Option Prices Realtime By Ticker

Option Prices Realtime By Ticker Ruby API Documentation

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 ticker.

API Class:
Intrinio::OptionsApi
Instance Method:
get_options_prices_realtime_by_ticker()

Stock Price Code Example

Use my API Key
# Load the gem
require 'intrinio-sdk'
require 'pp'
# Setup authorization
Intrinio.configure do |config|
config.api_key['api_key'] = 'YOUR_API_KEY'
config.allow_retries = true
end
options_api = Intrinio::OptionsApi.new
symbol = "MSFT"
opts = {
source: nil,
iv_mode: nil,
next_page: nil,
page_size: 250,
stock_price_source: nil,
model: nil,
show_extended_price: nil,
expiration_start_date: "2024-01-01",
expiration_end_date: "2024-02-02"
}
result = options_api.get_options_prices_realtime_by_ticker(symbol, opts)
pp result
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Parameters

NameTypeDescriptionNotes
symbolStringThe equities ticker symbol, corresponding to the underlying security. 
sourceStringRealtime or 15-minute delayed contracts.[optional]  
iv_modeStringChange the mode for the implied volatility calculation to out of the money.[optional]  
next_pageStringGets the next page of data from a previous API call[optional]  
page_sizeIntegerThe number of results to return[optional] [default to 250]  
stock_price_sourceStringSource for underlying price for calculating Greeks.[optional]  
modelStringModel for calculating Greek values. Default is black_scholes.[optional]  
show_extended_priceBOOLEANWhether to include open close high low type fields.[optional]  
expiration_start_dateObjectFilter out contracts that expire before this date.[optional]  
expiration_end_dateObjectFilter out contracts that expire after this date.[optional]  

Return Type

object
Intrinio::ApiResponseOptionsPricesByTickerRealtime

Properties

NameTypeDescription
securitySecuritySummaryThe Security resolved from the given identifier  
next_pageStringThe token required to request the next page of the data. If null, no further results are available.  
contractsArrayThe contracts pricing for this security.  
object
Intrinio::SecuritySummary

Properties

NameTypeDescription
idStringThe Intrinio ID for Security  
company_idStringThe Intrinio ID for the Company for which the Security is issued  
exchangeStringThe exchange's MIC  
exchange_micStringThe security's exchange MIC  
stock_exchange_idStringThe exchange's Intrinio ID  
nameStringThe name of the Security  
codeStringA 2-3 digit code classifying the Security (reference)  
currencyStringThe currency in which the Security is traded on the exchange  
tickerStringThe common/local ticker of the Security  
composite_tickerStringThe country-composite ticker of the Security  
figiStringThe OpenFIGI identifier  
composite_figiStringThe country-composite OpenFIGI identifier  
share_class_figiStringThe global-composite OpenFIGI identifier  
primary_listingBOOLEANIf true, the Security is the primary issue for the company, otherwise it is a secondary issue on a secondary stock exchange  
object
Intrinio::ApiResponseOptionsPriceRealtime

Properties

NameTypeDescription
priceOptionPriceRealtime 
statsOptionStatsRealtime 
optionOptionRealtime 
extended_priceOptionPriceRealtimeExtended 
object
Intrinio::OptionPriceRealtime

Properties

NameTypeDescription
lastFloatThe price of the last trade  
last_sizeIntegerThe size of the last trade  
last_timestampDateTimeThe time of the last trade  
volumeIntegerThe cumulative volume of this options contract that traded that day.  
askFloatThe price of the top ask order  
ask_sizeIntegerThe size of the top ask order  
ask_timestampDateTimeThe timestamp of the top ask order  
bidFloatThe price of the top bid order  
bid_sizeIntegerThe size of the top bid order  
bid_timestampDateTimeThe time of the top bid order  
open_interestIntegerThe total number of this options contract that are still open.  
exercise_styleStringThe exercise style of the option. ("A" = "American", "E" = "European")  
object
Intrinio::OptionStatsRealtime

Properties

NameTypeDescription
implied_volatilityFloatThe implied volatility of the contract calculated using the Black-Scholes Model.  
deltaFloatDelta represents the rate of change between the option's price and a $1 change in the underlying asset's price.  
gammaFloatGamma represents the rate of change between an option's delta and the underlying asset's price.  
thetaFloatTheta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay.  
vegaFloatVega represents the rate of change between an option's value and the underlying asset's implied volatility.  
underlying_priceFloatThe most recent trade price of the underlying asset.  
object
Intrinio::OptionRealtime

Properties

NameTypeDescription
codeStringThe Intrinio Code for the Option.  
tickerStringThe ticker symbol of the Security for the Option.  
expirationDateThe date on which the Option expires. The Option becomes invalid after this date and cannot be exercised.  
strikeFloatThe 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.  
typeStringThe type of Option (put or call).  
object
Intrinio::OptionPriceRealtimeExtended

Properties

NameTypeDescription
bid_openFloatThe price of the bid at open  
bid_highFloatThe high bid so far today  
bid_lowFloatThe low bid so far today  
ask_openFloatThe price of the ask at open  
ask_highFloatThe high ask so far today  
ask_lowFloatThe low ask so far today  
trade_openFloatThe price of the trade at open  
trade_highFloatThe high trade so far today  
trade_lowFloatThe low trade so far today  
ask_closeFloatThe price of ask at close today  
bid_closeFloatThe price of bid at close today  
trade_closeFloatThe price of the last trade of the day  
markFloatThe mark price