Returns a list of the latest 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 call/put contracts that match the strike and symbol specified.
| Name | Description | Example |
|---|---|---|
|
symbol
* required
|
The option symbol, corresponding to the underlying security. | MSFT |
|
strike
|
The strike price of the option contract. This will return options contracts with strike price equal to this price. | 95 |
|
source
|
Realtime or delayed.
Options:
realtime
delayed
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|
realtime |
|
stock_price_source
|
Source for underlying price for calculating Greeks.
Options:
iex
bats_delayed
intrinio_mx
intrinio_mx_plus
delayed_sip
utp_delayed
otc_delayed
cta_a_delayed
cta_b_delayed
nasdaq_basic
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|
iex |
|
model
|
Model for calculating Greek values. Default is black_scholes.
Options:
black_scholes
bjerk
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|
black_scholes |
|
show_extended_price
|
Whether to include open close high low type fields. | false |
|
include_related_symbols
|
Include related symbols that end in a 1 or 2 because of a corporate action. | false |
|
symbol
* required
The option symbol, corresponding to the underlying security.
|
||
|
strike
* required
The strike price of the option contract. This will return options contracts with strike price equal to this price.
|
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|
source
* required
Realtime or delayed.
|
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|
stock_price_source
* required
Source for underlying price for calculating Greeks.
|
||
|
model
* required
Model for calculating Greek values. Default is black_scholes.
|
||
|
show_extended_price
* required
Whether to include open close high low type fields.
|
||
|
include_related_symbols
* required
Include related symbols that end in a 1 or 2 because of a corporate action.
|
| Name | Description | Type |
|---|---|---|
| chain | A list of realtime options for the provided expiration date their respective option prices. | array |
|
option
|
object | |
|
code
|
The Intrinio Code for the Option. | string |
|
ticker
|
The ticker symbol of the Security for the Option. | string |
|
expiration
|
The date on which the Option expires. The Option becomes invalid after this date and cannot be exercised. | date |
|
strike
|
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. | number |
|
type
|
The type of Option (put or call). | select |
|
price
|
object | |
|
last
|
The price of the last trade | number |
|
last_size
|
The size of the last trade | integer |
|
last_timestamp
|
The time of the last trade | string |
|
volume
|
The cumulative volume of this options contract that traded that day. | integer |
|
ask
|
The price of the top ask order | number |
|
ask_size
|
The size of the top ask order | integer |
|
ask_timestamp
|
The timestamp of the top ask order | string |
|
bid
|
The price of the top bid order | number |
|
bid_size
|
The size of the top bid order | integer |
|
bid_timestamp
|
The time of the top bid order | string |
|
open_interest
|
The total number of this options contract that are still open. | integer |
|
exercise_style
|
The exercise style of the option. ("A" = "American", "E" = "European") | select |
|
stats
|
object | |
|
implied_volatility
|
The implied volatility of the contract calculated using the Black-Scholes Model. | number |
|
delta
|
Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price. | number |
|
gamma
|
Gamma represents the rate of change between an option's delta and the underlying asset's price. | number |
|
theta
|
Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay. | number |
|
vega
|
Vega represents the rate of change between an option's value and the underlying asset's implied volatility. | number |
|
underlying_price
|
The most recent trade price of the underlying asset. | number |
|
extended_price
|
object | |
|
bid_open
|
The price of the bid at open | number |
|
bid_high
|
The high bid so far today | number |
|
bid_low
|
The low bid so far today | number |
|
ask_open
|
The price of the ask at open | number |
|
ask_high
|
The high ask so far today | number |
|
ask_low
|
The low ask so far today | number |
|
trade_open
|
The price of the trade at open | number |
|
trade_high
|
The high trade so far today | number |
|
trade_low
|
The low trade so far today | number |
|
ask_close
|
The price of ask at close today | number |
|
bid_close
|
The price of bid at close today | number |
|
trade_close
|
The price of the last trade of the day | number |
|
mark
|
The mark price | number |
|
chain
A list of realtime options for the provided expiration date their respective option prices.
|
