Returns all option prices for a given option contract identifier.
| Name | Type | Description | Notes |
|---|---|---|---|
| identifier | str | The Intrinio ID or code of the options contract to request prices for. | |
| next_page | str | Gets the next page of data from a previous API call | [optional] |
| start_date | date | The start date to retrieve prices for | [optional] |
| end_date | date | The end date to retrieve prices for | [optional] |
| Name | Type | Description |
|---|---|---|
| prices | list[OptionPriceEod] | A list of options prices with the given symbol |
| option | OptionEod | |
| next_page | str | The token required to request the next page of the data. If null, no further results are available. |
| Name | Type | Description |
|---|---|---|
| date | str | The date of the price, in the format YYYY-MM-DD |
| close | float | The closing price of the options contract. |
| close_bid | float | The closing bid price of the options contract. |
| close_ask | float | The closing ask price of the options contract. |
| volume | int | The cumulative volume of this options contract that traded that day. |
| open | float | The price at the beginning of the period |
| open_ask | float | The ask at the beginning of the period |
| open_bid | float | The bid at the beginning of the period |
| open_interest | int | The total number of this options contract that are still open. |
| high | float | The highest price over the span of the period |
| low | float | The highest price over the span of the period |
| mark | float | The mid price between the latest bid and ask spread |
| ask_high | float | The highest ask over the span of the period |
| ask_low | float | The lowest ask over the span of the period |
| bid_high | float | The highest bid over the span of the period |
| bid_low | float | The lowest bid over the span of the period |
| 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. |
| close_time | datetime | The time of the last trade before close. |
| close_size | int | The size of the last trade before close. |
| close_bid_time | datetime | The time of the last bid before close. |
| close_bid_size | int | The size of the last bid before close. |
| close_ask_time | datetime | The time of the last ask before close. |
| close_ask_size | int | The size of the last ask before close. |
| exercise_style | str | The exercise style. |
| Name | Type | Description |
|---|---|---|
| code | str | The Intrinio Code for the Option. |
| ticker | str | The ticker symbol of the Security for the Option. |
| expiration | str | 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). A put option is an option contract giving the owner the right, but not the obligation, to sell a specified amount of an underlying asset at a specified price before the option's expiration date. A call option gives the holder the right to buy an underlying asset at a specified price, before the option's expiration date. |
