Option Prices Batch 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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Option Prices Batch Realtime Java API Documentation

Returns a list of latest price data for up to 250 option contracts per request.

API Class:
OptionsApi
Instance Method:
getOptionsPricesBatchRealtime()

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 source = null;
Boolean showStats = null;
String stockPriceSource = null;
String model = null;
Boolean showExtendedPrice = null;
OptionContractsList body = new OptionContractsList();
List<String> contracts = new ArrayList<>();
contracts.add("A220121P00055000");
contracts.add("A220121P00057500");
contracts.add("A220121P00060000");
body.setContracts(contracts);
ApiResponseOptionsPricesBatchRealtime result = optionsApi.getOptionsPricesBatchRealtime(body, source, showStats, stockPriceSource, model,
      showExtendedPrice);
System.out.println(result);
}
}
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Parameters

NameTypeDescriptionNotes
bodyOptionContractsListThe contract symbols for which to return options prices for. 
sourceStringRealtime or 15-minute delayed contracts.[optional] [enum: realtime, delayed]  
showStatsBooleanWhether to include Greek calculations or not.[optional]  
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]  


Return Type

object
ApiResponseOptionsPricesBatchRealtime

Properties

NameTypeDescription
contractsList 
object
OptionPriceBatchRealtime

Properties

NameTypeDescription
priceOptionPriceRealtime 
statsOptionStatsRealtime 
optionOptionRealtime 
extendedPriceOptionPriceRealtimeExtended 
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
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
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