call_slope_forecast (orats.constructs.api.data.Core attribute) put_mid_iv (orats.constructs.api.data.Strike attribute) put_open_interest (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Strike attribute) put_value (orats.constructs.api.data.Strike attribute) put_volume (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Strike attribute) puts() (orats.constructs.industry.options.OptionsChain method)

R

residual_r2 (orats.constructs.api.data.MoneyImplied attribute) residual_rate (orats.constructs.api.data.Strike attribute) residual_rate_slope (orats.constructs.api.data.MoneyImplied attribute) residual_yield_rate (orats.constructs.api.data.MoneyImplied attribute) rho (orats.constructs.api.data.Strike attribute)

risk_free_rate (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.Money attribute) risk_free_rate_2_year (orats.constructs.api.data.Summary attribute) risk_free_rate_30_day (orats.constructs.api.data.Summary attribute) risk_free_rate_5_week (orats.constructs.api.data.Core attribute)

S

sector (orats.constructs.api.data.Core attribute) sector_name (orats.constructs.api.data.Core attribute) skewing (orats.constructs.api.data.Summary attribute) slope (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.MoneyImplied attribute) slope_2_year (orats.constructs.api.data.Summary attribute) slope_30_day (orats.constructs.api.data.Summary attribute) slope_average_1_month (orats.constructs.api.data.Core attribute) slope_average_1_year (orats.constructs.api.data.Core attribute) slope_forecast (orats.constructs.api.data.Core attribute) slope_percentile (orats.constructs.api.data.Core attribute) slope_standard_deviation_1_year (orats.constructs.api.data.Core attribute) split_date (orats.constructs.api.data.StockSplitHistory attribute) spot_price (orats.constructs.api.data.MoneyImplied attribute) (orats.constructs.api.data.Strike attribute)

StockSplitHistoryEndpoint (class in orats.endpoints.data.endpoints) straddle_forecast_price_1_month (orats.constructs.api.data.Core attribute) straddle_forecast_price_2_month (orats.constructs.api.data.Core attribute) straddle_price_1_month (orats.constructs.api.data.Core attribute) straddle_price_2_month (orats.constructs.api.data.Core attribute) straddle_smooth_price_1_month (orats.constructs.api.data.Core attribute) straddle_smooth_price_2_month (orats.constructs.api.data.Core attribute) strike (orats.constructs.api.data.Strike attribute) (orats.endpoints.data.request.StrikesByOptionsRequest attribute) strikes (orats.constructs.industry.options.OptionsChain attribute) StrikesByOptionsEndpoint (class in orats.endpoints.data.endpoints) StrikesEndpoint (class in orats.endpoints.data.endpoints) SummariesEndpoint (class in orats.endpoints.data.endpoints)

T

takeover (orats.constructs.api.data.Core attribute) theta (orats.constructs.api.data.Strike attribute) ticker (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.DailyPrice attribute) (orats.constructs.api.data.DividendHistory attribute) (orats.constructs.api.data.EarningsHistory attribute) (orats.constructs.api.data.HistoricalVolatility attribute) (orats.constructs.api.data.IvRank attribute) (orats.constructs.api.data.Money attribute) (orats.constructs.api.data.StockSplitHistory attribute) (orats.constructs.api.data.Strike attribute) (orats.constructs.api.data.Summary attribute) (orats.constructs.api.data.Ticker attribute) (orats.constructs.industry.assets.Asset attribute) (orats.endpoints.data.request.TickersRequest attribute)

TickersEndpoint (class in orats.endpoints.data.endpoints) time_of_day_announced (orats.constructs.api.data.EarningsHistory attribute) total_error_confidence (orats.constructs.api.data.Summary attribute) total_stock_volume (orats.constructs.api.data.Core attribute) trade_date (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.DailyPrice attribute) (orats.constructs.api.data.HistoricalVolatility attribute) (orats.constructs.api.data.IvRank attribute) (orats.constructs.api.data.Money attribute) (orats.constructs.api.data.Strike attribute) (orats.constructs.api.data.Summary attribute) (orats.endpoints.data.request.StrikesByOptionsRequest attribute)

U

unadjusted_close (orats.constructs.api.data.DailyPrice attribute) unadjusted_high (orats.constructs.api.data.DailyPrice attribute) unadjusted_iv (orats.constructs.api.data.MoneyImplied attribute) unadjusted_low (orats.constructs.api.data.DailyPrice attribute) unadjusted_open (orats.constructs.api.data.DailyPrice attribute) underlying_change_prior_6_months (orats.constructs.api.data.Core attribute) underlying_change_prior_month (orats.constructs.api.data.Core attribute) underlying_change_prior_week (orats.constructs.api.data.Core attribute) underlying_change_prior_year (orats.constructs.api.data.Core attribute) underlying_close (orats.constructs.api.data.Core attribute) underlying_close_prior_6_months (orats.constructs.api.data.Core attribute) underlying_close_prior_month (orats.constructs.api.data.Core attribute) underlying_close_prior_week (orats.constructs.api.data.Core attribute)

underlying_close_prior_year (orats.constructs.api.data.Core attribute) underlying_move_in_earnings_effect (orats.constructs.api.data.Core attribute) underlying_price (orats.constructs.api.data.Money attribute) (orats.constructs.api.data.Strike attribute) (orats.constructs.api.data.Summary attribute) underlying_price_atm (orats.constructs.api.data.Core attribute) underlying_volatility_forecast (orats.constructs.api.data.Core attribute) updated_at (orats.constructs.api.data.Core attribute) (orats.constructs.api.data.DailyPrice attribute) (orats.constructs.api.data.EarningsHistory attribute) (orats.constructs.api.data.IvRank attribute) (orats.constructs.api.data.Money attribute) (orats.constructs.api.data.Strike attribute) (orats.constructs.api.data.Summary attribute)

V

vega (orats.constructs.api.data.Strike attribute) volatility_goodness_of_fit (orats.constructs.api.data.Core attribute)

volatility_of_iv (orats.constructs.api.data.Core attribute) volatility_of_volatility (orats.constructs.api.data.Core attribute)

W

weeks_to_next_earnings (orats.constructs.api.data.Core attribute)

Y

yield_rate (orats.constructs.api.data.MoneyImplied attribute)