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Options Chain

Options Chain

Returns all options contracts and their prices for the given symbol and expiration date.

Endpoint:
https://api-v2.intrinio.com/options/chain/{symbol}/{expiration}
Available in Sandbox

Parameters

Name Description Example
symbol
* required
The option symbol, corresponding to the underlying security. MSFT
expiration
* required
The expiration date of the options contract 2019-03-06
type
The option contract type.
Options:
call
put
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put
strike
The strike price of the option contract. This will return options contracts with strike price equal to this price. 170.0
strike_greater_than
The strike price of the option contract. This will return options contracts with strike prices greater than this price. 190.0
strike_less_than
The strike price of the option contract. This will return options contracts with strike prices less than this price. 150.0
moneyness
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.
Options:
all
in_the_money
out_of_the_money
near_the_money
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in_the_money
page_size
The number of results to return -
symbol
* required
The option symbol, corresponding to the underlying security.
expiration
* required
The expiration date of the options contract
type
* required
The option contract type.
strike
* required
The strike price of the option contract. This will return options contracts with strike price equal to this price.
strike_greater_than
* required
The strike price of the option contract. This will return options contracts with strike prices greater than this price.
strike_less_than
* required
The strike price of the option contract. This will return options contracts with strike prices less than this price.
moneyness
* required
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.
page_size
* required
The number of results to return

Output Fields

Name Description Type Example
chain
A list of options for the provided expiration date their respective option prices. array -
option
object
id
The Intrinio ID for the Option. string
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. string
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). A put option is an option contract giving the owner the right, but not the obligation, to sell a specified amount of an underlying asset at a specified price before the option's expiration date. A call option gives the holder the right to buy an underlying asset at a specified price, before the option's expiration date. string
price
object
date
The date of the price, in the format YYYY-MM-DD string
close
The closing price of the options contract. number
close_bid
The closing bid price of the options contract. number
close_ask
The closing ask price of the options contract. number
volume
The cumulative volume of this options contract that traded that day. integer
volume_bid
The cumulative volume of this options contract that traded on the bid price that day. integer
volume_ask
The cumulative volume of this options contract that traded on the ask price that day. integer
trades
The number of trades executed that for this options contract on that day. integer
open_interest
The total number of this options contract that are still open. integer
open_interest_change
The change in the total number of this options contract that are still open from the previous day. integer
next_day_open_interest
The total number of this options contract that are still open at the start of the next day. integer
implied_volatility
The estimated volatility of the Security's price. Volatility is a statistical measure of dispersion of returns for the Security. Standard deviation of a Security's returns and a market index is an example of a measurement of volatility. Implied volatility approximates the future value of an option, and the option's current value takes this into consideration. number
implied_volatility_change
The change in implied volatility for that day. number
delta
Delta measures the degree to which an options contract is exposed to shifts in the price of the underlying Security. Values of delta range from 0.0 to 1.0 for call options and -1.0 to 0.0 for put options. For example, if a put option has a delta of -0.50, if the price of the underlying Security increases by $1, the price of the put option will decrease by $0.50. number
chain
A list of options for the provided expiration date their respective option prices.