Market Chameleon

What it is

Market Chameleon is a website, not a data service. You open it in a browser, set filters on one of roughly thirty screeners, and read a table. There is no REST API — the vendor's developer page says so in as many words — and scraping is against the terms of use and, the same page says, closely monitored and enforced.

What it is bought for is the earnings statistics. For a given ticker it holds up to ten years of earnings dates with the option market's implied move next to the move that actually happened, so you can see whether that name has historically been priced too high or too low into the print. Around that sit implied volatility rankings, unusual option volume, order-flow sentiment, and screeners for every standard structure — verticals, calendars, butterflies, iron condors, straddles, covered calls, naked puts.

The split against its nearest neighbour here is clean. ORATS sells a cleaned volatility surface for you to compute against; Market Chameleon has done the computing and will not hand over the inputs.

Pricing

Free registration is permanent and real — watchlists, three daily newsletters and basic option volume views. Premium is $99/month after a 7-day trial and unlocks the rest.

The four-tier structure most reviews still quote — Stock Trader $39, Options Trader $69, Earnings Trader $79 — is dead markup. It sits in the vendor's own comparison page inside an HTML comment, along with the whole feature matrix, and renders nothing. One plan is what is actually for sale. A yearly discount exists but carries no published number; the page says to email support.

The bulk data feeds are priced apart from the site: earnings, option trades, dividend forecast, dividend guidance and dividend announcement, $500/month each on an internal-use licence, plus one-time archives of option trades at $2,500 per calendar year for 2016 through 2022.

Data & coverage

Everything is delayed 15 minutes, on every page, with no real-time tier to buy. US stocks, ETFs, closed-end funds, index options and single-name options — no non-US listings and no futures.

History depth varies by report, and this is where the marketing is thinnest. Ten years of earnings dates, three years of stock prices, one year of implied volatility charts, twenty trading days of VWAP — and sixty trading days of option trade detail on Premium. The large-trades screener is shallower still: ten trading days on Premium, and without it the current day only and nothing under 200 contracts. Past sixty days the yearly archives are the only route, and they stop at 2022, so 2023 onward cannot be bought at any price.

Integrations

CSV download and nothing else, capped at 25 downloads per rolling 24 hours on Premium and 2 during the trial. The bulk feeds arrive as zipped CSV over ShareFile, FTP or WebDAV and can be automated from any language; personal, internal and external-redistribution licences exist, and the $500 figure is the internal-use rate. No Python client, no spreadsheet add-in, no MCP server, no webhooks, no broker connection.

Limitations

• No API at any price. The feeds are files on a schedule, not a query endpoint.
• 15-minute delay throughout. Nothing here is a live options feed.
• Sixty trading days of option trade detail, ten on the large-trades screener. Older than that needs a $2,500 yearly archive, and those stop at 2022.
• 25 CSV downloads per rolling 24 hours, so the export is for spot checks, not for a dataset.
• Several things here read like calls. Market Leaders, Market Laggers and Momentum Stocks are values in a dropdown on the strategy screeners, not reports, and each carries its formula on the page — the 25 best and 25 worst S&P 500 holdings by weight combined with six-month price change, and stocks stepping up off six-month lows in each of the last three months, two months, one month and two weeks. Featured Trade Ideas goes furthest: named option spreads on a chosen underlying, paywalled behind an "Unlock Trade Idea" button. It is still screener output, ranked by theoretical value against market price and by historical win rate over a stated lookback, with no thesis and no author. The site-wide footer states the data is informational and educational only and not investment advice.
• No portfolio tracking, no broker import, no order entry.
• Redistribution of the feeds is a licence negotiated by email, not a published rate.

Alternatives

ORATS if you want the surface as data rather than as a page, and Cboe DataShop for raw historical options files from the exchange itself. Unusual Whales covers the flow side with an actual API. The rest of the field is in market data APIs.