Option Stats Realtime

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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

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Not familiar with our API? checkout our getting started page .

Option Stats Realtime Csharp API Documentation

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Returns all option stats (greeks and implied volatility) as well as the underlying factors used to calculate them, for a particular option contract.

API Class:
Intrinio.SDK.Api.OptionsApi
Instance Method:
GetOptionsStatsRealtime()

Stock Price Code Example

Use my API Key
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 GetOptionsStatsRealtimeExample
{
public static void Main()
{
Configuration.Default.AddApiKey("api_key", "YOUR_API_KEY");
Configuration.Default.AllowRetries = true;
var optionsApi = new OptionsApi();
string identifier = "AAPL230120C00090000";
string source = null;
bool? showExtendedPrice = null;
ApiResponseOptionsStatsRealtime result = optionsApi.GetOptionsStatsRealtime(identifier, source, showExtendedPrice);
Console.WriteLine(JsonConvert.SerializeObject(result, Formatting.Indented));
}
}
}
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Parameters

NameTypeDescriptionNotes
identifierstringThe Intrinio ID or code of the options contract to request prices for. 
sourcestringRealtime or 15-minute delayed contracts.[optional]  
showExtendedPricebool?Whether to include open close high low type fields.[optional]  


Return Type

object
Intrinio.SDK.Model.ApiResponseOptionsStatsRealtime

Properties

NameTypeDescription
StatsOptionStatsRealtime 
FactorsOptionFactorsRealtime 
OptionOptionRealtime 
object
Intrinio.SDK.Model.OptionStatsRealtime

Properties

NameTypeDescription
ImpliedVolatilitydecimal?The implied volatility of the contract calculated using the Black-Scholes Model.  
Deltadecimal?Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price.  
Gammadecimal?Gamma represents the rate of change between an option's delta and the underlying asset's price.  
Thetadecimal?Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay.  
Vegadecimal?Vega represents the rate of change between an option's value and the underlying asset's implied volatility.  
UnderlyingPricedecimal?The most recent trade price of the underlying asset.  
object
Intrinio.SDK.Model.OptionFactorsRealtime

Properties

NameTypeDescription
MarketPricedecimal?The market price of the options contract  
UnderlyingPricedecimal?The market price of the underlying asset  
StrikePricedecimal?The strike price of the options contract  
DaysToExpirationdecimal?The number of days to expiration  
RiskFreeInterestRatedecimal?The current risk-free interest rate, as measured by the 3-month Treasury Bill rate  
DividendYielddecimal?The dividend yield of the underlying asset (if applicable)  
object
Intrinio.SDK.Model.OptionRealtime

Properties

NameTypeDescription
CodestringThe Intrinio Code for the Option.  
TickerstringThe ticker symbol of the Security for the Option.  
ExpirationDateTime?The date on which the Option expires. The Option becomes invalid after this date and cannot be exercised.  
Strikedecimal?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.  
TypestringThe type of Option (put or call).