Options Implied Move By Symbol Web API Documentation

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Returns the implied move data points for a ticker symbol.

Endpoint:

https://api-v2.intrinio.com/options/implied_move/{symbol}/{expiration_date}

Parameters

Name	Description	Example
symbol * required	The ticker symbol for the contracts.	TSLA
expiration_date * required	The expiration date for the contracts to consider.	2025-05-30
percentage	Percentage to multiply the straddle by. Defaults to 0.85.	0.85
source	Realtime or 15-minute delayed contracts. Options: realtime delayed show more show less	realtime
symbol * required The ticker symbol for the contracts.
expiration_date * required The expiration date for the contracts to consider.
percentage * required Percentage to multiply the straddle by. Defaults to 0.85.
source * required Realtime or 15-minute delayed contracts.

Output Fields

Name	Description	Type
implied_move	The data pertaining to the implied move.	object
amount	The amount of the implied move.	number
percentage	The percentage of the implied move.	number
messages	Any messages or warnings about the data	array
type
underlying_price	The price of the underlying instrument.	number
expiration	The date on which the Option expires. The Option becomes invalid after this date and cannot be exercised.	string
atm_strike	The at-the-money strike price for the implied move calculation.	number
straddle_price	The straddle price for the implied move calculation.	number
symbol	The symbol for the underlying instrument.	string
implied_move The data pertaining to the implied move.
messages Any messages or warnings about the data
underlying_price The price of the underlying instrument.
expiration The date on which the Option expires. The Option becomes invalid after this date and cannot be exercised.
atm_strike The at-the-money strike price for the implied move calculation.
straddle_price The straddle price for the implied move calculation.
symbol The symbol for the underlying instrument.