Options Chain Realtime

Options Chain Realtime Python 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:
OptionsApi
Instance Method:
get_options_chain_realtime()

Stock Price Code Example

Use my API Key
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)
symbol = 'MSFT'
expiration = '2023-01-20'
source = ''
type = ''
moneyness = ''
stock_price_source = ''
model = ''
show_extended_price = ''
include_related_symbols = False
response = intrinio.OptionsApi().get_options_chain_realtime(symbol, expiration, source=source, type=type, moneyness=moneyness, stock_price_source
  =stock_price_source, model=model, show_extended_price=show_extended_price, include_related_symbols=include_related_symbols)
print(response)
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Parameters

NameTypeDescriptionNotes
symbolstrThe option symbol, corresponding to the underlying security. 
expirationstrThe expiration date of the options contract 
sourcestrRealtime or 15-minute delayed contracts.[optional]  
typestrThe option contract type.[optional]  
strikefloatThe strike price of the option contract. This will return options contracts with strike price equal to this price.[optional]  
strike_greater_thanfloatThe strike price of the option contract. This will return options contracts with strike prices greater than this price.[optional]  
strike_less_thanfloatThe strike price of the option contract. This will return options contracts with strike prices less than this price.[optional]  
volume_greater_thanfloatThe volume of the option contract. This will return options contracts with volumes greater than this amount.[optional]  
volume_less_thanfloatThe volume of the option contract. This will return options contracts with volumes less than this amout.[optional]  
open_interest_greater_thanfloatThe open interest of the option contract. This will return options contracts with open interest greater than this amount.[optional]  
open_interest_less_thanfloatThe open interest of the option contract. This will return options contracts with open interest less than this amount.[optional]  
moneynessstrThe 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_sourcestrSource for underlying price for calculating Greeks.[optional]  
modelstrModel for calculating Greek values. Default is black_scholes.[optional]  
show_extended_priceboolWhether to include open close high low type fields.[optional]  
include_related_symbolsboolInclude related symbols that end in a 1 or 2 because of a corporate action.[optional]  


Return Type

object
ApiResponseOptionsChainRealtime

Properties

NameTypeDescription
chainlist[OptionChainRealtime]A list of realtime options for the provided expiration date their respective option prices.  
object
OptionChainRealtime

Properties

NameTypeDescription
optionOptionRealtime 
priceOptionPriceRealtime 
statsOptionStatsRealtime 
extended_priceOptionPriceRealtimeExtended 
object
OptionRealtime

Properties

NameTypeDescription
codestrThe Intrinio Code for the Option.  
tickerstrThe 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.  
strikefloatThe 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.  
typestrThe type of Option (put or call).  
object
OptionPriceRealtime

Properties

NameTypeDescription
lastfloatThe price of the last trade  
last_sizeintThe size of the last trade  
last_timestampdatetimeThe time of the last trade  
volumeintThe cumulative volume of this options contract that traded that day.  
askfloatThe price of the top ask order  
ask_sizeintThe size of the top ask order  
ask_timestampdatetimeThe timestamp of the top ask order  
bidfloatThe price of the top bid order  
bid_sizeintThe size of the top bid order  
bid_timestampdatetimeThe time of the top bid order  
open_interestintThe total number of this options contract that are still open.  
exercise_stylestrThe exercise style of the option. ("A" = "American", "E" = "European")  
object
OptionStatsRealtime

Properties

NameTypeDescription
implied_volatilityfloatThe implied volatility of the contract calculated using the Black-Scholes Model.  
deltafloatDelta represents the rate of change between the option's price and a $1 change in the underlying asset's price.  
gammafloatGamma represents the rate of change between an option's delta and the underlying asset's price.  
thetafloatTheta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay.  
vegafloatVega represents the rate of change between an option's value and the underlying asset's implied volatility.  
underlying_pricefloatThe most recent trade price of the underlying asset.  
object
OptionPriceRealtimeExtended

Properties

NameTypeDescription
bid_openfloatThe price of the bid at open  
bid_highfloatThe high bid so far today  
bid_lowfloatThe low bid so far today  
ask_openfloatThe price of the ask at open  
ask_highfloatThe high ask so far today  
ask_lowfloatThe low ask so far today  
trade_openfloatThe price of the trade at open  
trade_highfloatThe high trade so far today  
trade_lowfloatThe low trade so far today  
ask_closefloatThe price of ask at close today  
bid_closefloatThe price of bid at close today  
trade_closefloatThe price of the last trade of the day  
markfloatThe mark price