Returns a list of latest price data for up to 250 option contracts per request.
| Name | Type | Description | Notes |
|---|---|---|---|
| body | OptionContractsList | The contract symbols for which to return options prices for. | |
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
| show_stats | Logical | Whether to include Greek calculations or not. | [optional] |
| stock_price_source | Character | Source for underlying price for calculating Greeks. | [optional] |
| model | Character | Model for calculating Greek values. Default is black_scholes. | [optional] |
| show_extended_price | Logical | Whether to include open close high low type fields. | [optional] |
| Name | Type | Description |
|---|---|---|
| contracts | List of OptionPriceBatchRealtime | |
| contracts_data_frame | Data Frame | Data frame representation of contracts |
| Name | Type | Description |
|---|---|---|
| last | Numeric | The price of the last trade |
| last_size | Integer | The size of the last trade |
| last_timestamp | POSIXlt | The time of the last trade |
| volume | Integer | The cumulative volume of this options contract that traded that day. |
| ask | Numeric | The price of the top ask order |
| ask_size | Integer | The size of the top ask order |
| ask_timestamp | POSIXlt | The timestamp of the top ask order |
| bid | Numeric | The price of the top bid order |
| bid_size | Integer | The size of the top bid order |
| bid_timestamp | POSIXlt | The time of the top bid order |
| open_interest | Integer | The total number of this options contract that are still open. |
| exercise_style | Character | The exercise style of the option. ("A" = "American", "E" = "European") |
| Name | Type | Description |
|---|---|---|
| implied_volatility | Numeric | The implied volatility of the contract calculated using the Black-Scholes Model. |
| delta | Numeric | Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price. |
| gamma | Numeric | Gamma represents the rate of change between an option's delta and the underlying asset's price. |
| theta | Numeric | Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay. |
| vega | Numeric | Vega represents the rate of change between an option's value and the underlying asset's implied volatility. |
| underlying_price | Numeric | The most recent trade price of the underlying asset. |
| Name | Type | Description |
|---|---|---|
| code | Character | The Intrinio Code for the Option. |
| ticker | Character | 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 | Numeric | 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 | Character | The type of Option (put or call). |
| Name | Type | Description |
|---|---|---|
| bid_open | Numeric | The price of the bid at open |
| bid_high | Numeric | The high bid so far today |
| bid_low | Numeric | The low bid so far today |
| ask_open | Numeric | The price of the ask at open |
| ask_high | Numeric | The high ask so far today |
| ask_low | Numeric | The low ask so far today |
| trade_open | Numeric | The price of the trade at open |
| trade_high | Numeric | The high trade so far today |
| trade_low | Numeric | The low trade so far today |
| ask_close | Numeric | The price of ask at close today |
| bid_close | Numeric | The price of bid at close today |
| trade_close | Numeric | The price of the last trade of the day |
| mark | Numeric | The mark price |
