Option Prices EOD

Option Prices EOD Ruby API Documentation

Returns all option prices for a given option contract identifier.

API Class:
Intrinio::OptionsApi
Instance Method:
get_options_prices_eod()

Stock Price Code Example

Use my API Key
# Load the gem
require 'intrinio-sdk'
require 'pp'
# Setup authorization
Intrinio.configure do |config|
config.api_key['api_key'] = 'YOUR_API_KEY'
config.allow_retries = true
end
options_api = Intrinio::OptionsApi.new
identifier = "AAPL230616P00190000"
opts = {
next_page: nil,
start_date: nil,
end_date: nil
}
result = options_api.get_options_prices_eod(identifier, opts)
pp result
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Parameters

NameTypeDescriptionNotes
identifierStringThe Intrinio ID or code of the options contract to request prices for. 
next_pageStringGets the next page of data from a previous API call[optional]  
start_dateDateThe start date to retrieve prices for[optional]  
end_dateDateThe end date to retrieve prices for[optional]  

Return Type

object
Intrinio::ApiResponseOptionsPricesEod

Properties

NameTypeDescription
pricesArrayA list of options prices with the given symbol  
optionOptionEod 
next_pageStringThe token required to request the next page of the data. If null, no further results are available.  
object
Intrinio::OptionPriceEod

Properties

NameTypeDescription
dateStringThe 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.  
volumeIntegerThe 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_interestIntegerThe 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_sizeIntegerThe size of the last trade before close.  
close_bid_timeDateTimeThe time of the last bid before close.  
close_bid_sizeIntegerThe size of the last bid before close.  
close_ask_timeDateTimeThe time of the last ask before close.  
close_ask_sizeIntegerThe size of the last ask before close.  
exercise_styleStringThe exercise style.  
object
Intrinio::OptionEod

Properties

NameTypeDescription
codeStringThe Intrinio Code for the Option.  
tickerStringThe ticker symbol of the Security for the Option.  
expirationStringThe 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.  
typeStringThe 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.