Option Stats Realtime Java API Documentation

Returns all option stats (greeks and implied volatility) as well as the underlying factors used to calculate them, for a particular option contract.

API Class:

OptionsApi

Instance Method:

getOptionsStatsRealtime()

Stock Price Code Example

Use my API Key

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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 = "AAPL230120C00090000";
    String source = null;
    Boolean showExtendedPrice = null;
    ApiResponseOptionsStatsRealtime result = optionsApi.getOptionsStatsRealtime(identifier, source, showExtendedPrice);
    System.out.println(result);
  }
}
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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]
showExtendedPrice	Boolean	Whether to include open close high low type fields.	[optional]

Return Type

object

ApiResponseOptionsStatsRealtime

Properties

Name	Type	Description
stats	OptionStatsRealtime
factors	OptionFactorsRealtime
option	OptionRealtime

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

OptionFactorsRealtime

Properties

Name	Type	Description
marketPrice	BigDecimal	The market price of the options contract
underlyingPrice	BigDecimal	The market price of the underlying asset
strikePrice	BigDecimal	The strike price of the options contract
daysToExpiration	BigDecimal	The number of days to expiration
riskFreeInterestRate	BigDecimal	The current risk-free interest rate, as measured by the 3-month Treasury Bill rate
dividendYield	BigDecimal	The dividend yield of the underlying asset (if applicable)

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).

Option Stats 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