< API Reference
GET
/market/symbols/{symbol}/underlying-and-options?count={count}&min_expiry={min_expiry}&max_expiry={max_expiry}&min_strike={min_strike}&max_strike={max_strike}
STOCKS
OPTIONS
Get synchronized snapshot of current underlying and options market data

Example URI

Delayed

https://sandbox.livevol.com/api/v1/delayed/market/symbols/AAPL/underlying-and-options?count=10&min_expiry=2019-02-15&max_expiry=2020-01-01&min_strike=50&max_strike=300

Request Information

URI Parameters

NameDescriptionTypeAdditional information
count

ATM Strike +/- count

unsigned integer

None.

min_expiry

Min expiration date in yyyy-MM-dd format

string

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

max_expiry

Max expiration date in yyyy-MM-dd format

string

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

min_strike

Min Option strike

decimal number

Range: inclusive between 0.01 and 1.79769313486232E+308

max_strike

Max Option strike

decimal number

Range: inclusive between 0.01 and 1.79769313486232E+308

symbol

Symbol of the company

string

Required

Response Information

Resource Description

SymbolWithOptions

NameDescriptionTypeAdditional information
options

Options

Collection of OptionData

None.

symbol

Company symbol

string

None.

current_price

Current price (reflects pre/after market)

decimal number

None.

price_change

Daily price change, difference between close and previous day close

decimal number

None.

price_change_percent

Daily price change percent

decimal number

None.

bid

Current NBBO bid

decimal number

None.

ask

Current NBBO ask

decimal number

None.

bid_size

Size if bid

integer

None.

ask_size

Size of ask

integer

None.

open

Opening price

decimal number

None.

high

The highest intdaray price

decimal number

None.

low

The lowest intraday price

decimal number

None.

close

Current price during market hours, closing trade price after market hours

decimal number

None.

prev_day_close

Previous day closing price

decimal number

None.

volume

Volume of trades

integer

None.

iv30

30 day average implied volatility

decimal number

None.

iv30_change

30 day implied volatility change

decimal number

None.

iv30_change_percent

30 day implied volatility change percent

decimal number

None.

seqno

Sequence number of the last update

integer

None.

Response Formats

application/json, text/json

Sample:
{
  "options": [
    {
      "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
    }
  ],
  "symbol": "A",
  "current_price": 45.0399,
  "price_change": -0.36,
  "price_change_percent": -0.36,
  "bid": 43.52,
  "ask": 44.92,
  "bid_size": 2,
  "ask_size": 2,
  "open": 45.22,
  "high": 45.52,
  "low": 44.905,
  "close": 45.0,
  "prev_day_close": 44.92,
  "volume": 1272833,
  "iv30": 22.0862,
  "iv30_change": 0.0862,
  "iv30_change_percent": 0.1781,
  "seqno": 30346861
}

application/xml, text/xml

Sample:
<symbol xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <ask>44.92</ask>
  <ask_size>2</ask_size>
  <bid>43.52</bid>
  <bid_size>2</bid_size>
  <close>45</close>
  <current_price>45.0399</current_price>
  <high>45.52</high>
  <iv30>22.0862</iv30>
  <iv30_change>0.0862</iv30_change>
  <iv30_change_percent>0.1781</iv30_change_percent>
  <low>44.905</low>
  <open>45.22</open>
  <prev_day_close>44.92</prev_day_close>
  <price_change>-0.36</price_change>
  <price_change_percent>-0.36</price_change_percent>
  <seqno>30346861</seqno>
  <symbol>A</symbol>
  <volume>1272833</volume>
  <options>
    <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>
</symbol>