Option Prices

Option Prices Java API Documentation

Returns all price data from inception to expiration for a particular contract.

API Class:
OptionsApi
Instance Method:
getOptionsPrices()

Stock Price Code Example

Use my API Key
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 = "MSFT190405C00118000";
String startDate = "2019-01-01";
String endDate = "2019-12-31";
Integer pageSize = 100;
String nextPage = null;
ApiResponseOptionPrices result = optionsApi.getOptionsPrices(identifier, startDate, endDate, pageSize, nextPage);
System.out.println(result);
}
}
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Parameters

NameTypeDescriptionNotes
identifierStringThe Intrinio ID or code of the options contract to request prices for. 
startDateStringReturn option contract prices on or after this date.[optional]  
endDateStringReturn option contract prices on or before this date.[optional]  
pageSizeIntegerThe number of results to return[optional] [default to 100]  
nextPageStringGets the next page of data from a previous API call[optional]  


Return Type

object
ApiResponseOptionPrices

Properties

NameTypeDescription
pricesListA list of option prices in descending order by date  
optionOption 
nextPageStringThe token required to request the next page of the data. If null, no further results are available.  
object
OptionPrice

Properties

NameTypeDescription
dateStringThe date of the price, in the format YYYY-MM-DD  
closeBigDecimalThe closing price of the options contract.  
closeBidBigDecimalThe closing bid price of the options contract.  
closeAskBigDecimalThe closing ask price of the options contract.  
volumeIntegerThe cumulative volume of this options contract that traded that day.  
volumeBidIntegerThe cumulative volume of this options contract that traded on the bid price that day.  
volumeAskIntegerThe cumulative volume of this options contract that traded on the ask price that day.  
tradesIntegerThe number of trades executed that for this options contract on that day.  
openInterestIntegerThe total number of this options contract that are still open.  
openInterestChangeIntegerThe change in the total number of this options contract that are still open from the previous day.  
nextDayOpenInterestIntegerThe total number of this options contract that are still open at the start of the next day.  
impliedVolatilityBigDecimalThe estimated volatility of the Security's price. Volatility is a statistical measure of dispersion of returns for the Security. Standard deviation of a Security's returns and a market index is an example of a measurement of volatility. Implied volatility approximates the future value of an option, and the option's current value takes this into consideration.  
impliedVolatilityChangeBigDecimalThe change in implied volatility for that day.  
deltaBigDecimalDelta measures the degree to which an options contract is exposed to shifts in the price of the underlying Security. Values of delta range from 0.0 to 1.0 for call options and -1.0 to 0.0 for put options. For example, if a put option has a delta of -0.50, if the price of the underlying Security increases by $1, the price of the put option will decrease by $0.50.  
object
Option

Properties

NameTypeDescription
idStringThe Intrinio ID for the Option.  
codeStringThe Intrinio Code for the Option.  
tickerStringThe ticker symbol of the Security for the Option.  
expirationStringThe date on which the Option expires. The Option becomes invalid after this date and cannot be exercised.  
strikeBigDecimalThe 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.  
typeStringThe 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.