API Documentation

Option Stats Realtime

Option Stats Realtime

Returns all option stats (greeks and implied volatility) and factors used to calculate them, for a given option contract identifier.

Endpoint:
https://api-v2.intrinio.com/options/prices/{identifier}/realtime/stats

Parameters

Name Description Example
identifier
* required
The Intrinio ID or code of the options contract to request prices for. AAPL230120C00090000
source
Realtime or 15-minute delayed contracts.
Options:
realtime
delayed
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realtime
identifier
* required
The Intrinio ID or code of the options contract to request prices for.
source
* required
Realtime or 15-minute delayed contracts.

Output Fields

Name Description Type
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
factors
object
market_price
The market price of the options contract number
underlying_price
The market price of the underlying asset number
strike_price
The strike price of the options contract number
days_to_expiration
The number of days to expiration number
risk_free_interest_rate
The current risk-free interest rate, as measured by the 3-month Treasury Bill rate number
dividend_yield
The divident yield of the underlying asset (if applicable) 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
stats
factors
option