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 Javascript 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
var intrinioSDK = require('intrinio-sdk');
intrinioSDK.ApiClient.instance.authentications['ApiKeyAuth'].apiKey = "YOUR_API_KEY";
intrinioSDK.ApiClient.instance.enableRetries = true;
var options = new intrinioSDK.OptionsApi();
body = {
"contracts": [
"A220121P00055000",
"A220121P00057500",
"A220121P00060000"
]
}
var opts = {
'source': null,
'showStats': null,
'stockPriceSource': null,
'model': null,
'showExtendedPrice': null
};
options.getOptionsPricesBatchRealtime(body, opts).then(function(data) {
data = JSON.stringify(data, null, 2)
console.log(data);
}, function(error) {
console.error(error);
});
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Parameters

NameTypeDescriptionNotes
bodyOptionContractsListThe contract symbols for which to return options prices for. 
sourceStringRealtime or 15-minute delayed contracts.[optional]  
showStatsBooleanWhether to include Greek calculations or not.[optional]  
stockPriceSourceStringSource for underlying price for calculating Greeks.[optional]  
modelStringModel for calculating Greek values. Default is black_scholes.[optional]  
showExtendedPriceBooleanWhether to include open close high low type fields.[optional]  


Return Type

object
ApiResponseOptionsPricesBatchRealtime

Properties

NameTypeDescription
contracts[OptionPriceBatchRealtime] 
object
OptionPriceBatchRealtime

Properties

NameTypeDescription
priceOptionPriceRealtime 
statsOptionStatsRealtime 
optionOptionRealtime 
extendedPriceOptionPriceRealtimeExtended 
object
OptionPriceRealtime

Properties

NameTypeDescription
lastNumberThe price of the last trade  
lastSizeNumberThe size of the last trade  
lastTimestampDateThe time of the last trade  
volumeNumberThe cumulative volume of this options contract that traded that day.  
askNumberThe price of the top ask order  
askSizeNumberThe size of the top ask order  
askTimestampDateThe timestamp of the top ask order  
bidNumberThe price of the top bid order  
bidSizeNumberThe size of the top bid order  
bidTimestampDateThe time of the top bid order  
openInterestNumberThe total number of this options contract that are still open.  
exerciseStyleStringThe exercise style of the option. ("A" = "American", "E" = "European")  
object
OptionStatsRealtime

Properties

NameTypeDescription
impliedVolatilityNumberThe implied volatility of the contract calculated using the Black-Scholes Model.  
deltaNumberDelta represents the rate of change between the option's price and a $1 change in the underlying asset's price.  
gammaNumberGamma represents the rate of change between an option's delta and the underlying asset's price.  
thetaNumberTheta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay.  
vegaNumberVega represents the rate of change between an option's value and the underlying asset's implied volatility.  
underlyingPriceNumberThe 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.  
expirationDateThe date on which the Option expires. The Option becomes invalid after this date and cannot be exercised.  
strikeNumberThe 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).  
object
OptionPriceRealtimeExtended

Properties

NameTypeDescription
bidOpenNumberThe price of the bid at open  
bidHighNumberThe high bid so far today  
bidLowNumberThe low bid so far today  
askOpenNumberThe price of the ask at open  
askHighNumberThe high ask so far today  
askLowNumberThe low ask so far today  
tradeOpenNumberThe price of the trade at open  
tradeHighNumberThe high trade so far today  
tradeLowNumberThe low trade so far today  
askCloseNumberThe price of ask at close today  
bidCloseNumberThe price of bid at close today  
tradeCloseNumberThe price of the last trade of the day  
markNumberThe mark price