Option Stats 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 Stats Realtime R API Documentation

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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:
IntrinioSDK::OptionsApi
Instance Method:
get_options_stats_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
identifier <- "AAPL230120C00090000"
# Optional params
opts <- list(
source = NULL,
show_extended_price = NULL
)
response <- OptionsApi$get_options_stats_realtime(identifier, opts)
print(response)
print(response$content)
הההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההה
XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Parameters

NameTypeDescriptionNotes
identifierCharacterThe Intrinio ID or code of the options contract to request prices for. 
sourceCharacterRealtime or 15-minute delayed contracts.[optional]  
show_extended_priceLogicalWhether to include open close high low type fields.[optional]  


Return Type

object
IntrinioSDK::ApiResponseOptionsStatsRealtime

Properties

NameTypeDescription
statsOptionStatsRealtime 
factorsOptionFactorsRealtime 
optionOptionRealtime 
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::OptionFactorsRealtime

Properties

NameTypeDescription
market_priceNumericThe market price of the options contract  
underlying_priceNumericThe market price of the underlying asset  
strike_priceNumericThe strike price of the options contract  
days_to_expirationNumericThe number of days to expiration  
risk_free_interest_rateNumericThe current risk-free interest rate, as measured by the 3-month Treasury Bill rate  
dividend_yieldNumericThe dividend yield of the underlying asset (if applicable)  
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).