< API Reference
GET
/market/symbols/{symbol}/options?root={root}&expiry={expiry}&strike={strike}&option_type={option_type}&date={date}
OPTIONS
Get current or historical options market data

Example URI

Delayed

https://sandbox.livevol.com/api/v1/delayed/market/symbols/AAPL/options?root=AAPL&expiry=2019-02-15&strike=165&option_type=C&date=2019-01-18

Request Information

URI Parameters

NameDescriptionTypeAdditional information
root

Option root

string

None.

expiry

Expiration date in yyyy-MM-dd format

string

Date in yyyy-MM-dd format. (i.e. 2019-01-18)

strike

Option strike

decimal number

Range: inclusive between 0.01 and 1.79769313486232E+308

option_type

Option type

string

Allowed values are [ C, P ]

date

Trading date

string

Date in yyyy-MM-dd format. (i.e. 2019-01-18)

symbol

Symbol of the company

string

Required

Response Information

Resource Description

Collection of OptionData

NameDescriptionTypeAdditional information
option

Option symbol

string

None.

bid

Bid

decimal number

None.

bid_size

Bid size

decimal number

None.

ask

Ask

decimal number

None.

ask_size

Ask Size

decimal number

None.

iv

Option Implied volatility

decimal number

None.

open_interest

Option Open Interest

decimal number

None.

volume

Option Volume

decimal number

None.

delta

Delta

decimal number

None.

gamma

Gamma

decimal number

None.

vega

Vega

decimal number

None.

theta

Theta

decimal number

None.

rho

Rho

decimal number

None.

theo

Theoretical Price

decimal number

None.

Response Formats

application/json, text/json

Sample:
[
  {
    "option": "AAPL180420C00250000",
    "bid": 0.21,
    "bid_size": 553.0,
    "ask": 0.32,
    "ask_size": 1148.0,
    "iv": 0.27,
    "open_interest": 632.0,
    "volume": 0.0,
    "delta": 0.0226,
    "gamma": 0.0017,
    "vega": 0.0599,
    "theta": -0.0054,
    "rho": 1.5409,
    "theo": 0.0
  },
  {
    "option": "AAPL180420P00250000",
    "bid": 77.0,
    "bid_size": 1.0,
    "ask": 80.7,
    "ask_size": 101.0,
    "iv": 0.05,
    "open_interest": 0.0,
    "volume": 0.0,
    "delta": -1.0,
    "gamma": 2.6439,
    "vega": 1.6733,
    "theta": -0.0111,
    "rho": -105.5401,
    "theo": 5.0
  }
]

application/xml, text/xml

Sample:
<options xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <option>
    <ask>0.32</ask>
    <ask_size>1148</ask_size>
    <bid>0.21</bid>
    <bid_size>553</bid_size>
    <delta>0.0226</delta>
    <gamma>0.0017</gamma>
    <iv>0.27</iv>
    <open_interest>632</open_interest>
    <option>AAPL180420C00250000</option>
    <rho>1.5409</rho>
    <theo>0</theo>
    <theta>-0.0054</theta>
    <vega>0.0599</vega>
    <volume>0</volume>
  </option>
  <option>
    <ask>80.7</ask>
    <ask_size>101</ask_size>
    <bid>77</bid>
    <bid_size>1</bid_size>
    <delta>-1</delta>
    <gamma>2.6439</gamma>
    <iv>0.05</iv>
    <open_interest>0</open_interest>
    <option>AAPL180420P00250000</option>
    <rho>-105.5401</rho>
    <theo>5</theo>
    <theta>-0.0111</theta>
    <vega>1.6733</vega>
    <volume>0</volume>
  </option>
</options>