Options Historical Prices

Options Historical Prices Web API Documentation

Returns the historical prices for the given option contract.

Endpoint:
https://api.intrinio.com/options/historical.csv

Parameters

Name Description Example
ticker
* required
The option ticker symbol, corresponding to the underlying security. AAPL
expiration
* required
The contract expiration date. 2017-01-20
type
* required
The contract type.
Options:
put
call
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put
strike
* required
The contract strike price. 145
page_number
An integer greater than or equal to 1 for specifying the page number for the return values. -
page_size
An integer greater than or equal to 1 for specifying the number of results on each page. 10
hide_paging
Hide first row of paging information.
Options:
true
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true
ticker
* required
The option ticker symbol, corresponding to the underlying security.
expiration
* required
The contract expiration date.
type
* required
The contract type.
strike
* required
The contract strike price.
page_number
* required
An integer greater than or equal to 1 for specifying the page number for the return values.
page_size
* required
An integer greater than or equal to 1 for specifying the number of results on each page.
hide_paging
* required
Hide first row of paging information.

Output Fields

Name Description Type
date the price date, in the format YYYY-MM-DD date
expiration the contract expiration date, in the format YYYY-MM-DD date
strike the contract strike price number
type the contract type, either put or call string
close the closing price of the contract number
close_bid the closing bid price of the contract number
close_ask the closing ask price of the contract number
volume the closing volume of the contract number
volume_bid the closing bid volume of the contract number
volume_ask the closing ask volume of the contract number
trades the number of trades executed that day number
open_interest the open interest at the end of the day number
open_interest_change the change in open interest from the previous day number
next_day_open_interest the open interest at the start of the next day number
implied_volatility the implied volatility of the contract number
implied_volatility_change the change in implied volatility that day number
delta the delta of the contract vs the underlying security number
date
the price date, in the format YYYY-MM-DD
expiration
the contract expiration date, in the format YYYY-MM-DD
strike
the contract strike price
type
the contract type, either put or call
close
the closing price of the contract
close_bid
the closing bid price of the contract
close_ask
the closing ask price of the contract
volume
the closing volume of the contract
volume_bid
the closing bid volume of the contract
volume_ask
the closing ask volume of the contract
trades
the number of trades executed that day
open_interest
the open interest at the end of the day
open_interest_change
the change in open interest from the previous day
next_day_open_interest
the open interest at the start of the next day
implied_volatility
the implied volatility of the contract
implied_volatility_change
the change in implied volatility that day
delta
the delta of the contract vs the underlying security