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
- HTTP
- NodeJS
- Python
- Go
fetch("https://api.marketdata.app/v1/options/chain/AAPL/")
.then((res) => {
console.log(res);
})
.catch((err) => {
console.log(err);
});
import requests
url = "https://api.marketdata.app/v1/options/chain/AAPL/"
response = requests.request("GET", url)
print(response.text)
import (
"fmt"
api "github.com/MarketDataApp/sdk-go"
)
func ExampleOptionChainRequest() {
AAPL, err := OptionChain().UnderlyingSymbol("AAPL").Get()
if err != nil {
fmt.Println("Error fetching option chain:", err)
return
}
for _, contract := range AAPL {
fmt.Println(contract)
}
}
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
- Required
- Optional
-
underlyingSymbol
string
The underlying ticker symbol for the options chain you wish to lookup.
-
date
date
Use to lookup a historical end of day options chain from a specific trading day. If no date is specified the chain will be the most current chain available during market hours. When the market is closed the chain will be from the last trading day. Accepted date inputs:
ISO 8601
,unix
,spreadsheet
. -
expiration
date
- Limits the option chain to a specific expiration date. Accepted date inputs:
ISO 8601
,unix
,spreadsheet
. This parameter is only required if requesting a quote along with the chain. - If omitted the next monthly expiration for real-time quotes or the next monthly expiration relative to the
date
parameter for historical quotes will be returned. - Use the keyword
all
to return the complete option chain.
cautionCombining the
all
parameter with large options chains such as SPX, SPY, QQQ, etc. can cause you to consume your requests very quickly. The full SPX option chain has more than 20,000 contracts. A request is consumed for each contact you request with a price in the option chain. - Limits the option chain to a specific expiration date. Accepted date inputs:
-
from
date
Limit the option chain to expiration dates after from (inclusive). Should be combined with to to create a range. Accepted date inputs:
ISO 8601
,unix
,spreadsheet
. If omitted all expirations will be returned. -
to
date
Limit the option chain to expiration dates before to (not inclusive). Should be combined with from to create a range. Accepted date inputs:
ISO 8601
,unix
,spreadsheet
. If omitted all expirations will be returned.cautionThe
from
andto
parameters are not supported for real-time quotes. If you are requesting a real-time quote you must request a single expiration date. -
month
number
Limit the option chain to options that expire in a specific month (1-12).
-
year
number
Limit the option chain to options that expire in a specific year.
-
weekly
boolean
Limit the option chain to weekly expirations by setting weekly to
true
and omitting themonthly
andquarterly
parameters. If set tofalse
, no weekly expirations will be returned. -
monthly
boolean
Limit the option chain to standard monthly expirations by setting monthly to
true
and omitting theweekly
andquarterly
parameters. If set tofalse
, no monthly expirations will be returned. -
quarterly
boolean
Limit the option chain to quarterly expirations by setting quarterly to
true
and omitting theweekly
andmonthly
parameters. If set tofalse
, no quarterly expirations will be returned. -
nonstandard
boolean
Include non-standard contracts by nonstandard to
true
. If set tofalse
, no non-standard options expirations will be returned. If no parameter is provided, the output will default to false. -
dte
number
Days to expiry. Limit the option chain to a single expiration date closest to the
dte
provided. Should not be used together withfrom
andto
. Take care before combining withweekly
,monthly
,quarterly
, since that will limit the expirationsdte
can return. If you are using thedate
parameter, dte is relative to thedate
provided. -
delta
number
- Limit the option chain to a single strike closest to the
delta
provided. (e.g..50
) - Limit the option chain to a specific set of deltas (e.g.
.60,.30
) - Limit the option chain to an open interval of strikes using a logical expression (e.g.
>.50
) - Limit the option chain to a closed interval of strikes by specifying both endpoints. (e.g.
.30-.60
)
tipFilter strikes using the aboslulte value of the delta. The values used will always return both sides of the chain (e.g. puts & calls). This means you must filter using
side
to exclude puts or calls. Delta cannot be used to filter the side of the chain, only the strikes. - Limit the option chain to a single strike closest to the
-
side
string
Limit the option chain to either
call
orput
. If omitted, both sides will be returned. -
range
string
Limit the option chain to strikes that are in the money, out of the money, at the money, or include all. If omitted all options will be returned. Valid inputs:
itm
,otm
,all
. -
strike
string
- Limit the option chain to options with the specific strike specified. (e.g.
400
) - Limit the option chain to a specific set of strikes (e.g.
400,405
) - Limit the option chain to an open interval of strikes using a logical expression (e.g.
>400
) - Limit the option chain to a closed interval of strikes by specifying both endpoints. (e.g.
400-410
)
- Limit the option chain to options with the specific strike specified. (e.g.
-
strikeLimit
number
Limit the number of total strikes returned by the option chain. For example, if a complete chain included 30 strikes and the limit was set to 10, the 20 strikes furthest from the money will be excluded from the response.
tipIf
strikeLimit
is combined with therange
orside
parameter, those parameters will be applied first. In the above example, if the range were set toitm
(in the money) and side set tocall
, all puts and out of the money calls would be first excluded by the range parameter and then strikeLimit will return a maximum of 10 in the money calls that are closest to the money. If theside
parameter has not been used butrange
has been specified, thenstrikeLimit
will return the requested number of calls and puts for each side of the chain, but duplicating the number of strikes that are received. -
minBid
number
Limit the option chain to options with a bid price greater than or equal to the
number
provided. -
maxBid
number
Limit the option chain to options with a bid price less than or equal to the
number
provided. -
minAsk
number
Limit the option chain to options with an ask price greater than or equal to the
number
provided. -
maxAsk
number
Limit the option chain to options with an ask price less than or equal to the
number
provided. -
maxBidAskSpread
number
Limit the option chain to options with a bid-ask spread less than or equal to the
number
provided. -
maxBidAskSpreadPct
number
Limit the option chain to options with a bid-ask spread less than or equal to the
percent
provided (relative to the underlying). For example, a value of0.5%
would exclude all options trading with a bid-ask spread greater than $1.00 in an underlying that trades at $200. -
minOpenInterest
number
Limit the option chain to options with an open interest greater than or equal to the
number
provided. -
minVolume
number
Limit the option chain to options with an volume transacted greater than or equal to the
number
provided.
Response Attributes
- Success
- No Data
- Error
-
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
orput
. -
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.
-
s
string
Status will be
no_data
if no candles are found for the request. -
nextTime
number
optionalUnix time of the next quote if there is no data in the requested period, but there is data in a subsequent period.
-
prevTime
number
optionalUnix time of the previous quote if there is no data in the requested period, but there is data in a previous period.
-
s
string
Status will be
error
if the request produces an error response. -
errmsg
string
An error message.
Notes
- The optionchain endpoint will consume 1 request for each symbol returned in the response.