Options Chain Realtime Ruby API Documentation

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.

API Class:

Intrinio::OptionsApi

Instance Method:

get_options_chain_realtime()

Stock Price Code Example

Use my API Key

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# Load the gem
require 'intrinio-sdk'
require 'pp'
# Setup authorization
Intrinio.configure do |config|
  config.api_key['api_key'] = 'YOUR_API_KEY'
  config.allow_retries = true
end
options_api = Intrinio::OptionsApi.new
symbol = "MSFT"
expiration = "2023-01-20"
opts = {
  source: nil,
  type: nil,
  strike: nil,
  strike_greater_than: nil,
  strike_less_than: nil,
  volume_greater_than: nil,
  volume_less_than: nil,
  open_interest_greater_than: nil,
  open_interest_less_than: nil,
  moneyness: nil,
  stock_price_source: nil,
  model: nil,
  show_extended_price: nil,
  include_related_symbols: false
}
result = options_api.get_options_chain_realtime(symbol, expiration, opts)
pp result
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Parameters

Name	Type	Description	Notes
symbol	String	The option symbol, corresponding to the underlying security.
expiration	String	The expiration date of the options contract
source	String	Realtime or 15-minute delayed contracts.	[optional]
type	String	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	String	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	String	Source for underlying price for calculating Greeks.	[optional]
model	String	Model for calculating Greek values. Default is black_scholes.	[optional]
show_extended_price	BOOLEAN	Whether to include open close high low type fields.	[optional]
include_related_symbols	BOOLEAN	Include related symbols that end in a 1 or 2 because of a corporate action.	[optional]

Return Type

object

Intrinio::ApiResponseOptionsChainRealtime

Properties

Name	Type	Description
chain	Array	A list of realtime options for the provided expiration date their respective option prices.

Name	Type	Description
option	OptionRealtime
price	OptionPriceRealtime
stats	OptionStatsRealtime
extended_price	OptionPriceRealtimeExtended

object

Intrinio::OptionRealtime

Properties

Name	Type	Description
code	String	The Intrinio Code for the Option.
ticker	String	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	String	The type of Option (put or call).

object

Intrinio::OptionPriceRealtime

Properties

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

object

Intrinio::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

Intrinio::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

Options Chain Realtime Ruby API Documentation

Stock Price Code Example

Parameters

Return Type

Properties

Properties

Properties

Properties

Properties

Properties