Returns all price data from inception to expiration for a particular contract.
| Name | Type | Description | Notes |
|---|---|---|---|
| identifier | Character | The Intrinio ID or code of the options contract to request prices for. | |
| start_date | Character | Return option contract prices on or after this date. | [optional] |
| end_date | Character | Return option contract prices on or before this date. | [optional] |
| page_size | Integer | The number of results to return | [optional] [default to 100] |
| next_page | Character | Gets the next page of data from a previous API call | [optional] |
| Name | Type | Description |
|---|---|---|
| prices | List of OptionPrice | A list of option prices in descending order by date |
| prices_data_frame | Data Frame | Data frame representation of prices |
| option | Option | |
| next_page | Character | The token required to request the next page of the data. If null, no further results are available. |
| Name | Type | Description |
|---|---|---|
| date | Character | The date of the price, in the format YYYY-MM-DD |
| close | Numeric | The closing price of the options contract. |
| close_bid | Numeric | The closing bid price of the options contract. |
| close_ask | Numeric | The closing ask price of the options contract. |
| volume | Integer | The cumulative volume of this options contract that traded that day. |
| volume_bid | Integer | The cumulative volume of this options contract that traded on the bid price that day. |
| volume_ask | Integer | The cumulative volume of this options contract that traded on the ask price that day. |
| trades | Integer | The number of trades executed that for this options contract on that day. |
| open_interest | Integer | The total number of this options contract that are still open. |
| open_interest_change | Integer | The change in the total number of this options contract that are still open from the previous day. |
| next_day_open_interest | Integer | The total number of this options contract that are still open at the start of the next day. |
| implied_volatility | Numeric | The estimated volatility of the Security's price. Volatility is a statistical measure of dispersion of returns for the Security. Standard deviation of a Security's returns and a market index is an example of a measurement of volatility. Implied volatility approximates the future value of an option, and the option's current value takes this into consideration. |
| implied_volatility_change | Numeric | The change in implied volatility for that day. |
| delta | Numeric | Delta measures the degree to which an options contract is exposed to shifts in the price of the underlying Security. Values of delta range from 0.0 to 1.0 for call options and -1.0 to 0.0 for put options. For example, if a put option has a delta of -0.50, if the price of the underlying Security increases by $1, the price of the put option will decrease by $0.50. |
| Name | Type | Description |
|---|---|---|
| id | Character | The Intrinio ID for the Option. |
| code | Character | The Intrinio Code for the Option. |
| ticker | Character | The ticker symbol of the Security for the Option. |
| expiration | Character | 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). 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. |
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