{"uid":"cap_-zruGHreEo5Hxjwg1Gt-e","slug":"orchard-data-expected-move-903da9d9","name":"Orchard Data – Expected Move","description":"Market data for AI agents, paid per-call via x402 (USDC on Base). Free index at /, free spec here.","url":"https://orchard-data.letom1176.workers.dev/api/expected-move","method":"GET","headers":{},"bodySchema":{"type":"object","$schema":"https://json-schema.org/draft/2020-12/schema","required":["input"],"properties":{"input":{"type":"object","required":["type","method"],"properties":{"type":{"type":"string","const":"http"},"method":{"enum":["GET"],"type":"string"},"queryParams":{"type":"object","required":["symbol"],"properties":{"symbol":{"type":"string","description":"Ticker, e.g. SPY, NVDA"}}}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":"object"}}}}},"responseSchema":{"type":"json","example":{"spot":750.7,"expiry":"2026-07-17","symbol":"SPY","straddle_mid":4.4,"expected_move_pct":0.59}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.005","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.005/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_55jnNl_1Egg6mj36cB1AL","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.005","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Returns the options-implied expected move percentage for a given equity or ETF ticker, derived from the at-the-money straddle mid price.","exampleAgentPrompt":"What is the expected move for SPY based on options pricing — give me the straddle mid, spot price, and the implied move percentage for the next expiry?","exampleUseCases":[{"title":"Pre-earnings volatility check","prompt":"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?"},{"title":"Portfolio risk sizing before expiry","prompt":"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?"},{"title":"Comparing implied moves across tickers","prompt":"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?"}],"resultDescription":"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).","failureModes":["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"],"whenToPreferThis":"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.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-14T00:41:15.790Z","isFirstParty":false}