Where Our Numbers Come From

By Rohan Fernandes, Founder · Updated 2026-09-01 · Educational reference, not investment advice

Every number in Options Scanner traces to a source, and the app tells you which one. When a source fails, the app says the fetch failed rather than showing an empty screen that looks like a real answer. When data is stale, it carries its age. And when your connected sources simply do not provide a series, the app names the gap instead of substituting a lookalike value.

Market data: your brokerage, your entitlements

Quotes, options chains, and greeks come from your own linked brokerage account under your own market data entitlements. We are not a market data vendor and do not resell data. What you see reflects what your brokerage and data plan provide: real time where your entitlements are real time, delayed where they are delayed, and the app labels which is which. A source line on data surfaces names the provider that served the numbers you are looking at.

Reference indexes: official published series

Some reference series, such as volatility index history used for percentile and regime context, come from officially published closing values (the exchange operator's official closes, republished by the Federal Reserve's public data service). These are end of day values, and the app badges them with their as-of date rather than presenting them as live. If your connected brokerage provides a live index feed, the app prefers it and says so.

Derived and estimated values: always labeled

Values the app computes, such as a synthetic volatility curve built from option chains, probability estimates, or projected earnings windows, are stamped as derived or estimated wherever they appear. A derived value is never presented as an official published number, and where a derived reading and an official reading could disagree, the app explains which to trust and why.

Earnings dates: SEC filings first

Earnings dates come from companies' own SEC filings, retrieved from the SEC's EDGAR system. Dates confirmed by a filing are marked as SEC confirmed; dates projected from a company's own filing history are marked as estimates with an uncertainty window. Each historical earnings event links to the underlying filing on sec.gov, so every date is traceable to a primary source.

When data is missing

If a series is not available from your connected sources, the app says so, in words, in place of the number. It does not fill gaps with substituted values, and accounts configured for licensed data only are served exclusively from licensed sources. AI generated commentary in the app is produced from the same displayed data and inherits the same caveats; it is secondary guidance to verify, never a primary source.

Questions about a specific number's source: support@optionscanner.ai.

Educational reference. Options Scanner is a software tool. It is not a broker-dealer, an investment adviser, or a fiduciary, and nothing on this page is investment advice or a recommendation to buy or sell any security. Options involve risk and are not suitable for every investor; read the Characteristics and Risks of Standardized Options before trading. Examples use hypothetical numbers for illustration only.