Option Prices Realtime Java API Documentation

Back to Product Docs

Returns all option prices for a given option contract identifier.

API Class:

OptionsApi

Instance Method:

getOptionsPricesRealtime()

Stock Price Code Example

Use my API Key

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
import com.intrinio.api.*;
import com.intrinio.models.*;
import com.intrinio.invoker.*;
import com.intrinio.invoker.auth.*;
import org.threeten.bp.*;
import java.math.BigDecimal;
import java.util.*;
public class Main {
  public static void main(String[] args) throws Exception {
    ApiClient defaultClient = Configuration.getDefaultApiClient();
    ApiKeyAuth auth = (ApiKeyAuth) defaultClient.getAuthentication("ApiKeyAuth");
    auth.setApiKey("YOUR_API_KEY");
    defaultClient.setAllowRetries(true);
    OptionsApi optionsApi = new OptionsApi();
    String identifier = "AAPL__261218C00230000";
    String source = null;
    String stockPriceSource = null;
    String model = null;
    Boolean showExtendedPrice = null;
    ApiResponseOptionsPriceRealtime result = optionsApi.getOptionsPricesRealtime(identifier, source, stockPriceSource, model, showExtendedPrice);
    System.out.println(result);
  }
}
הההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההה
XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

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] [enum: realtime, delayed]
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]

Return Type

object

ApiResponseOptionsPriceRealtime

Properties

Name	Type	Description
price	OptionPriceRealtime
stats	OptionStatsRealtime
option	OptionRealtime
extendedPrice	OptionPriceRealtimeExtended

object

OptionPriceRealtime

Properties

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")

object

OptionStatsRealtime

Properties

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.

object

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	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).

object

OptionPriceRealtimeExtended

Properties

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

Option Prices 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