Returns all EOD options contracts and their prices for the given symbol and expiration date.
Name | Type | Description | Notes |
---|---|---|---|
symbol | String | The option symbol, corresponding to the underlying security. | |
expiration | String | The expiration date of the options contract | |
type | String | The option contract type. | [optional] |
strike | Float | The strike price of the option contract. This will return options contracts with strike price equal to this price. | [optional] |
strike_greater_than | Float | The strike price of the option contract. This will return options contracts with strike prices greater than this price. | [optional] |
strike_less_than | Float | The strike price of the option contract. This will return options contracts with strike prices less than this price. | [optional] |
date | Date | The date to retrieve prices for | [optional] |
include_related_symbols | BOOLEAN | Include related symbols that end in a 1 or 2 because of a corporate action. | [optional] |
Name | Type | Description |
---|---|---|
chain | Array | A list of realtime options for the provided expiration date their respective option prices. |
Name | Type | Description |
---|---|---|
code | String | The Intrinio Code for the Option. |
ticker | String | The ticker symbol of the Security for the Option. |
expiration | String | 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 | String | 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. |
Name | Type | Description |
---|---|---|
date | String | The date of the price, in the format YYYY-MM-DD |
close | Float | The closing price of the options contract. |
close_bid | Float | The closing bid price of the options contract. |
close_ask | Float | The closing ask price of the options contract. |
volume | Integer | The cumulative volume of this options contract that traded that day. |
open | Float | The price at the beginning of the period |
open_ask | Float | The ask at the beginning of the period |
open_bid | Float | The bid at the beginning of the period |
open_interest | Integer | The total number of this options contract that are still open. |
high | Float | The highest price over the span of the period |
low | Float | The highest price over the span of the period |
mark | Float | The mid price between the latest bid and ask spread |
ask_high | Float | The highest ask over the span of the period |
ask_low | Float | The lowest ask over the span of the period |
bid_high | Float | The highest bid over the span of the period |
bid_low | Float | The lowest bid over the span of the period |
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. |
close_time | DateTime | The time of the last trade before close. |
close_size | Integer | The size of the last trade before close. |
close_bid_time | DateTime | The time of the last bid before close. |
close_bid_size | Integer | The size of the last bid before close. |
close_ask_time | DateTime | The time of the last ask before close. |
close_ask_size | Integer | The size of the last ask before close. |
exercise_style | String | The exercise style. |