API Documentation

Options Chain Realtime

Options Chain Realtime

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

Endpoint:
https://api-v2.intrinio.com/options/chain/{symbol}/{expiration}/realtime

Parameters

Name Description Example
symbol
* required
The option symbol, corresponding to the underlying security. MSFT
expiration
* required
The expiration date of the options contract 2023-01-20
source
Realtime or 15-minute delayed contracts.
Options:
realtime
delayed
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realtime
type
The option contract type.
Options:
call
put
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put
strike
The strike price of the option contract. This will return options contracts with strike price equal to this price. 170
strike_greater_than
The strike price of the option contract. This will return options contracts with strike prices greater than this price. 190
strike_less_than
The strike price of the option contract. This will return options contracts with strike prices less than this price. 150
volume_greater_than
The volume of the option contract. This will return options contracts with volumes greater than this amount. 2000
volume_less_than
The volume of the option contract. This will return options contracts with volumes less than this amout. 2000
open_interest_greater_than
The open interest of the option contract. This will return options contracts with open interest greater than this amount. 2000
open_interest_less_than
The open interest of the option contract. This will return options contracts with open interest less than this amount. 2000
moneyness
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.
Options:
all
in_the_money
out_of_the_money
near_the_money
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in_the_money
symbol
* required
The option symbol, corresponding to the underlying security.
expiration
* required
The expiration date of the options contract
source
* required
Realtime or 15-minute delayed contracts.
type
* required
The option contract type.
strike
* required
The strike price of the option contract. This will return options contracts with strike price equal to this price.
strike_greater_than
* required
The strike price of the option contract. This will return options contracts with strike prices greater than this price.
strike_less_than
* required
The strike price of the option contract. This will return options contracts with strike prices less than this price.
volume_greater_than
* required
The volume of the option contract. This will return options contracts with volumes greater than this amount.
volume_less_than
* required
The volume of the option contract. This will return options contracts with volumes less than this amout.
open_interest_greater_than
* required
The open interest of the option contract. This will return options contracts with open interest greater than this amount.
open_interest_less_than
* required
The open interest of the option contract. This will return options contracts with open interest less than this amount.
moneyness
* required
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.

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
chain
A list of realtime options for the provided expiration date their respective option prices.