Returns a list of end of day pricing information for all option contracts currently associated with the ticker.
Name | Type | Description | Notes |
---|---|---|---|
symbol | String | The equities ticker symbol, corresponding to the underlying security. | |
pageSize | Number | The number of results to return | [optional] [default to 250] |
date | Object | The date to get pricing data for. Defaults to today in Eastern time zone. | [optional] |
type | String | The option contract type. | [optional] |
strike | Number | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
strikeGreaterThan | Number | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
strikeLessThan | Number | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
includeRelatedSymbols | Boolean | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
nextPage | String | Gets the next page of data from a previous API call | [optional] |
Name | Type | Description |
---|---|---|
nextPage | String | The token required to request the next page of the data. If null, no further results are available. |
prices | [OptionsPriceEod] | The contracts pricing for this security. |
Name | Type | Description |
---|---|---|
date | String | The date of the price, in the format YYYY-MM-DD |
close | Number | The closing price of the options contract. |
closeBid | Number | The closing bid price of the options contract. |
closeAsk | Number | The closing ask price of the options contract. |
volume | Number | The cumulative volume of this options contract that traded that day. |
open | Number | The price at the beginning of the period |
openAsk | Number | The ask at the beginning of the period |
openBid | Number | The bid at the beginning of the period |
openInterest | Number | The total number of this options contract that are still open. |
high | Number | The highest price over the span of the period |
low | Number | The highest price over the span of the period |
mark | Number | The mid price between the latest bid and ask spread |
askHigh | Number | The highest ask over the span of the period |
askLow | Number | The lowest ask over the span of the period |
bidHigh | Number | The highest bid over the span of the period |
bidLow | Number | The lowest bid over the span of the period |
impliedVolatility | Number | The implied volatility of the contract calculated using the Black-Scholes Model. |
delta | Number | Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price. |
gamma | Number | Gamma represents the rate of change between an option's delta and the underlying asset's price. |
theta | Number | Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay. |
vega | Number | Vega represents the rate of change between an option's value and the underlying asset's implied volatility. |
closeTime | Date | The time of the last trade before close. |
closeSize | Number | The size of the last trade before close. |
closeBidTime | Date | The time of the last bid before close. |
closeBidSize | Number | The size of the last bid before close. |
closeAskTime | Date | The time of the last ask before close. |
closeAskSize | Number | The size of the last ask before close. |
exerciseStyle | String | The exercise style. |
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 | Number | 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. |