Option Prices End of Day By Ticker

Option Prices End of Day By Ticker R API Documentation

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

API Class:
IntrinioSDK::OptionsApi
Instance Method:
get_options_prices_eod_by_ticker()

Stock Price Code Example

Use my API Key
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
symbol <- "MSFT"
# Optional params
opts <- list(
page_size = 250,
date = IntrinioSDK::TODO_OBJECT_MAPPING$new(),
type = NULL,
strike = NULL,
strike_greater_than = NULL,
strike_less_than = NULL,
include_related_symbols = FALSE,
next_page = NULL
)
response <- OptionsApi$get_options_prices_eod_by_ticker(symbol, opts)
print(response)
print(response$content)
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Parameters

NameTypeDescriptionNotes
symbolCharacterThe equities ticker symbol, corresponding to the underlying security. 
page_sizeIntegerThe number of results to return[optional] [default to 250]  
dateTODO_OBJECT_MAPPINGThe date to get pricing data for. Defaults to today in Eastern time zone.[optional]  
typeCharacterThe option contract type.[optional]  
strikeNumericThe strike price of the option contract. This will return options contracts with strike price equal to this price.[optional]  
strike_greater_thanNumericThe strike price of the option contract. This will return options contracts with strike prices greater than this price.[optional]  
strike_less_thanNumericThe strike price of the option contract. This will return options contracts with strike prices less than this price.[optional]  
include_related_symbolsLogicalInclude related symbols that end in a 1 or 2 because of a corporate action.[optional]  
next_pageCharacterGets the next page of data from a previous API call[optional]  


Return Type

object
IntrinioSDK::ApiResponseOptionsPricesByTickerEod

Properties

NameTypeDescription
next_pageCharacterThe token required to request the next page of the data. If null, no further results are available.  
pricesList of OptionsPriceEodThe contracts pricing for this security.  
prices_data_frameData FrameData frame representation of prices
object
IntrinioSDK::OptionsPriceEod

Properties

NameTypeDescription
priceOptionPriceEod 
optionOptionEod 
object
IntrinioSDK::OptionPriceEod

Properties

NameTypeDescription
dateCharacterThe date of the price, in the format YYYY-MM-DD  
closeNumericThe closing price of the options contract.  
close_bidNumericThe closing bid price of the options contract.  
close_askNumericThe closing ask price of the options contract.  
volumeIntegerThe cumulative volume of this options contract that traded that day.  
openNumericThe price at the beginning of the period  
open_askNumericThe ask at the beginning of the period  
open_bidNumericThe bid at the beginning of the period  
open_interestIntegerThe total number of this options contract that are still open.  
highNumericThe highest price over the span of the period  
lowNumericThe highest price over the span of the period  
markNumericThe mid price between the latest bid and ask spread  
ask_highNumericThe highest ask over the span of the period  
ask_lowNumericThe lowest ask over the span of the period  
bid_highNumericThe highest bid over the span of the period  
bid_lowNumericThe lowest bid over the span of the period  
implied_volatilityNumericThe implied volatility of the contract calculated using the Black-Scholes Model.  
deltaNumericDelta represents the rate of change between the option's price and a $1 change in the underlying asset's price.  
gammaNumericGamma represents the rate of change between an option's delta and the underlying asset's price.  
thetaNumericTheta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay.  
vegaNumericVega represents the rate of change between an option's value and the underlying asset's implied volatility.  
close_timePOSIXltThe time of the last trade before close.  
close_sizeIntegerThe size of the last trade before close.  
close_bid_timePOSIXltThe time of the last bid before close.  
close_bid_sizeIntegerThe size of the last bid before close.  
close_ask_timePOSIXltThe time of the last ask before close.  
close_ask_sizeIntegerThe size of the last ask before close.  
exercise_styleCharacterThe exercise style.  
object
IntrinioSDK::OptionEod

Properties

NameTypeDescription
codeCharacterThe Intrinio Code for the Option.  
tickerCharacterThe ticker symbol of the Security for the Option.  
expirationCharacterThe date on which the Option expires. The Option becomes invalid after this date and cannot be exercised.  
strikeNumericThe 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.  
typeCharacterThe 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.