Returns all option stats (greeks and implied volatility) as well as the underlying factors used to calculate them, for a particular option contract.
| Name | Type | Description | Notes |
|---|---|---|---|
| identifier | Character | The Intrinio ID or code of the options contract to request prices for. | |
| source | Character | Realtime or 15-minute delayed contracts. | [optional] |
| show_extended_price | Logical | Whether to include open close high low type fields. | [optional] |
| Name | Type | Description |
|---|---|---|
| stats | OptionStatsRealtime | |
| factors | OptionFactorsRealtime | |
| option | OptionRealtime |
| 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 |
|---|---|---|
| market_price | Numeric | The market price of the options contract |
| underlying_price | Numeric | The market price of the underlying asset |
| strike_price | Numeric | The strike price of the options contract |
| days_to_expiration | Numeric | The number of days to expiration |
| risk_free_interest_rate | Numeric | The current risk-free interest rate, as measured by the 3-month Treasury Bill rate |
| dividend_yield | Numeric | The dividend yield of the underlying asset (if applicable) |
| 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). |
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