Option Surface Web API Documentation

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Returns the implied volatility surface for a ticker symbol.

Endpoint:

https://api-v2.intrinio.com/options/surface/{identifier}

Parameters

Name	Description	Example
identifier * required	The ticker symbol for the surface data being requested.	AAPL
surface_type * required	The form of the surface being requested. Options: raw logarithmic_smoothed show more show less	logarithmic_smoothed
source	The specific source of the data being requested. Options: realtime show more show less	realtime
identifier * required The ticker symbol for the surface data being requested.
surface_type * required The form of the surface being requested.
source * required The specific source of the data being requested.

Output Fields

Name	Description	Type
updated_on	The date and time when the surface surface data was last updated.	string
vertices	A list of data points for the options volatility surface.	array
strike_price	The actual strike price. Present when the requesting surface type is raw.	number
unix_timestamp	The expiration DateTime. Present when the requesting surface type is raw.	number
forward_natural_log_moneyness	The natural logarithm of forward moneyness, calculated as ln(F / K), where F is the forward underlying price adjusted for risk-free rate and dividend yield over time to expiration, and K is the option strike. Present when the requesting surface type is something other than raw.	number
square_root_tau	The square root of tau, where tau is the option’s time to expiration in years using a 365.25-day year basis. Present when the requesting surface type is something other than raw.	number
implied_volatility	The implied volatility of the contract calculated using the Black-Scholes Model, and smoothed if the requesting surface type was logarithmic_smoothed. Always present.	number
faces	A list of triangular faces for the options volatility surface.	array
vertex_a	The index of vertex A in the vertices array.	integer
vertex_b	The index of vertex B in the vertices array.	integer
vertex_c	The index of vertex B in the vertices array.	integer
updated_on The date and time when the surface surface data was last updated.
vertices A list of data points for the options volatility surface.
faces A list of triangular faces for the options volatility surface.