Option Prices Batch Realtime Csharp API Documentation

Returns a list of latest price data for up to 250 option contracts per request.

API Class:

Intrinio.SDK.Api.OptionsApi

Instance Method:

GetOptionsPricesBatchRealtime()

Stock Price Code Example

Use my API Key

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using System;
using System.Diagnostics;
using System.Collections;
using System.Collections.Generic;
using Intrinio.SDK.Api;
using Intrinio.SDK.Client;
using Intrinio.SDK.Model;
using Newtonsoft.Json;
namespace Example
{
  public class GetOptionsPricesBatchRealtimeExample
  {
    public static void Main()
    {
      Configuration.Default.AddApiKey("api_key", "YOUR_API_KEY");
      Configuration.Default.AllowRetries = true;
      
      var optionsApi = new OptionsApi();
      
      string source = null;
      bool? showStats = null;
      string stockPriceSource = null;
      string model = null;
      bool? showExtendedPrice = null;
      
      var body = new OptionContractsList();
      body.Contracts = new List<string>(new string[] { "A220121P00055000", "A220121P00057500", "A220121P00060000" });
      ApiResponseOptionsPricesBatchRealtime result = optionsApi.GetOptionsPricesBatchRealtime(body, source, showStats, stockPriceSource, model, 
        showExtendedPrice);
      Console.WriteLine(JsonConvert.SerializeObject(result, Formatting.Indented));
    }
  }
}
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Parameters

Name	Type	Description	Notes
body	OptionContractsList	The contract symbols for which to return options prices for.
source	string	Realtime or 15-minute delayed contracts.	[optional]
showStats	bool?	Whether to include Greek calculations or not.	[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]

Return Type

object

Intrinio.SDK.Model.ApiResponseOptionsPricesBatchRealtime

Properties

Name	Type	Description
Contracts	List

object

Intrinio.SDK.Model.OptionPriceBatchRealtime

Properties

Name	Type	Description
Price	OptionPriceRealtime
Stats	OptionStatsRealtime
Option	OptionRealtime
ExtendedPrice	OptionPriceRealtimeExtended

object

Intrinio.SDK.Model.OptionPriceRealtime

Properties

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")

object

Intrinio.SDK.Model.OptionStatsRealtime

Properties

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.

object

Intrinio.SDK.Model.OptionRealtime

Properties

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).

object

Intrinio.SDK.Model.OptionPriceRealtimeExtended

Properties

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

Option Prices Batch Realtime

SDKs

API Endpoints

Standardized & As-Reported Financial Statement Data

Company Reference & Metadata

Company News

Insider & Institutional Holdings Data

Upcoming & Historical IPOs

Raw Text Filings

XBRL Searchable Financial Statement Notes

Aggregate Standardized Financial Statement Data by SIC Codes

Economic Data

Security Reference Data

Real-Time Prices

Historical Intraday Prices

Historical End of Day Prices

Technical Indicators

Historical End of Day Index Prices

Reference & Metadata

Holdings

Returns & Analytics