Returns a list of the latest National Best Bid & Offer (NBBO) 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 ticker.
| Name | Description | Example |
|---|---|---|
|
symbol
* required
|
The equities ticker symbol, corresponding to the underlying security. | MSFT |
|
source
|
Realtime or 15-minute delayed contracts.
Options:
realtime
delayed
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|
realtime |
|
iv_mode
|
Change the mode for the implied volatility calculation to out of the money.
Options:
out_of_the_money
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|
out_of_the_money |
|
next_page
|
Gets the next page of data from a previous API call | - |
|
page_size
|
The number of results to return | - |
|
stock_price_source
|
Source for underlying price for calculating Greeks.
Options:
iex
delayed_sip
utp_delayed
otc_delayed
cta_a_delayed
cta_b_delayed
nasdaq_basic
cboe_one_delayed
iex_delayed
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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 |
|
expiration_start_date
|
Filter out contracts that expire before this date. | 2024-01-01 |
|
expiration_end_date
|
Filter out contracts that expire after this date. | 2024-02-02 |
|
strike
|
Filter out contracts that have this strike price. | false |
|
show_stats
|
Whether to include Greek calculations or not. | 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.
|
||
|
source
* required
Realtime or 15-minute delayed contracts.
|
||
|
iv_mode
* required
Change the mode for the implied volatility calculation to out of the money.
|
||
|
next_page
* required
Gets the next page of data from a previous API call
|
||
|
page_size
* required
The number of results to return
|
||
|
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.
|
||
|
expiration_start_date
* required
Filter out contracts that expire before this date.
|
||
|
expiration_end_date
* required
Filter out contracts that expire after this date.
|
||
|
strike
* required
Filter out contracts that have this strike price.
|
||
|
show_stats
* required
Whether to include Greek calculations or not.
|
||
|
next_page
* required
Gets the next page of data from a previous API call
|
| Name | Description | Type |
|---|---|---|
| security | The Security resolved from the given identifier | object |
|
id
|
The Intrinio ID for Security | string |
|
company_id
|
The Intrinio ID for the Company for which the Security is issued | string |
|
exchange
|
The exchange's MIC | string |
|
exchange_mic
|
The security's exchange MIC | string |
|
stock_exchange_id
|
The exchange's Intrinio ID | string |
|
name
|
The name of the Security | string |
|
code
|
A 2-3 digit code classifying the Security (reference) | string |
|
currency
|
The currency in which the Security is traded on the exchange | string |
|
ticker
|
The common/local ticker of the Security | string |
|
composite_ticker
|
The country-composite ticker of the Security | string |
|
figi
|
The OpenFIGI identifier | string |
|
composite_figi
|
The country-composite OpenFIGI identifier | string |
|
share_class_figi
|
The global-composite OpenFIGI identifier | string |
|
primary_listing
|
If true, the Security is the primary issue for the company, otherwise it is a secondary issue on a secondary stock exchange | boolean |
| next_page | The token required to request the next page of the data. If null, no further results are available. | string |
| contracts | The contracts pricing for this security. | 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 |
|
security
The Security resolved from the given identifier
|
||
|
next_page
The token required to request the next page of the data. If null, no further results are available.
|
||
|
contracts
The contracts pricing for this security.
|
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