Option Chains
Returns all option symbols for the given ticker that were present at the given day.
If no date is given, returns data for the current/last market day.
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 divided by 1,000.
With greeks=true, the response is paginated. Rows are sorted by expires, then strike, then
option_symbol, all ascending. limit sets the page size and page selects the page, starting at 0.
Without greeks=true, the response contains every option symbol and limit and page have no effect.
Authorizations
Query Parameters
Response
Option chains response
All option chains for a given ticker. By default data is an array of option-symbol strings.
Pass greeks=true to instead get an enriched object per contract with strike, expiry, type,
NBBO (nbbo_bid/nbbo_ask), implied_volatility, open_interest, volume, delta, gamma,
theta, vega, rho and last_tape_time. Enriched rows are sorted by expires, strike and
option_symbol and returned in pages of up to 500. Use limit and page to read the rest of the chain.
Example enriched row (greeks=true):
