Returns all EOD options contracts and their prices for the given symbol and expiration date.
Name | Type | Description | Notes |
---|---|---|---|
symbol | String | The option symbol, corresponding to the underlying security. | |
expiration | String | The expiration date of the options contract | |
type | String | The option contract type. | [optional] [enum: call, put] |
strike | BigDecimal | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
strikeGreaterThan | BigDecimal | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
strikeLessThan | BigDecimal | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
date | LocalDate | The date to retrieve prices for | [optional] |
includeRelatedSymbols | Boolean | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
Name | Type | Description |
---|---|---|
chain | List | A list of realtime options for the provided expiration date their respective option prices. |
Name | Type | Description |
---|---|---|
code | String | The Intrinio Code for the Option. |
ticker | String | The ticker symbol of the Security for the Option. |
expiration | String | The date on which the Option expires. The Option becomes invalid after this date and cannot be exercised. |
strike | BigDecimal | 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). 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. |
Name | Type | Description |
---|---|---|
date | String | The date of the price, in the format YYYY-MM-DD |
close | BigDecimal | The closing price of the options contract. |
closeBid | BigDecimal | The closing bid price of the options contract. |
closeAsk | BigDecimal | The closing ask price of the options contract. |
volume | Integer | The cumulative volume of this options contract that traded that day. |
open | BigDecimal | The price at the beginning of the period |
openAsk | BigDecimal | The ask at the beginning of the period |
openBid | BigDecimal | The bid at the beginning of the period |
openInterest | Integer | The total number of this options contract that are still open. |
high | BigDecimal | The highest price over the span of the period |
low | BigDecimal | The highest price over the span of the period |
mark | BigDecimal | The mid price between the latest bid and ask spread |
askHigh | BigDecimal | The highest ask over the span of the period |
askLow | BigDecimal | The lowest ask over the span of the period |
bidHigh | BigDecimal | The highest bid over the span of the period |
bidLow | BigDecimal | The lowest bid over the span of the period |
impliedVolatility | BigDecimal | The implied volatility of the contract calculated using the Black-Scholes Model. |
delta | BigDecimal | Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price. |
gamma | BigDecimal | Gamma represents the rate of change between an option's delta and the underlying asset's price. |
theta | BigDecimal | Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay. |
vega | BigDecimal | Vega represents the rate of change between an option's value and the underlying asset's implied volatility. |
closeTime | OffsetDateTime | The time of the last trade before close. |
closeSize | Integer | The size of the last trade before close. |
closeBidTime | OffsetDateTime | The time of the last bid before close. |
closeBidSize | Integer | The size of the last bid before close. |
closeAskTime | OffsetDateTime | The time of the last ask before close. |
closeAskSize | Integer | The size of the last ask before close. |
exerciseStyle | String | The exercise style. |