Option Prices Javascript API Documentation

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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

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var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;
var options = new intrinioSDK.OptionsApi();
var identifier = "MSFT190405C00118000";
var opts = { 
  'startDate': "2019-01-01",
  'endDate': "2019-12-31",
  'pageSize': 100,
  'nextPage': null
};
options.getOptionsPrices(identifier, opts).then(function(data) {
  data = JSON.stringify(data, null, 2)
  console.log(data);
}, function(error) {
  console.error(error);
});
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Parameters

Name	Type	Description	Notes
identifier	String	The Intrinio ID or code of the options contract to request prices for.
startDate	String	Return option contract prices on or after this date.	[optional]
endDate	String	Return option contract prices on or before this date.	[optional]
pageSize	Number	The number of results to return	[optional] [default to 100]
nextPage	String	Gets the next page of data from a previous API call	[optional]

Return Type

object

ApiResponseOptionPrices

Properties

Name	Type	Description
prices	[OptionPrice]	A list of option prices in descending order by date
option	Option
nextPage	String	The token required to request the next page of the data. If null, no further results are available.

object

OptionPrice

Properties

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.
volumeBid	Number	The cumulative volume of this options contract that traded on the bid price that day.
volumeAsk	Number	The cumulative volume of this options contract that traded on the ask price that day.
trades	Number	The number of trades executed that for this options contract on that day.
openInterest	Number	The total number of this options contract that are still open.
openInterestChange	Number	The change in the total number of this options contract that are still open from the previous day.
nextDayOpenInterest	Number	The total number of this options contract that are still open at the start of the next day.
impliedVolatility	Number	The 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.
impliedVolatilityChange	Number	The change in implied volatility for that day.
delta	Number	Delta 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

Name	Type	Description
id	String	The Intrinio ID for the Option.
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.

Option Prices

SDKs

API Endpoints

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Company Reference & Metadata

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