Returns a list of the latest National Best Bid & Offer (NBBO) top of the order book size and premium (bid / ask), the latest trade size and premium as well as the greeks and implied volatility for all option contracts currently associated with the ticker.
| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | String | The equities ticker symbol, corresponding to the underlying security. | |
| source | String | Realtime or 15-minute delayed contracts. | [optional] [enum: realtime, delayed] |
| ivMode | String | Change the mode for the implied volatility calculation to out of the money. | [optional] [enum: out_of_the_money] |
| nextPage | String | Gets the next page of data from a previous API call | [optional] |
| pageSize | Integer | The number of results to return | [optional] [default to 250] |
| stockPriceSource | String | Source for underlying price for calculating Greeks. | [optional] [enum: iex, bats_delayed, intrinio_mx, intrinio_mx_plus, delayed_sip, utp_delayed, otc_delayed, cta_a_delayed, cta_b_delayed, nasdaq_basic] |
| model | String | Model for calculating Greek values. Default is black_scholes. | [optional] [enum: black_scholes, bjerk] |
| showExtendedPrice | Boolean | Whether to include open close high low type fields. | [optional] |
| expirationStartDate | Object | Filter out contracts that expire before this date. | [optional] |
| expirationEndDate | Object | Filter out contracts that expire after this date. | [optional] |
| Name | Type | Description |
|---|---|---|
| security | SecuritySummary | The Security resolved from the given identifier |
| nextPage | String | The token required to request the next page of the data. If null, no further results are available. |
| contracts | List | The contracts pricing for this security. |
| Name | Type | Description |
|---|---|---|
| id | String | The Intrinio ID for Security |
| companyId | String | The Intrinio ID for the Company for which the Security is issued |
| exchange | String | The exchange's MIC |
| exchangeMic | String | The security's exchange MIC |
| stockExchangeId | String | The exchange's Intrinio ID |
| name | String | The name of the Security |
| code | String | A 2-3 digit code classifying the Security (reference) |
| currency | String | The currency in which the Security is traded on the exchange |
| ticker | String | The common/local ticker of the Security |
| compositeTicker | String | The country-composite ticker of the Security |
| figi | String | The OpenFIGI identifier |
| compositeFigi | String | The country-composite OpenFIGI identifier |
| shareClassFigi | String | The global-composite OpenFIGI identifier |
| primaryListing | Boolean | If true, the Security is the primary issue for the company, otherwise it is a secondary issue on a secondary stock exchange |
| Name | Type | Description |
|---|---|---|
| last | BigDecimal | The price of the last trade |
| lastSize | Integer | The size of the last trade |
| lastTimestamp | OffsetDateTime | The time of the last trade |
| volume | Integer | The cumulative volume of this options contract that traded that day. |
| ask | BigDecimal | The price of the top ask order |
| askSize | Integer | The size of the top ask order |
| askTimestamp | OffsetDateTime | The timestamp of the top ask order |
| bid | BigDecimal | The price of the top bid order |
| bidSize | Integer | The size of the top bid order |
| bidTimestamp | OffsetDateTime | The time of the top bid order |
| openInterest | Integer | The total number of this options contract that are still open. |
| exerciseStyle | ExerciseStyleEnum | The exercise style of the option. ("A" = "American", "E" = "European") |
| Name | Type | Description |
|---|---|---|
| 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. |
| underlyingPrice | BigDecimal | The most recent trade price of the underlying asset. |
| Name | Type | Description |
|---|---|---|
| code | String | The Intrinio Code for the Option. |
| ticker | String | The ticker symbol of the Security for the Option. |
| expiration | LocalDate | 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 | TypeEnum | The type of Option (put or call). |
| Name | Type | Description |
|---|---|---|
| bidOpen | BigDecimal | The price of the bid at open |
| bidHigh | BigDecimal | The high bid so far today |
| bidLow | BigDecimal | The low bid so far today |
| askOpen | BigDecimal | The price of the ask at open |
| askHigh | BigDecimal | The high ask so far today |
| askLow | BigDecimal | The low ask so far today |
| tradeOpen | BigDecimal | The price of the trade at open |
| tradeHigh | BigDecimal | The high trade so far today |
| tradeLow | BigDecimal | The low trade so far today |
| askClose | BigDecimal | The price of ask at close today |
| bidClose | BigDecimal | The price of bid at close today |
| tradeClose | BigDecimal | The price of the last trade of the day |
| mark | BigDecimal | The mark price |
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