Skip to main content

Option Chain

Get a current or historical end of day options chain for an underlying ticker symbol. Optional parameters allow for extensive filtering of the chain. Use the optionSymbol returned from this endpoint to get quotes, greeks, or other information using the other endpoints.

Endpoint

https://api.marketdata.app/v1/options/chain/{underlyingSymbol}/

Method

GET

Request Example

Response Example

{
"s": "ok",
"optionSymbol": [
"AAPL230616C00060000", "AAPL230616C00065000", "AAPL230616C00070000", "AAPL230616C00075000", "AAPL230616C00080000", "AAPL230616C00085000", "AAPL230616C00090000", "AAPL230616C00095000", "AAPL230616C00100000", "AAPL230616C00105000", "AAPL230616C00110000", "AAPL230616C00115000", "AAPL230616C00120000", "AAPL230616C00125000", "AAPL230616C00130000", "AAPL230616C00135000", "AAPL230616C00140000", "AAPL230616C00145000", "AAPL230616C00150000", "AAPL230616C00155000", "AAPL230616C00160000", "AAPL230616C00165000", "AAPL230616C00170000", "AAPL230616C00175000", "AAPL230616C00180000", "AAPL230616C00185000", "AAPL230616C00190000", "AAPL230616C00195000", "AAPL230616C00200000", "AAPL230616C00205000", "AAPL230616C00210000", "AAPL230616C00215000", "AAPL230616C00220000", "AAPL230616C00225000", "AAPL230616C00230000", "AAPL230616C00235000", "AAPL230616C00240000", "AAPL230616C00245000", "AAPL230616C00250000", "AAPL230616C00255000", "AAPL230616C00260000", "AAPL230616C00265000", "AAPL230616C00270000", "AAPL230616C00280000", "AAPL230616C00290000", "AAPL230616C00300000", "AAPL230616P00060000", "AAPL230616P00065000", "AAPL230616P00070000", "AAPL230616P00075000", "AAPL230616P00080000", "AAPL230616P00085000", "AAPL230616P00090000", "AAPL230616P00095000", "AAPL230616P00100000", "AAPL230616P00105000", "AAPL230616P00110000", "AAPL230616P00115000", "AAPL230616P00120000", "AAPL230616P00125000", "AAPL230616P00130000", "AAPL230616P00135000", "AAPL230616P00140000", "AAPL230616P00145000", "AAPL230616P00150000", "AAPL230616P00155000", "AAPL230616P00160000", "AAPL230616P00165000", "AAPL230616P00170000", "AAPL230616P00175000", "AAPL230616P00180000", "AAPL230616P00185000", "AAPL230616P00190000", "AAPL230616P00195000", "AAPL230616P00200000", "AAPL230616P00205000", "AAPL230616P00210000", "AAPL230616P00215000", "AAPL230616P00220000", "AAPL230616P00225000", "AAPL230616P00230000", "AAPL230616P00235000", "AAPL230616P00240000", "AAPL230616P00245000", "AAPL230616P00250000", "AAPL230616P00255000", "AAPL230616P00260000", "AAPL230616P00265000", "AAPL230616P00270000", "AAPL230616P00280000", "AAPL230616P00290000", "AAPL230616P00300000"
],
"underlying": [
"AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL"
],
"expiration": [
1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600
],
"side": [
"call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put"
],
"strike": [
60, 65, 70, 75, 80, 85, 90, 95, 100, 105, 110, 115, 120, 125, 130, 135, 140, 145, 150, 155, 160, 165, 170, 175, 180, 185, 190, 195, 200, 205, 210, 215, 220, 225, 230, 235, 240, 245, 250, 255, 260, 265, 270, 280, 290, 300, 60, 65, 70, 75, 80, 85, 90, 95, 100, 105, 110, 115, 120, 125, 130, 135, 140, 145, 150, 155, 160, 165, 170, 175, 180, 185, 190, 195, 200, 205, 210, 215, 220, 225, 230, 235, 240, 245, 250, 255, 260, 265, 270, 280, 290, 300
],
"firstTraded": [
1617197400, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616506200, 1616506200, 1616506200, 1616506200, 1616506200, 1616506200, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1617370200, 1617888600, 1618234200, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1626701400, 1626701400, 1626701400, 1626701400, 1617197400, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616506200, 1616506200, 1616506200, 1616506200, 1616506200, 1616506200, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1617370200, 1617888600, 1618234200, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1626701400, 1626701400, 1626701400, 1626701400
],
"dte": [
26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26
],
"updated": [
1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875
],
"bid": [
114.1, 108.6, 103.65, 98.6, 93.6, 88.9, 84.3, 80.2, 74.75, 70, 64.35, 59.4, 54.55, 50, 45.1, 40.45, 35.75, 30.8, 25.7, 20.6, 15.9, 11.65, 7.55, 4.15, 1.77, 0.57, 0.18, 0.07, 0.03, 0.02, 0.02, 0.01, 0.01, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.01, 0.01, 0.02, 0.02, 0.03, 0.04, 0.06, 0.07, 0.11, 0.14, 0.22, 0.32, 0.52, 0.92, 1.74, 3.3, 5.9, 9.8, 14.7, 19.3, 24.25, 28.7, 32.95, 38.65, 44.7, 48.4, 53.05, 58.8, 63.55, 68.05, 73.2, 78.5, 84.1, 88.05, 92.9, 103.15, 113.4, 123.05
],
"bidSize": [
90, 90, 90, 90, 90, 90, 90, 98, 90, 102, 90, 90, 90, 90, 102, 90, 95, 95, 99, 258, 118, 202, 96, 38, 36, 30, 180, 310, 31, 319, 5, 822, 216, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 14, 64, 10, 163, 2, 5, 79, 31, 4, 1, 208, 30, 146, 5, 35, 1, 5, 6, 98, 90, 90, 90, 90, 90, 98, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90
],
"mid": [
115.5, 110.38, 105.53, 100.5, 95.53, 90.28, 85.53, 80.68, 75.58, 70.75, 65.55, 60.67, 55.55, 50.9, 45.88, 40.7, 35.88, 30.93, 26.3, 20.93, 16.18, 11.78, 7.62, 4.2, 1.79, 0.58, 0.18, 0.08, 0.04, 0.03, 0.03, 0.01, 0.02, 0.09, 0.05, 0.09, 0.01, 0.08, 0.01, 0.08, 0.03, 0.23, 0.26, 0.51, 0.01, 0.01, 0.01, 0.01, 0.01, 0.03, 0.01, 0.08, 0.08, 0.01, 0.01, 0.01, 0.03, 0.07, 0.07, 0.04, 0.07, 0.08, 0.11, 0.16, 0.23, 0.33, 0.53, 0.94, 1.76, 3.33, 5.97, 10.2, 14.95, 20.52, 24.95, 30, 34.83, 39.88, 45, 49.83, 54.85, 59.85, 64.82, 69.75, 74.78, 80.12, 85.4, 89.9, 94.8, 104.95, 114.68, 124.82
],
"ask": [
116.9, 112.15, 107.4, 102.4, 97.45, 91.65, 86.75, 81.15, 76.4, 71.5, 66.75, 61.95, 56.55, 51.8, 46.65, 40.95, 36, 31.05, 26.9, 21.25, 16.45, 11.9, 7.7, 4.25, 1.81, 0.6, 0.19, 0.08, 0.05, 0.04, 0.03, 0.02, 0.03, 0.17, 0.1, 0.17, 0.01, 0.16, 0.02, 0.16, 0.05, 0.46, 0.51, 1.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.05, 0.02, 0.16, 0.16, 0.01, 0.02, 0.02, 0.04, 0.12, 0.1, 0.05, 0.07, 0.09, 0.12, 0.18, 0.23, 0.34, 0.54, 0.95, 1.78, 3.35, 6.05, 10.6, 15.2, 21.75, 25.65, 31.3, 36.7, 41.1, 45.3, 51.25, 56.65, 60.9, 66.1, 71.45, 76.35, 81.75, 86.7, 91.75, 96.7, 106.75, 115.95, 126.6
],
"askSize": [
90, 90, 90, 90, 90, 90, 90, 102, 90, 96, 90, 90, 90, 90, 96, 102, 90, 95, 96, 114, 103, 126, 90, 156, 20, 98, 397, 563, 251, 528, 238, 1, 30, 117, 99, 173, 89, 151, 196, 90, 92, 90, 90, 248, 1, 340, 180, 75, 50, 156, 1, 174, 231, 50, 500, 48, 2, 222, 136, 229, 587, 411, 226, 1, 128, 105, 142, 188, 34, 61, 45, 120, 105, 109, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90
],
"last": [
115, 107.82, 105.75, 100.45, 94.2, 90.66, 86, 81, 75.59, 71.08, 66.07, 61.64, 55.8, 50.77, 46.12, 41.05, 35.9, 30.81, 25.95, 21.3, 16.33, 11.8, 7.6, 4.2, 1.78, 0.59, 0.18, 0.08, 0.05, 0.02, 0.02, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, null, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.02, 0.02, 0.02, 0.02, 0.04, 0.05, 0.06, 0.08, 0.11, 0.16, 0.23, 0.33, 0.52, 0.93, 1.76, 3.27, 6, 10.1, 14.84, 20.74, 25.39, 30.65, 37.1, null, 44.8, 59.6, 55.35, null, 83.49, null, 101.5, null, 109.39, null, 120.55, 128.67, 139.85, 151.1
],
"openInterest": [
21957, 3012, 2796, 1994, 1146, 558, 2598, 988, 6574, 509, 1780, 917, 2277, 1972, 10751, 6080, 35508, 17559, 33003, 32560, 49905, 75976, 56201, 62509, 59821, 39370, 24498, 51472, 17565, 921, 13428, 273, 6935, 518, 4496, 533, 8128, 10, 14615, 100, 6765, 0, 2481, 3831, 2474, 17228, 57338, 9503, 13614, 8027, 7938, 3752, 21276, 13550, 46981, 14401, 26134, 40858, 34215, 33103, 92978, 47546, 67687, 35527, 87587, 51117, 72338, 82643, 43125, 12822, 2955, 619, 112, 2, 44, 3, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0
],
"volume": [
0, 0, 1, 4, 0, 8, 1, 43, 15, 49, 10, 5, 6, 5, 58, 72, 31, 427, 207, 104, 380, 1070, 3179, 7619, 10678, 5488, 1267, 718, 420, 73, 18, 1, 137, 348, 844, 27, 6, 0, 0, 0, 0, 0, 0, 0, 0, 5, 0, 0, 0, 5, 0, 0, 0, 50, 23, 36, 32, 250, 142, 155, 135, 1969, 1068, 2005, 3018, 2641, 7861, 13154, 6299, 6389, 664, 101, 12, 0, 0, 0, 0, 0, 100, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0
],
"inTheMoney": [
true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true
],
"intrinsicValue": [
115.13, 110.13, 105.13, 100.13, 95.13, 90.13, 85.13, 80.13, 75.13, 70.13, 65.13, 60.13, 55.13, 50.13, 45.13, 40.13, 35.13, 30.13, 25.13, 20.13, 15.13, 10.13, 5.13, 0.13, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4.87, 9.87, 14.87, 19.87, 24.87, 29.87, 34.87, 39.87, 44.87, 49.87, 54.87, 59.87, 64.87, 69.87, 74.87, 79.87, 84.87, 89.87, 94.87, 104.87, 114.87, 124.87
],
"extrinsicValue": [
0.37, 0.25, 0.4, 0.37, 0.4, 0.15, 0.4, 0.55, 0.45, 0.62, 0.42, 0.55, 0.42, 0.77, 0.75, 0.57, 0.75, 0.8, 1.17, 0.8, 1.05, 1.65, 2.5, 4.07, 1.79, 0.58, 0.18, 0.08, 0.04, 0.03, 0.03, 0.01, 0.02, 0.09, 0.05, 0.09, 0.01, 0.08, 0.01, 0.08, 0.03, 0.23, 0.26, 0.51, 0.01, 0.01, 0.01, 0.01, 0.01, 0.03, 0.01, 0.08, 0.08, 0.01, 0.01, 0.01, 0.03, 0.07, 0.07, 0.04, 0.07, 0.08, 0.11, 0.16, 0.23, 0.33, 0.53, 0.94, 1.76, 3.33, 1.1, 0.33, 0.08, 0.65, 0.08, 0.13, 0.05, 0, 0.13, 0.05, 0.02, 0.02, 0.05, 0.12, 0.09, 0.25, 0.53, 0.03, 0.07, 0.08, 0.19, 0.05
],
"underlyingPrice": [
175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13
],
"iv": [
1.629, 1.923, 1.829, 1.696, 1.176, 1.455, 1.023, 0.978, 0.929, 0.795, 0.757, 0.676, 0.636, 0.592, 0.546, 0.422, 0.393, 0.361, 0.331, 0.282, 0.257, 0.231, 0.21, 0.192, 0.176, 0.167, 0.171, 0.184, 0.2, 0.224, 0.254, 0.268, 0.296, 0.322, 0.347, 0.36, 0.384, 0.407, 0.429, 0.451, 0.472, 0.492, 0.512, 0.551, 0.589, 0.624, 1.268, 1.177, 1.093, 1.014, 0.942, 0.872, 0.807, 0.745, 0.708, 0.651, 0.628, 0.573, 0.539, 0.501, 0.469, 0.431, 0.395, 0.359, 0.325, 0.291, 0.26, 0.233, 0.212, 0.194, 0.177, 0.164, 0.223, 0.274, 0.322, 0.396, 0.432, 0.452, 0.476, 0.53, 0.66, 0.677, 0.661, 0.769, 0.776, 0.73, 0.873, 0.863, 0.974, 1.063, 1.013, 1.092
],
"delta": [
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0.998, 0.99, 0.971, 0.927, 0.849, 0.728, 0.549, 0.328, 0.147, 0.052, 0.014, 0.003, 0.001, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -0.002, -0.01, -0.029, -0.073, -0.151, -0.272, -0.451, -0.672, -0.853, -0.948, -0.986, -0.997, -0.999, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1
],
"gamma": [
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.001, 0.002, 0.006, 0.012, 0.021, 0.032, 0.043, 0.042, 0.028, 0.013, 0.004, 0.001, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.001, 0.002, 0.006, 0.012, 0.021, 0.032, 0.043, 0.042, 0.028, 0.013, 0.004, 0.001, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0
],
"theta": [
-0.009, -0.009, -0.01, -0.011, -0.012, -0.012, -0.013, -0.014, -0.014, -0.015, -0.016, -0.017, -0.017, -0.018, -0.019, -0.02, -0.021, -0.023, -0.027, -0.036, -0.05, -0.067, -0.08, -0.08, -0.064, -0.038, -0.017, -0.006, -0.001, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -0.009, -0.009, -0.01, -0.011, -0.012, -0.012, -0.013, -0.014, -0.014, -0.015, -0.016, -0.017, -0.017, -0.018, -0.019, -0.02, -0.021, -0.023, -0.027, -0.036, -0.05, -0.067, -0.08, -0.08, -0.064, -0.038, -0.017, -0.006, -0.001, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0
],
"vega": [
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.001, 0.003, 0.012, 0.035, 0.068, 0.113, 0.158, 0.192, 0.177, 0.114, 0.051, 0.016, 0.005, 0.001, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.001, 0.003, 0.012, 0.035, 0.068, 0.113, 0.158, 0.192, 0.177, 0.114, 0.051, 0.016, 0.005, 0.001, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0
],
"rho": [
0.046, 0.05, 0.054, 0.057, 0.061, 0.065, 0.069, 0.073, 0.076, 0.08, 0.084, 0.088, 0.092, 0.096, 0.099, 0.103, 0.107, 0.11, 0.113, 0.114, 0.112, 0.105, 0.092, 0.07, 0.042, 0.019, 0.007, 0.002, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.046, 0.05, 0.054, 0.057, 0.061, 0.065, 0.069, 0.073, 0.076, 0.08, 0.084, 0.088, 0.092, 0.096, 0.099, 0.103, 0.107, 0.11, 0.113, 0.114, 0.112, 0.105, 0.092, 0.07, 0.042, 0.019, 0.007, 0.002, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0
]
}

Request Parameters

  • underlyingSymbol string

    The underlying ticker symbol for the options chain you wish to lookup.

Response Attributes

  • s string

    Status will always be ok when there is the quote requested.

  • optionSymbol array[string]

    The option symbol according to OCC symbology.

  • underlying array[string]

    The ticker symbol of the underlying security.

  • expiration array[number]

    The option's expiration date in Unix time.

  • side array[string]

    The response will be call or put.

  • strike array[number]

    The exercise price of the option.

  • firstTraded array[date]

    The date the option was first traded.

  • dte array[number]

    The number of days until the option expires.

  • updated array[date]

    The date/time of the quote.

  • ask array[number]

    The ask price.

  • askSize array[number]

    The number of contracts offered at the ask price.

  • bid array[number]

    The bid price.

  • bidSize array[number]

    The number of contracts offered at the bid price.

  • mid array[number]

    The midpoint price between the ask and the bid, also known as the mark price.

  • last array[number]

    The last price negotiated for this option contract at the time of this quote.

  • volume array[number]

    The number of contracts negotiated during the trading day at the time of this quote.

  • openInterest array[number]

    The total number of contracts that have not yet been settled at the time of this quote.

  • underlyingPrice array[number]

    The last price of the underlying security at the time of this quote.

  • inTheMoney array[booleans]

    Specifies whether the option contract was in the money true or false at the time of this quote.

  • intrinsicValue array[number]

    The instrinisc value of the option.

  • extrnisicValue array[number]

    The extrinsic value of the option.

  • updated array[number]

    The date and time of this quote snapshot in Unix time.

  • iv array[number]

    The implied volatility of the option.

  • delta array[number]

    The delta of the option.

  • gamma array[number]

    The gamma of the option.

  • theta array[number]

    The theta of the option.

  • vega array[number]

    The vega of the option.

  • rho array[number]

    The rho of the option.

Notes

  • The optionchain endpoint will consume 1 request for each symbol returned in the response.