Option Stats Realtime Csharp API Documentation

Returns all option stats (greeks and implied volatility) as well as the underlying factors used to calculate them, for a particular option contract.

API Class:

Intrinio.SDK.Api.OptionsApi

Instance Method:

GetOptionsStatsRealtime()

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 GetOptionsStatsRealtimeExample
  {
    public static void Main()
    {
      Configuration.Default.AddApiKey("api_key", "YOUR_API_KEY");
      Configuration.Default.AllowRetries = true;
      
      var optionsApi = new OptionsApi();
      
      string identifier = "AAPL230120C00090000";
      string source = null;
      bool? showExtendedPrice = null;
      
      ApiResponseOptionsStatsRealtime result = optionsApi.GetOptionsStatsRealtime(identifier, source, showExtendedPrice);
      Console.WriteLine(JsonConvert.SerializeObject(result, Formatting.Indented));
    }
  }
}
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Parameters

Name	Type	Description	Notes
identifier	string	The Intrinio ID or code of the options contract to request prices for.
source	string	Realtime or 15-minute delayed contracts.	[optional]
showExtendedPrice	bool?	Whether to include open close high low type fields.	[optional]

Return Type

object

Intrinio.SDK.Model.ApiResponseOptionsStatsRealtime

Properties

Name	Type	Description
Stats	OptionStatsRealtime
Factors	OptionFactorsRealtime
Option	OptionRealtime

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.OptionFactorsRealtime

Properties

Name	Type	Description
MarketPrice	decimal?	The market price of the options contract
UnderlyingPrice	decimal?	The market price of the underlying asset
StrikePrice	decimal?	The strike price of the options contract
DaysToExpiration	decimal?	The number of days to expiration
RiskFreeInterestRate	decimal?	The current risk-free interest rate, as measured by the 3-month Treasury Bill rate
DividendYield	decimal?	The dividend yield of the underlying asset (if applicable)

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).

Option Stats 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