Options Prices API

Andrew Carpenter
March 31, 2017

Intrinio is pleased to provide an end-of-day options prices API. Using our intuitive API, you are able to look up options contracts for any US security, then see current pricing for those contracts.

We also offer historical options pricing via bulk downloads, for a 3 year, 6 year, or 9 year period.

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

Look Up Options Contracts & Spreads

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

// API URI: https://api-v2.intrinio.com
// GET: /options/AAPL
// FULL URL: https://api-v2.intrinio.com/options/AAPL

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-v2.intrinio.com/options/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:

// API URI: https://api-v2.intrinio.com
// GET: /options/expirations/AAPL
// FULL URL: https://api-v2.intrinio.com/options/expirations/AAPL

Look Up Current Prices

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

// API URI: https://api-v2.intrinio.com
// GET: /options/prices/AAPL
// FULL URL: https://api-v2.intrinio.com/options/prices/AAPL

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-v2.intrinio.com/options/prices/AAPL190118P00195000

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

Historical Prices

If you are interested in historical data, we also offer historical options pricing via bulk downloads, as well as API access, for a 3 year, 6 year, or 9 year period. The historical download provides comprehensive pricing information with full coverage of US securities, dating back to 2008.

To get started with historical pricing, simply request a consultation with our team.