Option Stats Realtime

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

No endpoints match your query.

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

Option Stats Realtime Java API Documentation

Intrinio Market Data IconBack to Product Docs

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:
OptionsApi
Instance Method:
getOptionsStatsRealtime()

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 identifier = "AAPL230120C00090000";
String source = null;
Boolean showExtendedPrice = null;
ApiResponseOptionsStatsRealtime result = optionsApi.getOptionsStatsRealtime(identifier, source, showExtendedPrice);
System.out.println(result);
}
}
הההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההה
XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Parameters

NameTypeDescriptionNotes
identifierStringThe Intrinio ID or code of the options contract to request prices for. 
sourceStringRealtime or 15-minute delayed contracts.[optional] [enum: realtime, delayed]  
showExtendedPriceBooleanWhether to include open close high low type fields.[optional]  


Return Type

object
ApiResponseOptionsStatsRealtime

Properties

NameTypeDescription
statsOptionStatsRealtime 
factorsOptionFactorsRealtime 
optionOptionRealtime 
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
OptionFactorsRealtime

Properties

NameTypeDescription
marketPriceBigDecimalThe market price of the options contract  
underlyingPriceBigDecimalThe market price of the underlying asset  
strikePriceBigDecimalThe strike price of the options contract  
daysToExpirationBigDecimalThe number of days to expiration  
riskFreeInterestRateBigDecimalThe current risk-free interest rate, as measured by the 3-month Treasury Bill rate  
dividendYieldBigDecimalThe dividend yield of the underlying asset (if applicable)  
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).