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. | |
| source | str | Realtime or 15-minute delayed contracts. | [optional] |
| stock_price_source | str | Source for underlying price for calculating Greeks. | [optional] |
| model | str | Model for calculating Greek values. Default is black_scholes. | [optional] |
| show_extended_price | bool | Whether to include open close high low type fields. | [optional] |
| Name | Type | Description |
|---|---|---|
| price | OptionPriceRealtime | |
| stats | OptionStatsRealtime | |
| option | OptionRealtime | |
| extended_price | OptionPriceRealtimeExtended |
| Name | Type | Description |
|---|---|---|
| last | float | The price of the last trade |
| last_size | int | The size of the last trade |
| last_timestamp | datetime | The time of the last trade |
| volume | int | The cumulative volume of this options contract that traded that day. |
| ask | float | The price of the top ask order |
| ask_size | int | 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 | int | The size of the top bid order |
| bid_timestamp | datetime | The time of the top bid order |
| open_interest | int | The total number of this options contract that are still open. |
| exercise_style | str | The exercise style of the option. ("A" = "American", "E" = "European") |
| 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. |
| Name | Type | Description |
|---|---|---|
| code | str | The Intrinio Code for the Option. |
| ticker | str | 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 | str | The type of Option (put or call). |
| 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 |
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