Option Prices Batch Realtime Python API Documentation

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

API Class:

OptionsApi

Instance Method:

get_options_prices_batch_realtime()

Stock Price Code Example

Use my API Key

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
from __future__ import print_function
import time
import intrinio_sdk as intrinio
from intrinio_sdk.rest import ApiException
intrinio.ApiClient().set_api_key('YOUR_API_KEY')
intrinio.ApiClient().allow_retries(True)
source = ''
show_stats = ''
stock_price_source = ''
model = ''
show_extended_price = ''
body = {
  "contracts": [
    "A220121P00055000",
    "A220121P00057500",
    "A220121P00060000"
  ]
}
response = intrinio.OptionsApi().get_options_prices_batch_realtime(body, source=source, show_stats=show_stats, stock_price_source=stock_price_source, 
  model=model, show_extended_price=show_extended_price)
print(response)
    
הההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההה
XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Parameters

Name	Type	Description	Notes
body	OptionContractsList	The contract symbols for which to return options prices for.
source	str	Realtime or 15-minute delayed contracts.	[optional]
show_stats	bool	Whether to include Greek calculations or not.	[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]

Return Type

object

ApiResponseOptionsPricesBatchRealtime

Properties

Name	Type	Description
contracts	list[OptionPriceBatchRealtime]

Name	Type	Description
price	OptionPriceRealtime
stats	OptionStatsRealtime
option	OptionRealtime
extended_price	OptionPriceRealtimeExtended

object

OptionPriceRealtime

Properties

Name	Type	Description
last	float	The price of the last trade
last_size	int	The size of the last trade
last_timestamp	datetime	The time of the last trade
volume	int	The cumulative volume of this options contract that traded that day.
ask	float	The price of the top ask order
ask_size	int	The size of the top ask order
ask_timestamp	datetime	The timestamp of the top ask order
bid	float	The price of the top bid order
bid_size	int	The size of the top bid order
bid_timestamp	datetime	The time of the top bid order
open_interest	int	The total number of this options contract that are still open.
exercise_style	str	The exercise style of the option. ("A" = "American", "E" = "European")

object

OptionStatsRealtime

Properties

Name	Type	Description
implied_volatility	float	The implied volatility of the contract calculated using the Black-Scholes Model.
delta	float	Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price.
gamma	float	Gamma represents the rate of change between an option's delta and the underlying asset's price.
theta	float	Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay.
vega	float	Vega represents the rate of change between an option's value and the underlying asset's implied volatility.
underlying_price	float	The most recent trade price of the underlying asset.

object

OptionRealtime

Properties

Name	Type	Description
code	str	The Intrinio Code for the Option.
ticker	str	The ticker symbol of the Security for the Option.
expiration	date	The date on which the Option expires. The Option becomes invalid after this date and cannot be exercised.
strike	float	The 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.
type	str	The type of Option (put or call).

object

OptionPriceRealtimeExtended

Properties

Name	Type	Description
bid_open	float	The price of the bid at open
bid_high	float	The high bid so far today
bid_low	float	The low bid so far today
ask_open	float	The price of the ask at open
ask_high	float	The high ask so far today
ask_low	float	The low ask so far today
trade_open	float	The price of the trade at open
trade_high	float	The high trade so far today
trade_low	float	The low trade so far today
ask_close	float	The price of ask at close today
bid_close	float	The price of bid at close today
trade_close	float	The price of the last trade of the day
mark	float	The mark price

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

Option Prices Batch Realtime Python API Documentation

Stock Price Code Example

Parameters

Return Type

Properties

Properties

Properties

Properties

Properties

Properties