Options Prices API

Intrinio is pleased to provide an end-of-day options prices API via the Trade Alert US Option Prices Data Feed. Using our intuitive API, you are able to lookup options contracts for any US security, then see current and historical pricing for those contracts.

Price data includes:

  • Close - the closing price of the contract
  • Close Bid - the closing bid price of the contract
  • Close Ask - the closing ask price of the contract
  • Volume - the closing volume of the contract
  • Volume Bid - the closing bid volume of the contract
  • Volume Ask - the closing ask volume of the contract
  • Trades - the number of trades executed that day
  • Open Interest - the open interest at the end of the day
  • Open Interest Change - the change in open interest from the previous day
  • Next Day Open Interest - the open interest at the start of the next day
  • Implied Volatility - the implied volatility of the contract
  • Implied Volatility Change - the change in implied volatility that day
  • Delta - the delta of the contract vs the underlying security

Lookup Options Contracts & Spreads

You can use our options prices API to lookup available options contracts for a given security:

This will list all current (non-expired) options contracts for the given security, in order of expiration date (latest to earliest). Note the expiration  values - you will use these later to fetch prices for that specific options contract. To filter this list further, let's try adding an expiration  parameter:

https://api.intrinio.com/options?ticker=AAPL&expiration=2017-04-07

This will return all AAPL options contracts expiring on April 7th, 2017. You can also specify  type=put  or  type=call to filter by contract type.

If you need to check which expiration dates are available to filter by, use this API:

Lookup Current Prices

To look up current options prices for a given security, use the following API:

Without any parameters, this endpoint will return prices for the next expiring options contract. You can filter by the  expiration parameter to see prices for other contracts. If you only care to see the price for a specific contract, use the  identifier  parameter:

https://api.intrinio.com/options/current?identifier=AAPL190118P00195000

That call will return the price of AAPL's January 18th, 2017 put contract at $195.

Lookup Historical Prices

To view historical prices for a given options contract, use the following API:

If you prefer to not use the identifier format, try:

https://api.intrinio.com/options/historical?ticker=AAPL&expiration=2017-03-03&type=put&strike=127

This format allows you to specify the ticker, expiration, type, and strike price separately.

Documentation

Please refer to the Documentation for this data feed for further details and parameters.

An Options Prices API for Developers and Analysts

Here at Intrinio, we are dedicated to your success. Please feel free to reach out to us with any questions you may have.

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