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] |
ivMode | String | Change the mode for the implied volatility calculation to out of the money. | [optional] |
nextPage | String | Gets the next page of data from a previous API call | [optional] |
pageSize | Number | The number of results to return | [optional] [default to 250] |
stockPriceSource | String | Source for underlying price for calculating Greeks. | [optional] |
model | String | Model for calculating Greek values. Default is black_scholes. | [optional] |
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 | [ApiResponseOptionsPriceRealtime] | 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 |
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 | Number | The price of the last trade |
lastSize | Number | The size of the last trade |
lastTimestamp | Date | The time of the last trade |
volume | Number | The cumulative volume of this options contract that traded that day. |
ask | Number | The price of the top ask order |
askSize | Number | The size of the top ask order |
askTimestamp | Date | The timestamp of the top ask order |
bid | Number | The price of the top bid order |
bidSize | Number | The size of the top bid order |
bidTimestamp | Date | The time of the top bid order |
openInterest | Number | The total number of this options contract that are still open. |
exerciseStyle | String | The exercise style of the option. ("A" = "American", "E" = "European") |
Name | Type | Description |
---|---|---|
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. |
underlyingPrice | Number | 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 | Date | 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). |
Name | Type | Description |
---|---|---|
bidOpen | Number | The price of the bid at open |
bidHigh | Number | The high bid so far today |
bidLow | Number | The low bid so far today |
askOpen | Number | The price of the ask at open |
askHigh | Number | The high ask so far today |
askLow | Number | The low ask so far today |
tradeOpen | Number | The price of the trade at open |
tradeHigh | Number | The high trade so far today |
tradeLow | Number | The low trade so far today |
askClose | Number | The price of ask at close today |
bidClose | Number | The price of bid at close today |
tradeClose | Number | The price of the last trade of the day |
mark | Number | The mark price |