Option contracts
Returns all option contracts for the given ticker.
Each row includes the NBBO bid and ask, implied volatility and per-contract delta, gamma, theta, vega
and rho, so quotes and greeks are available in one call. Charm and vanna are not included. Use
/api/stock/{ticker}/greeks and join this response’s option_symbol to call_option_symbol or
put_option_symbol for those values.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Path Parameters
A single ticker
"AAPL"
Query Parameters
A single expiry date in ISO date format.
"2024-02-02T00:00:00.000Z"
The option type to filter by if specified.
call, Call, put, Put Wether to only return chains where volume > open interest
Wether to only return chains where volume > 0
Wether to only return chains which do not expire on the same day
Wether to only return chains where open interest > 0
Wether to only return chains which are out of the money
Minimum days to expiration (expiry at least this many days from today).
Maximum days to expiration (expiry at most this many days from today).
Options symbols to filter by
How many items to return. Max: 500. Min: 1. Returns up to 500 when omitted.
1 <= x <= 50010
Page number (use with limit). Starts on page 0.
1
Response
All option contracts for a ticker
The amount of volume that happened on the ask side.
Ask side is defined as (ask + bid) / 2 < fill price.
119403
The volume weighted average fill price of the contract.
"1.0465802437910297887119234370"
The amount of volume that happened on the bid side.
Bid side is defined as (ask + bid) / 2 > fill price.
122789
The amount of cross volume. Cross volume consists of all transaction that have the cross trade code.
0
First-order greek: delta.
"0.42"
The amount of floor volume. Floor volume consists of all transaction that have the floor trade code.
142
First-order greek: gamma.
"0.031"
The highest fill on that contract.
"2.95"
The implied volatility for the last transaction.
"0.675815680048166"
The last fill on the contract.
"0.03"
As-of timestamp anchoring row freshness — the contract's last trade (tape) time. Approximate for NBBO freshness (it is trade time, not a dedicated quote timestamp).
The lowest fill on that contract.
"0.02"
The amount of volume that happened in the middle of the ask and bid.
Mid is defined as (ask + bid) / 2 == fill price.
22707
The amount of volume that happened as part of a multileg trade with another contract. This can be spreads/rolls/condors/butterflies and more.
7486
The National Best Bid and Offer (NBBO) ask price.
"0.03"
The National Best Bid and Offer (NBBO) bid price.
"0.03"
The amount of volume that happened on no identifiable side. This can be late, out of sequence and/or cross transactions.
0
The open interest for the contract.
18680
The option symbol of the contract.
You can use the following regex to extract underlying ticker, option type, expiry & strike:
^(?<symbol>[\w]*)(?<expiry>(\d{2})(\d{2})(\d{2}))(?<type>[PC])(?<strike>\d{8})$
Keep in mind that the strike needs to be multiplied by 1,000.
The previous trading day's open interest.
18680
First-order greek: rho.
"0.027"
The amount of volume that happened as part of a stock transaction and possibly other option contracts. This can be covered calls and more.
52
The amount of sweep volume. Sweep volume consists of all transaction that have the sweep trade code.
18260
First-order greek: theta.
"-0.058"
The total option premium.
"27723806.00"
First-order greek: vega.
"0.112"
The contract volume.
264899
