Option contracts
Returns all option contracts for the given ticker with their live NBBO.
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 responseโs option_symbol to call_option_symbol or
put_option_symbol for those values.
Most fields, such as implied_volatility, volume and open_interest, are up to date as of
last_tape_time. The NBBO and the greeks update separately from those fields and from each other, so
they can be older or more recent than last_tape_time:
nbbo_bidandnbbo_ask: for the current trading day, the latest NBBO of each contract. It updates at most once a second per contract, and only after the NBBO changed. For a pastdate, the NBBO at the end of that day, which is not the NBBO at the dayโs last trade. For the NBBO at a contractโs last trade, use Option contract flow.delta,gamma,theta,vegaandrho: the latest greeks of each contract. They update separately from the NBBO, so they were not calculated from the rowโsnbbo_bidandnbbo_ask. For a pastdate, the last greeks of that day.implied_volatilityand the other fields: as oflast_tape_time.implied_volatilityis the implied volatility of the contractโs last trade, which is not the implied volatility the greeks were calculated with.
To fetch a single contract, pass its symbol in option_symbol[], for example
option_symbol[]=AAPL261218C00250000.
To receive every NBBO change as it happens instead of calling this endpoint repeatedly, subscribe to
the option-quotes Kafka topic.
Authorizations
Query Parameters
Response
All option contracts for a ticker with their live NBBO
The contract's delta. For the current trading day it is the latest delta, and for a past date the last delta of that day. The greeks update separately from the NBBO, so they were not calculated from nbbo_bid and nbbo_ask or with implied_volatility. It is null when no greeks are available for the contract on that day.
0.42
The contract's gamma. For the current trading day it is the latest gamma, and for a past date the last gamma of that day. The greeks update separately from the NBBO, so they were not calculated from nbbo_bid and nbbo_ask or with implied_volatility. It is null when no greeks are available for the contract on that day.
0.031
The implied volatility of the contract's last trade, calculated from that trade's price. For a past date it is the implied volatility of that day's last trade. It is not the implied volatility the greeks were calculated with, and it does not change when the NBBO changes.
"0.675815680048166"
For the current trading day, the UTC time of the contract's last trade, trade cancellation or open interest update. For a past date, a time after that day's close, not the time of the last trade. It does not show how fresh the NBBO or the greeks are, since they update separately.
The National Best Bid and Offer (NBBO) ask price. For the current trading day it is the latest NBBO, which updates at most once a second per contract and only after the NBBO changed. For a past date it is the NBBO at the end of that day, not the NBBO at the day's last trade. For the NBBO at a contract's last trade, use Option contract flow.
"0.03"
The National Best Bid and Offer (NBBO) bid price. For the current trading day it is the latest NBBO, which updates at most once a second per contract and only after the NBBO changed. For a past date it is the NBBO at the end of that day, not the NBBO at the day's last trade. For the NBBO at a contract's last trade, use Option contract flow.
"0.03"
The contract's rho. For the current trading day it is the latest rho, and for a past date the last rho of that day. The greeks update separately from the NBBO, so they were not calculated from nbbo_bid and nbbo_ask or with implied_volatility. It is null when no greeks are available for the contract on that day.
0.027
The contract's theta. For the current trading day it is the latest theta, and for a past date the last theta of that day. The greeks update separately from the NBBO, so they were not calculated from nbbo_bid and nbbo_ask or with implied_volatility. It is null when no greeks are available for the contract on that day.
-0.058
The total option premium.
"27723806.00"
The contract's vega. For the current trading day it is the latest vega, and for a past date the last vega of that day. The greeks update separately from the NBBO, so they were not calculated from nbbo_bid and nbbo_ask or with implied_volatility. It is null when no greeks are available for the contract on that day.
0.112
