Options Data

Navigate Volatility with Confidence

From subtle shifts to dramatic market swings, Market Data prepares you to tackle volatility like a pro. Dive deep into options with clarity and precision, backed by our robust data.

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Market Data Options APIs

Simple To Use, Effortless Configuration, Advanced Filtering

Download full option chains, use sophisticated filtering, get real-time or historical data with our robust options APIs, tailored for every requirement. Gain a competitive edge with our detailed and responsive data solutions.

Parameter GET

Quotes With More Than Just Bid & Ask

Detailed real-time or historical (end of day) options quotes with a single easy-to-use endpoint. Keep up with the price, but see beyond it.

Full level 1 quote for all US-listed options
Greeks & implied volatility for all real-time quotes
Last trade price included
Open interest & volume data
Underlying price, intrinsic & extrinsic values included
First-traded date included for easy historical follow-up requests

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{
  "s": "ok",
  "updated": [1693588294],
  "optionSymbol": ["AAPL230915C00200000"],
  "underlying": ["AAPL"],
  "expiration": [1694808000],
  "side": ["call"],
  "strike": [200.0],
  "firstTraded": [1626787800],
  "dte": [14],
  "bid": [0.23],
  "bidSize": [1044],
  "mid": [0.24],
  "ask": [0.24],
  "askSize": [623],
  "last": [0.24],
  "openInterest": [54331],
  "volume": [8211],
  "inTheMoney": [false],
  "intrinsicValue": [0.0],
  "extrinsicValue": [0.24],
  "underlyingPrice": [189.0],
  "iv": [0.187],
  "delta": [0.075],
  "gamma": [0.02],
  "theta": [-0.036],
  "vega": [0.054],
  "rho": [0.006]
}

Parameter GET

The World's Most Configurable Option Chain Endpoint

Save weeks of coding time by integrating our option chain API into your application. Every filter you think you need to code has already been built by our team. Get the exact contracts you need with no code necessary.

Get real-time or historical (EOD) chains
Filter by expiration, year, month, weekly quarterly
Filter for standard or non-standard contracts
Include or exclude strikes by dollar value or delta
Set min or max values for bid/ask
Filter out contracts with excessive bid/ask spreads
Set thresholds for volume or open interest

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{
  "s": "ok",
  "updated": [1693588212, 1693588212, 1693588212, 1693588212],
  "optionSymbol": [
    "AAPL230915C00187500", "AAPL230915C00190000", 
    "AAPL230915P00187500", "AAPL230915P00190000"
  ],
  "underlying": ["AAPL", "AAPL", "AAPL", "AAPL"],
  "expiration": [1694808000, 1694808000, 1694808000, 1694808000],
  "side": ["call", "call", "put", "put"],
  "strike": [187.5, 190.0, 187.5, 190.0],
  "firstTraded": [1692624600, 1626787800, 1692624600, 1626787800],
  "dte": [14, 14, 14, 14],
  "bid": [3.65, 2.33, 1.87, 3.0],
  "bidSize": [994, 170, 81, 302],
  "mid": [3.7, 2.34, 1.88, 3.02],
  "ask": [3.75, 2.34, 1.88, 3.05],
  "askSize": [1052, 255, 233, 1112],
  "last": [3.7, 2.32, 1.86, 2.98],
  "openInterest": [17481, 57216, 8077, 19092],
  "volume": [3470, 17475, 4293, 7403],
  "inTheMoney": [true, false, false, true],
  "intrinsicValue": [1.47, 0.0, 0.0, 1.03],
  "extrinsicValue": [2.23, 2.34, 1.88, 1.99],
  "underlyingPrice": [188.97, 188.97, 188.97, 188.97],
  "iv": [0.178, 0.176, 0.178, 0.176],
  "delta": [0.613, 0.466, -0.389, -0.538],
  "gamma": [0.057, 0.06, 0.058, 0.061],
  "theta": [-0.101, -0.1, -0.079, -0.079],
  "vega": [0.145, 0.15, 0.145, 0.15],
  "rho": [0.045, 0.034, -0.029, -0.038]
}

Parameter GET

Find Out When Options Are Expiring

Get a complete list of an underlying's available expiration dates quickly. Make historical requests using the same endpoint to find out when options expired in the past.

Returns all future expirations
Get a historical list of expiration dates from a specific previous trading day
Filter to include only expirations with a specific strike

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{
  "s": "ok",
  "expirations": [
    "2024-05-17",
    "2024-05-24",
    "2024-05-31",
    "2024-06-07",
    "2024-06-14",
    "2024-06-21",
    "2024-06-28",
    "2024-07-19",
    "2024-08-16",
    "2024-09-20",
    "2024-10-18",
    "2024-11-15",
    "2024-12-20",
    "2025-01-17",
    "2025-03-21",
    "2025-06-20",
    "2025-09-19",
    "2025-12-19",
    "2026-01-16",
    "2026-06-18",
    "2026-12-18"
  ],
  "updated": 1715866180
}

Parameter GET

Get Every Strike For Each Expiration

The Strikes API gives you the complete structure of the option chain with a minimal response size. Browse the option chain without the need to download every contract.

Get the full option chain structure with a lightweight response size
Returns strikes for all expirations
Query a historical list of strikes dates from a specific previous trading day
Filter to include only strikes from a specific expiration date

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{
  "s": "ok",
  "updated": 1663704000,
  "2023-01-20": [
    30.0, 35.0, 40.0, 50.0,
    55.0, 60.0, 65.0, 70.0,
    75.0, 80.0, 85.0, 90.0,
    95.0, 100.0, 105.0, 110.0,
    115.0, 120.0, 125.0, 130.0,
    135.0, 140.0, 145.0, 150.0,
    155.0, 160.0, 165.0, 170.0,
    175.0, 180.0, 185.0, 190.0,
    195.0, 200.0, 205.0, 210.0,
    215.0, 220.0, 225.0, 230.0,
    235.0, 240.0, 245.0, 250.0,
    260.0, 270.0, 280.0, 290.0,
    300.0
  ]
}

Parameter GET

Lookup Option Symbols Using Natural Language

Lookup option symbols using text like 'AAPL Jan $200 Call' instead of AAPL250117C00200000. Convert proprietary output from broker platforms to industry-standard option symbols.

Compatible with all major broker CSV formats
No specific ordering or format is required
Defaults to monthly expirations when dates are incomplete

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{
  "s": "ok",
  "optionSymbol": "AAPL250117C00200000"
}

The OPTIONDATA Formula

The Do-It-All Formula for Options Data

Designed for both real-time quotes and historical end of day quotes, OPTIONDATA is fully configurable and provides pricing data, greeks, implied volatility, and contract details for every option trading in the US. The OPTIONDATA formula is your Swiss Army knife for financial insights.

OPTIONDATA with relative dates for automatic updating

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