Returns a list of the latest National Best Bid & Offer (NBBO) top of the order book size and premium (bid / ask), the latest trade size and premium as well as the greeks and implied volatility for all option contracts currently associated with the option chain.
| Name | Type | Description | Notes |
|---|---|---|---|
| symbol | String | The option symbol, corresponding to the underlying security. | |
| expiration | String | The expiration date of the options contract | |
| source | String | Realtime or 15-minute delayed contracts. | [optional] |
| 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] |
| volume_greater_than | Float | The volume of the option contract. This will return options contracts with volumes greater than this amount. | [optional] |
| volume_less_than | Float | The volume of the option contract. This will return options contracts with volumes less than this amout. | [optional] |
| open_interest_greater_than | Float | The open interest of the option contract. This will return options contracts with open interest greater than this amount. | [optional] |
| open_interest_less_than | Float | The open interest of the option contract. This will return options contracts with open interest less than this amount. | [optional] |
| moneyness | String | The moneyness of the options contracts to return. ‘all' will return all options contracts. ‘in_the_money' will return options contracts that are in the money (call options with strike prices below the current price, put options with strike prices above the current price). ‘out_of_they_money' will return options contracts that are out of the money (call options with strike prices above the current price, put options with strike prices below the current price). ‘near_the_money' will return options contracts that are $0.50 or less away from being in the money. Requires subscription to realtime stock price data. | [optional] |
| stock_price_source | String | Source for underlying price for calculating Greeks. | [optional] |
| model | String | Model for calculating Greek values. Default is black_scholes. | [optional] |
| show_extended_price | BOOLEAN | Whether to include open close high low type fields. | [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 | 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 | String | The type of Option (put or call). |
| Name | Type | Description |
|---|---|---|
| last | Float | The price of the last trade |
| last_size | Integer | The size of the last trade |
| last_timestamp | DateTime | The time of the last trade |
| volume | Integer | The cumulative volume of this options contract that traded that day. |
| ask | Float | The price of the top ask order |
| ask_size | Integer | 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 | Integer | The size of the top bid order |
| bid_timestamp | DateTime | The time of the top bid order |
| open_interest | Integer | The total number of this options contract that are still open. |
| exercise_style | String | 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 |
|---|---|---|
| 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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