Official Python client for the CuteMarkets options market-data API. Sync + async, typed Pydantic models, auto-pagination, typed errors, and rate-limit introspection.

Research utilities for earnings-related options studies: implied move estimation, realized vs implied move analysis, quote-quality summaries, and historical contract selection around event dates.

Runnable recipes for using CuteMarkets options data in Python and TypeScript, organized by workflow: options chain scanners, historical contract reconstruction, earnings implied move, and quote-quality checks.