Option Prices Batch Realtime

Option Prices Batch Realtime Web API Documentation

Returns a list of latest price data for up to 250 option contracts per request.

Endpoint:
https://api-v2.intrinio.com/options/prices/realtime/batch

Parameters

Name Description Example
body
* required
The contract symbols for which to return options prices for.
Request Body:

                                        
source
Realtime or 15-minute delayed contracts.
Options:
realtime
delayed
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realtime
show_stats
Whether to include Greek calculations or not. false
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
body
* required
The contract symbols for which to return options prices for.
source
* required
Realtime or 15-minute delayed contracts.
show_stats
* required
Whether to include Greek calculations or not.
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
contracts
array
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
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
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
contracts