Returns a list of end of day pricing information for all option contracts currently associated with the ticker.
| Name | Description | Example |
|---|---|---|
|
symbol
* required
|
The equities ticker symbol, corresponding to the underlying security. | MSFT |
|
page_size
|
The number of results to return | - |
|
date
|
The date to get pricing data for. Defaults to today in Eastern time zone. | 2024-01-01 |
|
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 |
|
include_related_symbols
|
Include related symbols that end in a 1 or 2 because of a corporate action. | false |
|
next_page
|
Gets the next page of data from a previous API call | - |
|
symbol
* required
The equities ticker symbol, corresponding to the underlying security.
|
||
|
page_size
* required
The number of results to return
|
||
|
date
* required
The date to get pricing data for. Defaults to today in Eastern time zone.
|
||
|
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.
|
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|
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.
|
||
|
include_related_symbols
* required
Include related symbols that end in a 1 or 2 because of a corporate action.
|
||
|
next_page
* required
Gets the next page of data from a previous API call
|
| Name | Description | Type |
|---|---|---|
| next_page | The token required to request the next page of the data. If null, no further results are available. | string |
| prices | The contracts pricing for this security. | array |
|
price
|
object | |
|
date
|
The date of the price, in the format YYYY-MM-DD | 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 |
|
open
|
The price at the beginning of the period | number |
|
open_ask
|
The ask at the beginning of the period | number |
|
open_bid
|
The bid at the beginning of the period | number |
|
open_interest
|
The total number of this options contract that are still open. | integer |
|
high
|
The highest price over the span of the period | number |
|
low
|
The highest price over the span of the period | number |
|
mark
|
The mid price between the latest bid and ask spread | number |
|
ask_high
|
The highest ask over the span of the period | number |
|
ask_low
|
The lowest ask over the span of the period | number |
|
bid_high
|
The highest bid over the span of the period | number |
|
bid_low
|
The lowest bid over the span of the period | number |
|
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 |
|
close_time
|
The time of the last trade before close. | string |
|
close_size
|
The size of the last trade before close. | integer |
|
close_bid_time
|
The time of the last bid before close. | string |
|
close_bid_size
|
The size of the last bid before close. | integer |
|
close_ask_time
|
The time of the last ask before close. | string |
|
close_ask_size
|
The size of the last ask before close. | integer |
|
exercise_style
|
The exercise style. | string |
|
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. | 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 |
|
next_page
The token required to request the next page of the data. If null, no further results are available.
|
||
|
prices
The contracts pricing for this security.
|
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