Skip to main content
GET
Option contracts

Authorizations

Authorization
string
header
required

Bearer authentication header of the form Bearer <token>, where <token> is your auth token.

Path Parameters

ticker
string
required

A single ticker

Example:

"AAPL"

Query Parameters

expiry
string

A single expiry date in ISO date format.

Example:

"2024-02-02T00:00:00.000Z"

option_type
enum<string>

The option type to filter by if specified.

Available options:
call,
Call,
put,
Put
vol_greater_oi
boolean

Wether to only return chains where volume > open interest

exclude_zero_vol_chains
boolean

Wether to only return chains where volume > 0

exclude_zero_dte
boolean

Wether to only return chains which do not expire on the same day

exclude_zero_oi_chains
boolean

Wether to only return chains where open interest > 0

maybe_otm_only
boolean

Wether to only return chains which are out of the money

min_dte
integer

Minimum days to expiration (expiry at least this many days from today).

max_dte
integer

Maximum days to expiration (expiry at most this many days from today).

option_symbol[]
string[]

Return only these option contracts. Pass one symbol to fetch a single contract.

limit
integer
default:500

How many items to return. Max: 500. Min: 1. Returns up to 500 when omitted.

Required range: 1 <= x <= 500
Example:

10

page
integer

Page number (use with limit). Starts on page 0.

Example:

1

Response

All option contracts for a ticker with their live NBBO

ask_volume
integer

The amount of volume that happened on the ask side.

Ask side is defined as (ask + bid) / 2 < fill price.

Example:

119403

avg_price
string

The volume weighted average fill price of the contract.

Example:

"1.0465802437910297887119234370"

bid_volume
integer

The amount of volume that happened on the bid side.

Bid side is defined as (ask + bid) / 2 > fill price.

Example:

122789

cross_volume
integer

The amount of cross volume. Cross volume consists of all transaction that have the cross trade code.

Example:

0

delta
number | null

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.

Example:

0.42

floor_volume
integer

The amount of floor volume. Floor volume consists of all transaction that have the floor trade code.

Example:

142

gamma
number | null

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.

Example:

0.031

high_price
string

The highest fill on that contract.

Example:

"2.95"

implied_volatility
string

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.

Example:

"0.675815680048166"

last_price
string

The last fill on the contract.

Example:

"0.03"

last_tape_time
string<date-time> | null

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.

low_price
string

The lowest fill on that contract.

Example:

"0.02"

mid_volume
integer

The amount of volume that happened in the middle of the ask and bid.

Mid is defined as (ask + bid) / 2 == fill price.

Example:

22707

multi_leg_volume
integer

The amount of volume that happened as part of a multileg trade with another contract. This can be spreads/rolls/condors/butterflies and more.

Example:

7486

nbbo_ask
string

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.

Example:

"0.03"

nbbo_bid
string

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.

Example:

"0.03"

no_side_volume
integer

The amount of volume that happened on no identifiable side. This can be late, out of sequence and/or cross transactions.

Example:

0

open_interest
integer

The open interest for the contract.

Example:

18680

option_symbol
string

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.

prev_oi
integer

The previous trading day's open interest.

Example:

18680

rho
number | null

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.

Example:

0.027

stock_multi_leg_volume
integer

The amount of volume that happened as part of a stock transaction and possibly other option contracts. This can be covered calls and more.

Example:

52

sweep_volume
integer

The amount of sweep volume. Sweep volume consists of all transaction that have the sweep trade code.

Example:

18260

theta
number | null

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.

Example:

-0.058

total_premium
string

The total option premium.

Example:

"27723806.00"

vega
number | null

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.

Example:

0.112

volume
integer

The contract volume.

Example:

264899