Returns a list of the latest National Best Bid & Offer (NBBO) 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 option contracts currently associated with the option chain.
| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | str | The option symbol, corresponding to the underlying security. | |
| expiration | str | The expiration date of the options contract | |
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
| type | str | The option contract type. | [optional] |
| strike | float | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
| strike_greater_than | float | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
| strike_less_than | float | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
| volume_greater_than | float | The volume of the option contract. This will return options contracts with volumes greater than this amount. | [optional] |
| volume_less_than | float | The volume of the option contract. This will return options contracts with volumes less than this amout. | [optional] |
| open_interest_greater_than | float | The open interest of the option contract. This will return options contracts with open interest greater than this amount. | [optional] |
| open_interest_less_than | float | The open interest of the option contract. This will return options contracts with open interest less than this amount. | [optional] |
| moneyness | str | The moneyness of the options contracts to return. ‘all' will return all options contracts. ‘in_the_money' will return options contracts that are in the money (call options with strike prices below the current price, put options with strike prices above the current price). ‘out_of_they_money' will return options contracts that are out of the money (call options with strike prices above the current price, put options with strike prices below the current price). ‘near_the_money' will return options contracts that are $0.50 or less away from being in the money. Requires subscription to realtime stock price data. | [optional] |
| stock_price_source | str | Source for underlying price for calculating Greeks. | [optional] |
| model | str | Model for calculating Greek values. Default is black_scholes. | [optional] |
| show_extended_price | bool | Whether to include open close high low type fields. | [optional] |
| include_related_symbols | bool | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
| Name | Type | Description |
|---|---|---|
| chain | list[OptionChainRealtime] | A list of realtime options for the provided expiration date their respective option prices. |
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