Options Chain Realtime Csharp API Documentation

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 option chain.

API Class:

Intrinio.SDK.Api.OptionsApi

Instance Method:

GetOptionsChainRealtime()

Stock Price Code Example

Use my API Key

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using System;
using System.Diagnostics;
using System.Collections;
using System.Collections.Generic;
using Intrinio.SDK.Api;
using Intrinio.SDK.Client;
using Intrinio.SDK.Model;
using Newtonsoft.Json;
namespace Example
{
  public class GetOptionsChainRealtimeExample
  {
    public static void Main()
    {
      Configuration.Default.AddApiKey("api_key", "YOUR_API_KEY");
      Configuration.Default.AllowRetries = true;
      
      var optionsApi = new OptionsApi();
      
      string symbol = "MSFT";
      string expiration = "2023-01-20";
      string source = null;
      string type = null;
      decimal? strike = null;
      decimal? strikeGreaterThan = null;
      decimal? strikeLessThan = null;
      decimal? volumeGreaterThan = null;
      decimal? volumeLessThan = null;
      decimal? openInterestGreaterThan = null;
      decimal? openInterestLessThan = null;
      string moneyness = null;
      string stockPriceSource = null;
      string model = null;
      bool? showExtendedPrice = null;
      bool? includeRelatedSymbols = false;
      
      ApiResponseOptionsChainRealtime result = optionsApi.GetOptionsChainRealtime(symbol, expiration, source, type, strike, strikeGreaterThan, 
        strikeLessThan, volumeGreaterThan, volumeLessThan, openInterestGreaterThan, openInterestLessThan, moneyness, stockPriceSource, model, 
        showExtendedPrice, includeRelatedSymbols);
      Console.WriteLine(JsonConvert.SerializeObject(result, Formatting.Indented));
    }
  }
}
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Parameters

Name	Type	Description	Notes
symbol	string	The option symbol, corresponding to the underlying security.
expiration	string	The expiration date of the options contract
source	string	Realtime or 15-minute delayed contracts.	[optional]
type	string	The option contract type.	[optional]
strike	decimal?	The strike price of the option contract. This will return options contracts with strike price equal to this price.	[optional]
strikeGreaterThan	decimal?	The strike price of the option contract. This will return options contracts with strike prices greater than this price.	[optional]
strikeLessThan	decimal?	The strike price of the option contract. This will return options contracts with strike prices less than this price.	[optional]
volumeGreaterThan	decimal?	The volume of the option contract. This will return options contracts with volumes greater than this amount.	[optional]
volumeLessThan	decimal?	The volume of the option contract. This will return options contracts with volumes less than this amout.	[optional]
openInterestGreaterThan	decimal?	The open interest of the option contract. This will return options contracts with open interest greater than this amount.	[optional]
openInterestLessThan	decimal?	The open interest of the option contract. This will return options contracts with open interest less than this amount.	[optional]
moneyness	string	The moneyness of the options contracts to return. ‘all' will return all options contracts. ‘in_the_money' will return options contracts that are in the money (call options with strike prices below the current price, put options with strike prices above the current price). ‘out_of_they_money' will return options contracts that are out of the money (call options with strike prices above the current price, put options with strike prices below the current price). ‘near_the_money' will return options contracts that are $0.50 or less away from being in the money. Requires subscription to realtime stock price data.	[optional]
stockPriceSource	string	Source for underlying price for calculating Greeks.	[optional]
model	string	Model for calculating Greek values. Default is black_scholes.	[optional]
showExtendedPrice	bool?	Whether to include open close high low type fields.	[optional]
includeRelatedSymbols	bool?	Include related symbols that end in a 1 or 2 because of a corporate action.	[optional]

Return Type

object

Intrinio.SDK.Model.ApiResponseOptionsChainRealtime

Properties

Name	Type	Description
Chain	List	A list of realtime options for the provided expiration date their respective option prices.

object

Intrinio.SDK.Model.OptionChainRealtime

Properties

Name	Type	Description
Option	OptionRealtime
Price	OptionPriceRealtime
Stats	OptionStatsRealtime
ExtendedPrice	OptionPriceRealtimeExtended

object

Intrinio.SDK.Model.OptionRealtime

Properties

Name	Type	Description
Code	string	The Intrinio Code for the Option.
Ticker	string	The ticker symbol of the Security for the Option.
Expiration	DateTime?	The date on which the Option expires. The Option becomes invalid after this date and cannot be exercised.
Strike	decimal?	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).

object

Intrinio.SDK.Model.OptionPriceRealtime

Properties

Name	Type	Description
Last	decimal?	The price of the last trade
LastSize	int?	The size of the last trade
LastTimestamp	DateTime?	The time of the last trade
Volume	int?	The cumulative volume of this options contract that traded that day.
Ask	decimal?	The price of the top ask order
AskSize	int?	The size of the top ask order
AskTimestamp	DateTime?	The timestamp of the top ask order
Bid	decimal?	The price of the top bid order
BidSize	int?	The size of the top bid order
BidTimestamp	DateTime?	The time of the top bid order
OpenInterest	int?	The total number of this options contract that are still open.
ExerciseStyle	string	The exercise style of the option. ("A" = "American", "E" = "European")

object

Intrinio.SDK.Model.OptionStatsRealtime

Properties

Name	Type	Description
ImpliedVolatility	decimal?	The implied volatility of the contract calculated using the Black-Scholes Model.
Delta	decimal?	Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price.
Gamma	decimal?	Gamma represents the rate of change between an option's delta and the underlying asset's price.
Theta	decimal?	Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay.
Vega	decimal?	Vega represents the rate of change between an option's value and the underlying asset's implied volatility.
UnderlyingPrice	decimal?	The most recent trade price of the underlying asset.

object

Intrinio.SDK.Model.OptionPriceRealtimeExtended

Properties

Name	Type	Description
BidOpen	decimal?	The price of the bid at open
BidHigh	decimal?	The high bid so far today
BidLow	decimal?	The low bid so far today
AskOpen	decimal?	The price of the ask at open
AskHigh	decimal?	The high ask so far today
AskLow	decimal?	The low ask so far today
TradeOpen	decimal?	The price of the trade at open
TradeHigh	decimal?	The high trade so far today
TradeLow	decimal?	The low trade so far today
AskClose	decimal?	The price of ask at close today
BidClose	decimal?	The price of bid at close today
TradeClose	decimal?	The price of the last trade of the day
Mark	decimal?	The mark price

SDKs

C# SDK

Java SDK

JavaScript SDK

Python SDK

R SDK

Ruby SDK

Real-Time Options - API Endpoints

Option Prices Realtime

Options Chain Realtime

Option Stats Realtime

Options Expirations

Options by Symbol Realtime

Option Prices Batch Realtime

Options Unusual Activity

Options Unusual Activity Intraday

Options Unusual Activity Universal

Options Unusual Activity Universal Intraday

Option Strikes Realtime

Option Prices Realtime Snapshot

Options Chain Realtime Csharp API Documentation

Stock Price Code Example

Parameters

Return Type

Properties

Properties

Properties

Properties

Properties

Properties