Option Chain Snapshot
GET
/v3/snapshot/options/{underlyingAsset}Retrieve a comprehensive snapshot of all options contracts associated with a specified underlying ticker. This endpoint consolidates key metrics for each contract, including pricing details, greeks (delta, gamma, theta, vega), implied volatility, quotes, trades, and open interest. Users also gain insights into the underlying asset’s current price and break-even calculations. By examining the full options chain in a single request, traders and analysts can evaluate market conditions, compare contract attributes, and refine their strategies.
Use Cases: Market overview, strategy comparison, research and modeling, portfolio refinement.
Path Parameters
underlyingAsset
string
required
The underlying ticker symbol of the option contract.
Query Parameters
strike_price
number
Query by strike price of a contract.
expiration_date
string
Query by contract expiration with date format YYYY-MM-DD.
contract_type
enum (string)
Query by the type of contract.
order
enum (string)
Order results based on the `sort` field.
limit
integer
Limit the number of results returned, default is 10 and max is 250.
sort
enum (string)
Sort field used for ordering.
Response Attributes
next_url
string
optional
If present, this value can be used to fetch the next page of data.
request_id
string
A request id assigned by the server.
results
array (object)
optional
An array of results containing the requested data.
break_even_price
number
The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid).
day
object
The most recent daily bar for this contract.
details
object
The details for this contract.
fmv
number
optional
Fair market value is only available on Business plans. It's it our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security.
For more information, contact us.
greeks
object
optional
The greeks for this contract.
There are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money.
See this article for more information.
implied_volatility
number
optional
The market's forecast for the volatility of the underlying asset, based on this option's current price.
last_quote
object
The most recent quote for this contract. This is only returned if your current plan includes quotes.
last_trade
object
optional
The most recent trade for this contract. This is only returned if your current plan includes trades.
open_interest
number
The quantity of this contract held at the end of the last trading day.
underlying_asset
object
Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan.
status
string
The status of this request's response.