getEquityOptionsIntraday API

The getEquityOptionsIntraday API provides intraday options data such as strike, expiration date, volatility, etc.

Pricing is based on the number of monthly queries and fields requested. We offer four packages: Small, Medium, Large, Enterprise. Contact us for additional details.


API Documentation

INPUTS:

underlying_symbols (required)
A valid equity symbol. Multiple symbols separated by a comma may be used. A maximum of 100 symbols at a time. (list)
Example: APPL,MSFT,IBM

type (optional)
The type of option desired, Call or Put. (string)
Example: Call

strikePrice (optional)
The strike price of the option. (double)
Example: 37.5

expirationMonth (optional)
The numeric representation of the expiration month. (string)
Example: 05

expirationDate (optional)
The numeric date for of the expiration day. (string)
Example: 2017-11-07

fields (optional)
Additional fields requested. (list)
Example: bid,bidSize,ask,askSize

onlyStrikes (optional)
To return only the strike prices. (boolean)
Default: 0
Example: 1


OUTPUTS:

underlying_symbol (always returned)
The actual equity symbol. (string)
symbol (always returned)
A symbol or code that identifies the equity contract. (string)
exchange (always returned)
The name of the exchange the instrument belongs to. (string)
type (always returned)
Either Call or Put. (string)
strike (always returned)
The options's strike price. (double)
expirationDate (always returned)
The expiration date. (date)
expirationType (always returned)
The expiration type. (string)
date (always returned)
The price date. (datetime)
volatility (as requested)
The estimated volatility of a security's price. (double)
delta (as requested)
The option's delta value. (double)
gamma (as requested)
The option's gamma value. (double)
theta (as requested)
The option's theta value. (double)
vega (as requested)
The option's vega value. (double)
rho (as requested)
The option's rho value. (double)
bid (as requested)
The current bid price. (double)
bidSize (as requested)
The size (quantity) of the current bid price. (int)
bidDate (as requested)
The date of the current bid price. (date)
ask (as requested)
The current ask price. (double)
askSize (as requested)
The size (quantity) of the current ask price. (int)
askDate (as requested)
The date of the current ask price. (date)
open (always returned)
The opening (first) price for the session. (double)
high (always returned)
The highest traded price for the session. (double)
low (always returned)
The lowest traded price for the session. (double)
last (always returned)
The last price the instrument traded. (double)
change (always returned)
The difference between the last traded price and the previous close. (double)
percentChange (always returned)
The percent difference between the last traded price and the previous close. (double)
premium (as requested)
The option's premium (double)
flag (as requested)
The option's settled flag) (string)
settlement (as requested)
The option's settlement price (double)
lastTradeDate (as requested)
The last trading date for the option (date)
volume (always returned)
The trading volume for the option (integer)
openInterest (as requested)
The open intrest for the option (integer)
lastUpdateDate (as requested)
The timestamp for the last traded option price. (dateTime)

STATUS CODE RESPONSES:

200 OK Success
400 Bad Request The request was invalid, please see the message for more information.
500 Internal Server Error Something is not working correctly, please contact support.