Returns a list of the historical endofday 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.
Name  Description  Example 

symbol
* required

The option symbol, corresponding to the underlying security.  MSFT 
expiration
* required

The expiration date of the options contract  20190405 
date

The date of the option price. Returns option prices on this date.  20190405 
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 
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.
Options:
all
in_the_money
out_of_the_money
near_the_money
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in_the_money 
page_size

The number of results to return   
symbol
* required
The option symbol, corresponding to the underlying security.


expiration
* required
The expiration date of the options contract


date
* required
The date of the option price. Returns option prices on this date.


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.


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.


page_size
* required
The number of results to return

Name  Description  Type 

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

object  
id

The Intrinio ID for the Option.  string 
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.  string 
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). A put option is an option contract giving the owner the right, but not the obligation, to sell a specified amount of an underlying asset at a specified price before the option's expiration date. A call option gives the holder the right to buy an underlying asset at a specified price, before the option's expiration date.  string 
price

object  
date

The date of the price, in the format YYYYMMDD  string 
close

The closing price of the options contract.  number 
close_bid

The closing bid price of the options contract.  number 
close_ask

The closing ask price of the options contract.  number 
volume

The cumulative volume of this options contract that traded that day.  integer 
volume_bid

The cumulative volume of this options contract that traded on the bid price that day.  integer 
volume_ask

The cumulative volume of this options contract that traded on the ask price that day.  integer 
trades

The number of trades executed that for this options contract on that day.  integer 
open_interest

The total number of this options contract that are still open.  integer 
open_interest_change

The change in the total number of this options contract that are still open from the previous day.  integer 
next_day_open_interest

The total number of this options contract that are still open at the start of the next day.  integer 
implied_volatility

The estimated volatility of the Security's price. Volatility is a statistical measure of dispersion of returns for the Security. Standard deviation of a Security's returns and a market index is an example of a measurement of volatility. Implied volatility approximates the future value of an option, and the option's current value takes this into consideration.  number 
implied_volatility_change

The change in implied volatility for that day.  number 
delta

Delta measures the degree to which an options contract is exposed to shifts in the price of the underlying Security. Values of delta range from 0.0 to 1.0 for call options and 1.0 to 0.0 for put options. For example, if a put option has a delta of 0.50, if the price of the underlying Security increases by $1, the price of the put option will decrease by $0.50.  number 
chain
A list of options for the provided expiration date their respective option prices.
