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

Option Prices Batch Realtime R API Documentation

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

API Class:
IntrinioSDK::OptionsApi
Instance Method:
get_options_prices_batch_realtime()

Stock Price Code Example

Use my API Key
client <- IntrinioSDK::ApiClient$new()
# Configure API key authorization: ApiKeyAuth
client$configuration$apiKey <- "YOUR_API_KEY"
#Configure retries
client$configuration$allowRetries <- TRUE
# Setup API with client
OptionsApi <- IntrinioSDK::OptionsApi$new(client)
# Required params
body <- list(
contracts = c("A220121P00055000", "A220121P00057500", "A220121P00060000")
)
# Optional params
opts <- list(
source = NULL,
show_stats = NULL,
stock_price_source = NULL,
model = NULL,
show_extended_price = NULL
)
response <- OptionsApi$get_options_prices_batch_realtime(body, opts)
print(response)
print(response$content)
הההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההה
XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Parameters

NameTypeDescriptionNotes
bodyOptionContractsListThe contract symbols for which to return options prices for. 
sourceCharacterRealtime or 15-minute delayed contracts.[optional]  
show_statsLogicalWhether to include Greek calculations or not.[optional]  
stock_price_sourceCharacterSource for underlying price for calculating Greeks.[optional]  
modelCharacterModel for calculating Greek values. Default is black_scholes.[optional]  
show_extended_priceLogicalWhether to include open close high low type fields.[optional]  


Return Type

object
IntrinioSDK::ApiResponseOptionsPricesBatchRealtime

Properties

NameTypeDescription
contractsList of OptionPriceBatchRealtime 
contracts_data_frameData FrameData frame representation of contracts
object
IntrinioSDK::OptionPriceBatchRealtime

Properties

NameTypeDescription
priceOptionPriceRealtime 
statsOptionStatsRealtime 
optionOptionRealtime 
extended_priceOptionPriceRealtimeExtended 
object
IntrinioSDK::OptionPriceRealtime

Properties

NameTypeDescription
lastNumericThe price of the last trade  
last_sizeIntegerThe size of the last trade  
last_timestampPOSIXltThe time of the last trade  
volumeIntegerThe cumulative volume of this options contract that traded that day.  
askNumericThe price of the top ask order  
ask_sizeIntegerThe size of the top ask order  
ask_timestampPOSIXltThe timestamp of the top ask order  
bidNumericThe price of the top bid order  
bid_sizeIntegerThe size of the top bid order  
bid_timestampPOSIXltThe time of the top bid order  
open_interestIntegerThe total number of this options contract that are still open.  
exercise_styleCharacterThe exercise style of the option. ("A" = "American", "E" = "European")  
object
IntrinioSDK::OptionStatsRealtime

Properties

NameTypeDescription
implied_volatilityNumericThe implied volatility of the contract calculated using the Black-Scholes Model.  
deltaNumericDelta represents the rate of change between the option's price and a $1 change in the underlying asset's price.  
gammaNumericGamma represents the rate of change between an option's delta and the underlying asset's price.  
thetaNumericTheta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay.  
vegaNumericVega represents the rate of change between an option's value and the underlying asset's implied volatility.  
underlying_priceNumericThe most recent trade price of the underlying asset.  
object
IntrinioSDK::OptionRealtime

Properties

NameTypeDescription
codeCharacterThe Intrinio Code for the Option.  
tickerCharacterThe 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.  
strikeNumericThe 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.  
typeCharacterThe type of Option (put or call).  
object
IntrinioSDK::OptionPriceRealtimeExtended

Properties

NameTypeDescription
bid_openNumericThe price of the bid at open  
bid_highNumericThe high bid so far today  
bid_lowNumericThe low bid so far today  
ask_openNumericThe price of the ask at open  
ask_highNumericThe high ask so far today  
ask_lowNumericThe low ask so far today  
trade_openNumericThe price of the trade at open  
trade_highNumericThe high trade so far today  
trade_lowNumericThe low trade so far today  
ask_closeNumericThe price of ask at close today  
bid_closeNumericThe price of bid at close today  
trade_closeNumericThe price of the last trade of the day  
markNumericThe mark price