Option Prices End of Day By Ticker

Option Prices End of Day By Ticker Python API Documentation

Returns a list of end of day pricing information for all option contracts currently associated with the ticker.

API Class:
OptionsApi
Instance Method:
get_options_prices_eod_by_ticker()

Stock Price Code Example

Use my API Key
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
symbol = 'MSFT'
page_size = 250
date = "2024-01-01"
type = ''
include_related_symbols = False
next_page = ''
response = intrinio.OptionsApi().get_options_prices_eod_by_ticker(symbol, page_size=page_size, date=date, type=type, include_related_symbols
  =include_related_symbols, next_page=next_page)
print(response)
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Parameters

NameTypeDescriptionNotes
symbolstrThe equities ticker symbol, corresponding to the underlying security. 
page_sizeintThe number of results to return[optional] [default to 250]  
dateobjectThe date to get pricing data for. Defaults to today in Eastern time zone.[optional]  
typestrThe option contract type.[optional]  
strikefloatThe strike price of the option contract. This will return options contracts with strike price equal to this price.[optional]  
strike_greater_thanfloatThe strike price of the option contract. This will return options contracts with strike prices greater than this price.[optional]  
strike_less_thanfloatThe strike price of the option contract. This will return options contracts with strike prices less than this price.[optional]  
include_related_symbolsboolInclude related symbols that end in a 1 or 2 because of a corporate action.[optional]  
next_pagestrGets the next page of data from a previous API call[optional]  


Return Type

object
ApiResponseOptionsPricesByTickerEod

Properties

NameTypeDescription
next_pagestrThe token required to request the next page of the data. If null, no further results are available.  
priceslist[OptionsPriceEod]The contracts pricing for this security.  
object
OptionsPriceEod

Properties

NameTypeDescription
priceOptionPriceEod 
optionOptionEod 
object
OptionPriceEod

Properties

NameTypeDescription
datestrThe date of the price, in the format YYYY-MM-DD  
closefloatThe closing price of the options contract.  
close_bidfloatThe closing bid price of the options contract.  
close_askfloatThe closing ask price of the options contract.  
volumeintThe cumulative volume of this options contract that traded that day.  
openfloatThe price at the beginning of the period  
open_askfloatThe ask at the beginning of the period  
open_bidfloatThe bid at the beginning of the period  
open_interestintThe total number of this options contract that are still open.  
highfloatThe highest price over the span of the period  
lowfloatThe highest price over the span of the period  
markfloatThe mid price between the latest bid and ask spread  
ask_highfloatThe highest ask over the span of the period  
ask_lowfloatThe lowest ask over the span of the period  
bid_highfloatThe highest bid over the span of the period  
bid_lowfloatThe lowest bid over the span of the period  
implied_volatilityfloatThe implied volatility of the contract calculated using the Black-Scholes Model.  
deltafloatDelta represents the rate of change between the option's price and a $1 change in the underlying asset's price.  
gammafloatGamma represents the rate of change between an option's delta and the underlying asset's price.  
thetafloatTheta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay.  
vegafloatVega represents the rate of change between an option's value and the underlying asset's implied volatility.  
close_timedatetimeThe time of the last trade before close.  
close_sizeintThe size of the last trade before close.  
close_bid_timedatetimeThe time of the last bid before close.  
close_bid_sizeintThe size of the last bid before close.  
close_ask_timedatetimeThe time of the last ask before close.  
close_ask_sizeintThe size of the last ask before close.  
exercise_stylestrThe exercise style.  
object
OptionEod

Properties

NameTypeDescription
codestrThe Intrinio Code for the Option.  
tickerstrThe ticker symbol of the Security for the Option.  
expirationstrThe date on which the Option expires. The Option becomes invalid after this date and cannot be exercised.  
strikefloatThe 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.  
typestrThe 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.