Options Chain Realtime

Options Chain Realtime Web 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 option chain.

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
stock_price_source
Source for underlying price for calculating Greeks.
Options:
iex
bats_delayed
intrinio_mx
delayed_sip
utp_delayed
otc_delayed
cta_a_delayed
cta_b_delayed
nasdaq_basic
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iex
model
Model for calculating Greek values. Default is black_scholes.
Options:
black_scholes
bjerk
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black_scholes
show_extended_price
Whether to include open close high low type fields. false
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.
stock_price_source
* required
Source for underlying price for calculating Greeks.
model
* required
Model for calculating Greek values. Default is black_scholes.
show_extended_price
* required
Whether to include open close high low type fields.

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
underlying_price
The most recent trade price of the underlying asset. number
extended_price
object
bid_open
The price of the bid at open number
bid_high
The high bid so far today number
bid_low
The low bid so far today number
ask_open
The price of the ask at open number
ask_high
The high ask so far today number
ask_low
The low ask so far today number
trade_open
The price of the trade at open number
trade_high
The high trade so far today number
trade_low
The low trade so far today number
ask_close
The price of ask at close today number
bid_close
The price of bid at close today number
trade_close
The price of the last trade of the day number
mark
The mark price number
chain
A list of realtime options for the provided expiration date their respective option prices.