Retrieves realtime options greeks data for all contracts of a given ticker symbol
| Name | Description | Example |
|---|---|---|
|
identifier
* required
|
The ticker symbol to get options greeks for | - |
|
source
|
The data source to use for options data
Options:
realtime
delayed
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show less
|
- |
|
model
|
The options pricing model to use for greeks calculations
Options:
black_scholes
bjerk
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|
- |
|
iv_mode
|
The implied volatility calculation mode
Options:
out_of_the_money
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|
- |
|
stock_price_source
|
The data source to use for underlying stock prices
Options:
iex
nasdaq_basic
nasdaq_basic_last_sale
bats_delayed
utp_delayed
cta_a_delayed
cta_b_delayed
otc_delayed
delayed_sip
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show less
|
- |
|
expiration_start_date
|
Filter options by expiration date (start) | - |
|
expiration_end_date
|
Filter options by expiration date (end) | - |
|
strike
|
Filter options by strike price | - |
|
strike_greater_than
|
Filter options by minimum strike price | - |
|
strike_less_than
|
Filter options by maximum strike price | - |
|
page_size
|
Number of results to return per page | - |
|
identifier
* required
The ticker symbol to get options greeks for
|
||
|
source
* required
The data source to use for options data
|
||
|
model
* required
The options pricing model to use for greeks calculations
|
||
|
iv_mode
* required
The implied volatility calculation mode
|
||
|
stock_price_source
* required
The data source to use for underlying stock prices
|
||
|
expiration_start_date
* required
Filter options by expiration date (start)
|
||
|
expiration_end_date
* required
Filter options by expiration date (end)
|
||
|
strike
* required
Filter options by strike price
|
||
|
strike_greater_than
* required
Filter options by minimum strike price
|
||
|
strike_less_than
* required
Filter options by maximum strike price
|
||
|
page_size
* required
Number of results to return per page
|
| Name | Description | Type |
|---|---|---|
| security | The Security resolved from the given identifier | object |
|
id
|
The Intrinio ID for Security | string |
|
company_id
|
The Intrinio ID for the Company for which the Security is issued | string |
|
exchange
|
The exchange's MIC | string |
|
exchange_mic
|
The security's exchange MIC | string |
|
stock_exchange_id
|
The exchange's Intrinio ID | string |
|
name
|
The name of the Security | string |
|
code
|
A 2-3 digit code classifying the Security (reference) | string |
|
currency
|
The currency in which the Security is traded on the exchange | string |
|
ticker
|
The common/local ticker of the Security | string |
|
composite_ticker
|
The country-composite ticker of the Security | string |
|
figi
|
The OpenFIGI identifier | string |
|
composite_figi
|
The country-composite OpenFIGI identifier | string |
|
share_class_figi
|
The global-composite OpenFIGI identifier | string |
|
primary_listing
|
If true, the Security is the primary issue for the company, otherwise it is a secondary issue on a secondary stock exchange | boolean |
| next_page | The token required to request the next page of the data. If null, no further results are available. | string |
| messages | Any messages or warnings about the data | array |
|
type
|
||
| contracts | The options greeks data for this security | array |
|
messages
|
Any messages or warnings about the data | array |
|
type
|
||
|
option
|
object | |
|
id
|
The Intrinio ID for the Option. | string |
|
code
|
The Intrinio Code for the Option. | string |
|
ticker
|
The ticker symbol of the Security for the Option. | string |
|
expiration
|
The date on which the Option expires. The Option becomes invalid after this date and cannot be exercised. | string |
|
strike
|
The strike price is the fixed price at which a derivative can be exercised, and refers to the price of the derivative’s underlying asset. In a call option, the strike price is the price at which the option holder can purchase the underlying security. For a put option, the strike price is the price at which the option holder can sell the underlying security. | number |
|
type
|
The type of Option (put or call). A put option is an option contract giving the owner the right, but not the obligation, to sell a specified amount of an underlying asset at a specified price before the option's expiration date. A call option gives the holder the right to buy an underlying asset at a specified price, before the option's expiration date. | string |
|
greeks
|
object | |
|
implied_volatility
|
The implied volatility of the contract calculated using the Black-Scholes Model. | number |
|
delta
|
Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price. | number |
|
gamma
|
Gamma represents the rate of change between an option's delta and the underlying asset's price. | number |
|
theta
|
Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay. | number |
|
vega
|
Vega represents the rate of change between an option's value and the underlying asset's implied volatility. | number |
|
synthetic_price
|
The derived synthetic price of the contract. | number |
|
security
The Security resolved from the given identifier
|
||
|
next_page
The token required to request the next page of the data. If null, no further results are available.
|
||
|
messages
Any messages or warnings about the data
|
||
|
contracts
The options greeks data for this security
|
