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 | String | Realtime or 15-minute delayed contracts. | [optional] |
| show_stats | BOOLEAN | Whether to include Greek calculations or not. | [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] |
| Name | Type | Description |
|---|---|---|
| contracts | Array |
| 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 |
|---|---|---|
| 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 |
|---|---|---|
| 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 |
