Option Strikes Realtime

Option Strikes Realtime Java API Documentation

Returns a list of the latest 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 call/put contracts that match the strike and symbol specified.

API Class:
OptionsApi
Instance Method:
getOptionStrikesRealtime()

Stock Price Code Example

Use my API Key
import com.intrinio.api.*;
import com.intrinio.models.*;
import com.intrinio.invoker.*;
import com.intrinio.invoker.auth.*;
import org.threeten.bp.*;
import java.math.BigDecimal;
import java.util.*;
public class Main {
public static void main(String[] args) throws Exception {
ApiClient defaultClient = Configuration.getDefaultApiClient();
ApiKeyAuth auth = (ApiKeyAuth) defaultClient.getAuthentication("ApiKeyAuth");
auth.setApiKey("YOUR_API_KEY");
defaultClient.setAllowRetries(true);
OptionsApi optionsApi = new OptionsApi();
String symbol = "MSFT";
BigDecimal strike = null;
String source = null;
String stockPriceSource = null;
String model = null;
Boolean showExtendedPrice = null;
Boolean includeRelatedSymbols = false;
ApiResponseOptionsChainRealtime result = optionsApi.getOptionStrikesRealtime(symbol, strike, source, stockPriceSource, model, showExtendedPrice,
      includeRelatedSymbols);
System.out.println(result);
}
}
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Parameters

NameTypeDescriptionNotes
symbolStringThe option symbol, corresponding to the underlying security. 
strikeBigDecimalThe strike price of the option contract. This will return options contracts with strike price equal to this price. 
sourceStringRealtime or delayed.[optional] [enum: realtime, delayed]  
stockPriceSourceStringSource for underlying price for calculating Greeks.[optional] [enum: iex, bats_delayed, intrinio_mx, intrinio_mx_plus, delayed_sip, utp_delayed, otc_delayed, cta_a_delayed, cta_b_delayed, nasdaq_basic]  
modelStringModel for calculating Greek values. Default is black_scholes.[optional] [enum: black_scholes, bjerk]  
showExtendedPriceBooleanWhether to include open close high low type fields.[optional]  
includeRelatedSymbolsBooleanInclude related symbols that end in a 1 or 2 because of a corporate action.[optional]  


Return Type

object
ApiResponseOptionsChainRealtime

Properties

NameTypeDescription
chainListA list of realtime options for the provided expiration date their respective option prices.  
object
OptionChainRealtime

Properties

NameTypeDescription
optionOptionRealtime 
priceOptionPriceRealtime 
statsOptionStatsRealtime 
extendedPriceOptionPriceRealtimeExtended 
object
OptionRealtime

Properties

NameTypeDescription
codeStringThe Intrinio Code for the Option.  
tickerStringThe ticker symbol of the Security for the Option.  
expirationLocalDateThe date on which the Option expires. The Option becomes invalid after this date and cannot be exercised.  
strikeBigDecimalThe 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.  
typeTypeEnumThe type of Option (put or call).  
object
OptionPriceRealtime

Properties

NameTypeDescription
lastBigDecimalThe price of the last trade  
lastSizeIntegerThe size of the last trade  
lastTimestampOffsetDateTimeThe time of the last trade  
volumeIntegerThe cumulative volume of this options contract that traded that day.  
askBigDecimalThe price of the top ask order  
askSizeIntegerThe size of the top ask order  
askTimestampOffsetDateTimeThe timestamp of the top ask order  
bidBigDecimalThe price of the top bid order  
bidSizeIntegerThe size of the top bid order  
bidTimestampOffsetDateTimeThe time of the top bid order  
openInterestIntegerThe total number of this options contract that are still open.  
exerciseStyleExerciseStyleEnumThe exercise style of the option. ("A" = "American", "E" = "European")  
object
OptionStatsRealtime

Properties

NameTypeDescription
impliedVolatilityBigDecimalThe implied volatility of the contract calculated using the Black-Scholes Model.  
deltaBigDecimalDelta represents the rate of change between the option's price and a $1 change in the underlying asset's price.  
gammaBigDecimalGamma represents the rate of change between an option's delta and the underlying asset's price.  
thetaBigDecimalTheta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay.  
vegaBigDecimalVega represents the rate of change between an option's value and the underlying asset's implied volatility.  
underlyingPriceBigDecimalThe most recent trade price of the underlying asset.  
object
OptionPriceRealtimeExtended

Properties

NameTypeDescription
bidOpenBigDecimalThe price of the bid at open  
bidHighBigDecimalThe high bid so far today  
bidLowBigDecimalThe low bid so far today  
askOpenBigDecimalThe price of the ask at open  
askHighBigDecimalThe high ask so far today  
askLowBigDecimalThe low ask so far today  
tradeOpenBigDecimalThe price of the trade at open  
tradeHighBigDecimalThe high trade so far today  
tradeLowBigDecimalThe low trade so far today  
askCloseBigDecimalThe price of ask at close today  
bidCloseBigDecimalThe price of bid at close today  
tradeCloseBigDecimalThe price of the last trade of the day  
markBigDecimalThe mark price