API Documentation

Option Strikes Realtime

Option Strikes Realtime

Returns all realtime options contracts and their prices for the given symbol and strike.

Endpoint:
https://api-v2.intrinio.com/options/strikes/{symbol}/{strike}/realtime

Parameters

Name Description Example
symbol
* required
The option symbol, corresponding to the underlying security. MSFT
strike
The strike price of the option contract. This will return options contracts with strike price equal to this price. 95
symbol
* required
The option symbol, corresponding to the underlying security.
strike
* required
The strike price of the option contract. This will return options contracts with strike price equal to this price.

Output Fields

Name Description Type
chain
A list of realtime options for the provided expiration date their respective option prices. array
option
object
code
The Intrinio Code for the Option. string
ticker
The ticker symbol of the Security for the Option. string
expiration
The date on which the Option expires. The Option becomes invalid after this date and cannot be exercised. date
strike
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. number
type
The type of Option (put or call). select
price
object
last
The price of the last trade number
last_size
The size of the last trade integer
last_timestamp
The time of the last trade string
volume
The cumulative volume of this options contract that traded that day. integer
ask
The price of the top ask order number
ask_size
The size of the top ask order integer
ask_timestamp
The timestamp of the top ask order string
bid
The price of the top bid order number
bid_size
The size of the top bid order integer
bid_timestamp
The time of the top bid order string
open_interest
The total number of this options contract that are still open. integer
exercise_style
The exercise style of the option. ("A" = "American", "E" = "European") select
stats
object
implied_volatility
The implied volatility of the contract calculated using the Black-Scholes Model. number
delta
Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price. number
gamma
Gamma represents the rate of change between an option's delta and the underlying asset's price. number
theta
Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay. number
vega
Vega represents the rate of change between an option's value and the underlying asset's implied volatility. number
chain
A list of realtime options for the provided expiration date their respective option prices.