Option Greeks & Derived Price by Contract Web API Documentation

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Retrieves realtime options greeks data for a specific options contract

Endpoint:

https://api-v2.intrinio.com/options/greeks/{contract}/realtime

Parameters

Name	Description	Example
contract * required	The options contract identifier	-
source	The data source to use for options data Options: realtime delayed show more show less	-
model	The options pricing model to use for greeks calculations Options: black_scholes bjerk show more show less	-
iv_mode	The implied volatility calculation mode Options: out_of_the_money show more show less	-
stock_price_source	The data source to use for underlying stock prices Options: iex nasdaq_basic nasdaq_basic_last_sale utp_delayed cta_a_delayed cta_b_delayed otc_delayed delayed_sip iex_delayed cboe_one_delayed show more show less	-
contract * required The options contract identifier
source * required The data source to use for options data
model * required The options pricing model to use for greeks calculations
iv_mode * required The implied volatility calculation mode
stock_price_source * required The data source to use for underlying stock prices

Output Fields

Name	Description	Type
messages	Any messages or warnings about the data	array
type
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
greeks		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
synthetic_price	The derived synthetic price of the contract.	number
messages Any messages or warnings about the data
option
greeks