Returns a list of the latest National Best Bid & Offer (NBBO) top of the order book size and premium (bid / ask), the latest trade size and premium as well as the greeks and implied volatility for all option contracts currently associated with the option chain.
| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | string | The option symbol, corresponding to the underlying security. | |
| expiration | string | The expiration date of the options contract | |
| source | string | Realtime or 15-minute delayed contracts. | [optional] |
| type | string | The option contract type. | [optional] |
| strike | decimal? | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
| strikeGreaterThan | decimal? | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
| strikeLessThan | decimal? | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
| volumeGreaterThan | decimal? | The volume of the option contract. This will return options contracts with volumes greater than this amount. | [optional] |
| volumeLessThan | decimal? | The volume of the option contract. This will return options contracts with volumes less than this amout. | [optional] |
| openInterestGreaterThan | decimal? | The open interest of the option contract. This will return options contracts with open interest greater than this amount. | [optional] |
| openInterestLessThan | decimal? | The open interest of the option contract. This will return options contracts with open interest less than this amount. | [optional] |
| moneyness | string | The moneyness of the options contracts to return. ‘all' will return all options contracts. ‘in_the_money' will return options contracts that are in the money (call options with strike prices below the current price, put options with strike prices above the current price). ‘out_of_they_money' will return options contracts that are out of the money (call options with strike prices above the current price, put options with strike prices below the current price). ‘near_the_money' will return options contracts that are $0.50 or less away from being in the money. Requires subscription to realtime stock price data. | [optional] |
| stockPriceSource | string | Source for underlying price for calculating Greeks. | [optional] |
| model | string | Model for calculating Greek values. Default is black_scholes. | [optional] |
| showExtendedPrice | bool? | Whether to include open close high low type fields. | [optional] |
| includeRelatedSymbols | bool? | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
| Name | Type | Description |
|---|---|---|
| Chain | List | A list of realtime options for the provided expiration date their respective option prices. |
| Name | Type | Description |
|---|---|---|
| Code | string | The Intrinio Code for the Option. |
| Ticker | string | The ticker symbol of the Security for the Option. |
| Expiration | DateTime? | The date on which the Option expires. The Option becomes invalid after this date and cannot be exercised. |
| Strike | decimal? | The strike price is the fixed price at which a derivative can be exercised, and refers to the price of the derivative's underlying asset. In a call option, the strike price is the price at which the option holder can purchase the underlying security. For a put option, the strike price is the price at which the option holder can sell the underlying security. |
| Type | string | The type of Option (put or call). |
| Name | Type | Description |
|---|---|---|
| Last | decimal? | The price of the last trade |
| LastSize | int? | The size of the last trade |
| LastTimestamp | DateTime? | The time of the last trade |
| Volume | int? | The cumulative volume of this options contract that traded that day. |
| Ask | decimal? | The price of the top ask order |
| AskSize | int? | The size of the top ask order |
| AskTimestamp | DateTime? | The timestamp of the top ask order |
| Bid | decimal? | The price of the top bid order |
| BidSize | int? | The size of the top bid order |
| BidTimestamp | DateTime? | The time of the top bid order |
| OpenInterest | int? | The total number of this options contract that are still open. |
| ExerciseStyle | string | The exercise style of the option. ("A" = "American", "E" = "European") |
| Name | Type | Description |
|---|---|---|
| ImpliedVolatility | decimal? | The implied volatility of the contract calculated using the Black-Scholes Model. |
| Delta | decimal? | Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price. |
| Gamma | decimal? | Gamma represents the rate of change between an option's delta and the underlying asset's price. |
| Theta | decimal? | Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay. |
| Vega | decimal? | Vega represents the rate of change between an option's value and the underlying asset's implied volatility. |
| UnderlyingPrice | decimal? | The most recent trade price of the underlying asset. |
| Name | Type | Description |
|---|---|---|
| BidOpen | decimal? | The price of the bid at open |
| BidHigh | decimal? | The high bid so far today |
| BidLow | decimal? | The low bid so far today |
| AskOpen | decimal? | The price of the ask at open |
| AskHigh | decimal? | The high ask so far today |
| AskLow | decimal? | The low ask so far today |
| TradeOpen | decimal? | The price of the trade at open |
| TradeHigh | decimal? | The high trade so far today |
| TradeLow | decimal? | The low trade so far today |
| AskClose | decimal? | The price of ask at close today |
| BidClose | decimal? | The price of bid at close today |
| TradeClose | decimal? | The price of the last trade of the day |
| Mark | decimal? | The mark price |
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