Option Prices Realtime By Ticker

Option Prices Realtime By Ticker 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 ticker.

API Class:
OptionsApi
Instance Method:
get_options_prices_realtime_by_ticker()

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'
source = ''
iv_mode = ''
next_page = ''
page_size = 250
stock_price_source = ''
model = ''
show_extended_price = ''
expiration_start_date = "2024-01-01"
expiration_end_date = "2024-02-02"
response = intrinio.OptionsApi().get_options_prices_realtime_by_ticker(symbol, source=source, iv_mode=iv_mode, next_page=next_page, page_size
  =page_size, stock_price_source=stock_price_source, model=model, show_extended_price=show_extended_price, expiration_start_date=expiration_start_date
  , expiration_end_date=expiration_end_date)
print(response)
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Parameters

NameTypeDescriptionNotes
symbolstrThe equities ticker symbol, corresponding to the underlying security. 
sourcestrRealtime or 15-minute delayed contracts.[optional]  
iv_modestrChange the mode for the implied volatility calculation to out of the money.[optional]  
next_pagestrGets the next page of data from a previous API call[optional]  
page_sizeintThe number of results to return[optional] [default to 250]  
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]  
expiration_start_dateobjectFilter out contracts that expire before this date.[optional]  
expiration_end_dateobjectFilter out contracts that expire after this date.[optional]  


Return Type

object
ApiResponseOptionsPricesByTickerRealtime

Properties

NameTypeDescription
securitySecuritySummaryThe Security resolved from the given identifier  
next_pagestrThe token required to request the next page of the data. If null, no further results are available.  
contractslist[ApiResponseOptionsPriceRealtime]The contracts pricing for this security.  
object
SecuritySummary

Properties

NameTypeDescription
idstrThe Intrinio ID for Security  
company_idstrThe Intrinio ID for the Company for which the Security is issued  
exchangestrThe exchange's MIC  
exchange_micstrThe security's exchange MIC  
stock_exchange_idstrThe exchange's Intrinio ID  
namestrThe name of the Security  
codestrA 2-3 digit code classifying the Security (reference)  
currencystrThe currency in which the Security is traded on the exchange  
tickerstrThe common/local ticker of the Security  
composite_tickerstrThe country-composite ticker of the Security  
figistrThe OpenFIGI identifier  
composite_figistrThe country-composite OpenFIGI identifier  
share_class_figistrThe global-composite OpenFIGI identifier  
primary_listingboolIf True, the Security is the primary issue for the company, otherwise it is a secondary issue on a secondary stock exchange  
object
ApiResponseOptionsPriceRealtime

Properties

NameTypeDescription
priceOptionPriceRealtime 
statsOptionStatsRealtime 
optionOptionRealtime 
extended_priceOptionPriceRealtimeExtended 
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
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
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