Option Chain

Get a current or historical end of day option chain for an underlying ticker symbol. Optional parameters allow for extensive filtering of the chain.

Endpoint

GET https://api.marketdata.app/v1/options/chain/{underlyingSymbol}/

Request Example

HTTP

GET https://api.marketdata.app/v1/options/chain/AAPL/?expiration=2025-01-17&side=call

NodeJS

app.js

fetch("https://api.marketdata.app/v1/options/chain/AAPL/")
  .then((res) => {
    console.log(res);
  })
  .catch((err) => {
    console.log(err);
  });

Python

app.py

import requests

url = "https://api.marketdata.app/v1/options/chain/AAPL/"
response = requests.request("GET", url)

print(response.text)

Go

optionChain.go

import (
  "fmt"

  api "github.com/MarketDataApp/sdk-go"
)

func ExampleOptionChainRequest() {
	AAPL, err := OptionChain().UnderlyingSymbol("AAPL").Get()
	if err != nil {
		fmt.Println("Error fetching option chain:", err)
		return
	}
	for _, contract := range AAPL {
		fmt.Println(contract)
	}
}

Response Example

{
  "s": "ok",
  "optionSymbol": ["AAPL230616C00060000", "AAPL230616C00065000", "AAPL230616C00070000", "AAPL230616C00075000", "AAPL230616C00080000", "AAPL230616C00085000", "AAPL230616C00090000", "AAPL230616C00095000", "AAPL230616C00100000", "AAPL230616C00105000", "AAPL230616C00110000", "AAPL230616C00115000", "AAPL230616C00120000", "AAPL230616C00125000", "AAPL230616C00130000", "AAPL230616C00135000", "AAPL230616C00140000", "AAPL230616C00145000", "AAPL230616C00150000", "AAPL230616C00155000", "AAPL230616C00160000", "AAPL230616C00165000", "AAPL230616C00170000", "AAPL230616C00175000", "AAPL230616C00180000", "AAPL230616C00185000", "AAPL230616C00190000", "AAPL230616C00195000", "AAPL230616C00200000", "AAPL230616C00205000", "AAPL230616C00210000", "AAPL230616C00215000", "AAPL230616C00220000", "AAPL230616C00225000", "AAPL230616C00230000", "AAPL230616C00235000", "AAPL230616C00240000", "AAPL230616C00245000", "AAPL230616C00250000", "AAPL230616C00255000", "AAPL230616C00260000", "AAPL230616C00265000", "AAPL230616C00270000", "AAPL230616C00280000", "AAPL230616C00290000", "AAPL230616C00300000", "AAPL230616P00060000", "AAPL230616P00065000", "AAPL230616P00070000", "AAPL230616P00075000", "AAPL230616P00080000", "AAPL230616P00085000", "AAPL230616P00090000", "AAPL230616P00095000", "AAPL230616P00100000", "AAPL230616P00105000", "AAPL230616P00110000", "AAPL230616P00115000", "AAPL230616P00120000", "AAPL230616P00125000", "AAPL230616P00130000", "AAPL230616P00135000", "AAPL230616P00140000", "AAPL230616P00145000", "AAPL230616P00150000", "AAPL230616P00155000", "AAPL230616P00160000", "AAPL230616P00165000", "AAPL230616P00170000", "AAPL230616P00175000", "AAPL230616P00180000", "AAPL230616P00185000", "AAPL230616P00190000", "AAPL230616P00195000", "AAPL230616P00200000", "AAPL230616P00205000", "AAPL230616P00210000", "AAPL230616P00215000", "AAPL230616P00220000", "AAPL230616P00225000", "AAPL230616P00230000", "AAPL230616P00235000", "AAPL230616P00240000", "AAPL230616P00245000", "AAPL230616P00250000", "AAPL230616P00255000", "AAPL230616P00260000", "AAPL230616P00265000", "AAPL230616P00270000", "AAPL230616P00280000", "AAPL230616P00290000", "AAPL230616P00300000"],
  "underlying": ["AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL", "AAPL"],
  "expiration": [1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600, 1686945600],
  "side": ["call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "call", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put", "put"],
  "strike": [60, 65, 70, 75, 80, 85, 90, 95, 100, 105, 110, 115, 120, 125, 130, 135, 140, 145, 150, 155, 160, 165, 170, 175, 180, 185, 190, 195, 200, 205, 210, 215, 220, 225, 230, 235, 240, 245, 250, 255, 260, 265, 270, 280, 290, 300, 60, 65, 70, 75, 80, 85, 90, 95, 100, 105, 110, 115, 120, 125, 130, 135, 140, 145, 150, 155, 160, 165, 170, 175, 180, 185, 190, 195, 200, 205, 210, 215, 220, 225, 230, 235, 240, 245, 250, 255, 260, 265, 270, 280, 290, 300],
  "firstTraded": [1617197400, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616506200, 1616506200, 1616506200, 1616506200, 1616506200, 1616506200, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1617370200, 1617888600, 1618234200, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1626701400, 1626701400, 1626701400, 1626701400, 1617197400, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616506200, 1616506200, 1616506200, 1616506200, 1616506200, 1616506200, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1616592600, 1617370200, 1617888600, 1618234200, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1619184600, 1682083800, 1626701400, 1626701400, 1626701400, 1626701400],
  "dte": [26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26],
  "updated": [1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875, 1684702875],
  "bid": [114.1, 108.6, 103.65, 98.6, 93.6, 88.9, 84.3, 80.2, 74.75, 70, 64.35, 59.4, 54.55, 50, 45.1, 40.45, 35.75, 30.8, 25.7, 20.6, 15.9, 11.65, 7.55, 4.15, 1.77, 0.57, 0.18, 0.07, 0.03, 0.02, 0.02, 0.01, 0.01, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.01, 0.01, 0.02, 0.02, 0.03, 0.04, 0.06, 0.07, 0.11, 0.14, 0.22, 0.32, 0.52, 0.92, 1.74, 3.3, 5.9, 9.8, 14.7, 19.3, 24.25, 28.7, 32.95, 38.65, 44.7, 48.4, 53.05, 58.8, 63.55, 68.05, 73.2, 78.5, 84.1, 88.05, 92.9, 103.15, 113.4, 123.05],
  "bidSize": [90, 90, 90, 90, 90, 90, 90, 98, 90, 102, 90, 90, 90, 90, 102, 90, 95, 95, 99, 258, 118, 202, 96, 38, 36, 30, 180, 310, 31, 319, 5, 822, 216, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 14, 64, 10, 163, 2, 5, 79, 31, 4, 1, 208, 30, 146, 5, 35, 1, 5, 6, 98, 90, 90, 90, 90, 90, 98, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90],
  "mid": [115.5, 110.38, 105.53, 100.5, 95.53, 90.28, 85.53, 80.68, 75.58, 70.75, 65.55, 60.67, 55.55, 50.9, 45.88, 40.7, 35.88, 30.93, 26.3, 20.93, 16.18, 11.78, 7.62, 4.2, 1.79, 0.58, 0.18, 0.08, 0.04, 0.03, 0.03, 0.01, 0.02, 0.09, 0.05, 0.09, 0.01, 0.08, 0.01, 0.08, 0.03, 0.23, 0.26, 0.51, 0.01, 0.01, 0.01, 0.01, 0.01, 0.03, 0.01, 0.08, 0.08, 0.01, 0.01, 0.01, 0.03, 0.07, 0.07, 0.04, 0.07, 0.08, 0.11, 0.16, 0.23, 0.33, 0.53, 0.94, 1.76, 3.33, 5.97, 10.2, 14.95, 20.52, 24.95, 30, 34.83, 39.88, 45, 49.83, 54.85, 59.85, 64.82, 69.75, 74.78, 80.12, 85.4, 89.9, 94.8, 104.95, 114.68, 124.82],
  "ask": [116.9, 112.15, 107.4, 102.4, 97.45, 91.65, 86.75, 81.15, 76.4, 71.5, 66.75, 61.95, 56.55, 51.8, 46.65, 40.95, 36, 31.05, 26.9, 21.25, 16.45, 11.9, 7.7, 4.25, 1.81, 0.6, 0.19, 0.08, 0.05, 0.04, 0.03, 0.02, 0.03, 0.17, 0.1, 0.17, 0.01, 0.16, 0.02, 0.16, 0.05, 0.46, 0.51, 1.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.05, 0.02, 0.16, 0.16, 0.01, 0.02, 0.02, 0.04, 0.12, 0.1, 0.05, 0.07, 0.09, 0.12, 0.18, 0.23, 0.34, 0.54, 0.95, 1.78, 3.35, 6.05, 10.6, 15.2, 21.75, 25.65, 31.3, 36.7, 41.1, 45.3, 51.25, 56.65, 60.9, 66.1, 71.45, 76.35, 81.75, 86.7, 91.75, 96.7, 106.75, 115.95, 126.6],
  "askSize": [90, 90, 90, 90, 90, 90, 90, 102, 90, 96, 90, 90, 90, 90, 96, 102, 90, 95, 96, 114, 103, 126, 90, 156, 20, 98, 397, 563, 251, 528, 238, 1, 30, 117, 99, 173, 89, 151, 196, 90, 92, 90, 90, 248, 1, 340, 180, 75, 50, 156, 1, 174, 231, 50, 500, 48, 2, 222, 136, 229, 587, 411, 226, 1, 128, 105, 142, 188, 34, 61, 45, 120, 105, 109, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90, 90],
  "last": [115, 107.82, 105.75, 100.45, 94.2, 90.66, 86, 81, 75.59, 71.08, 66.07, 61.64, 55.8, 50.77, 46.12, 41.05, 35.9, 30.81, 25.95, 21.3, 16.33, 11.8, 7.6, 4.2, 1.78, 0.59, 0.18, 0.08, 0.05, 0.02, 0.02, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, null, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.02, 0.02, 0.02, 0.02, 0.04, 0.05, 0.06, 0.08, 0.11, 0.16, 0.23, 0.33, 0.52, 0.93, 1.76, 3.27, 6, 10.1, 14.84, 20.74, 25.39, 30.65, 37.1, null, 44.8, 59.6, 55.35, null, 83.49, null, 101.5, null, 109.39, null, 120.55, 128.67, 139.85, 151.1],
  "openInterest": [21957, 3012, 2796, 1994, 1146, 558, 2598, 988, 6574, 509, 1780, 917, 2277, 1972, 10751, 6080, 35508, 17559, 33003, 32560, 49905, 75976, 56201, 62509, 59821, 39370, 24498, 51472, 17565, 921, 13428, 273, 6935, 518, 4496, 533, 8128, 10, 14615, 100, 6765, 0, 2481, 3831, 2474, 17228, 57338, 9503, 13614, 8027, 7938, 3752, 21276, 13550, 46981, 14401, 26134, 40858, 34215, 33103, 92978, 47546, 67687, 35527, 87587, 51117, 72338, 82643, 43125, 12822, 2955, 619, 112, 2, 44, 3, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
  "volume": [0, 0, 1, 4, 0, 8, 1, 43, 15, 49, 10, 5, 6, 5, 58, 72, 31, 427, 207, 104, 380, 1070, 3179, 7619, 10678, 5488, 1267, 718, 420, 73, 18, 1, 137, 348, 844, 27, 6, 0, 0, 0, 0, 0, 0, 0, 0, 5, 0, 0, 0, 5, 0, 0, 0, 50, 23, 36, 32, 250, 142, 155, 135, 1969, 1068, 2005, 3018, 2641, 7861, 13154, 6299, 6389, 664, 101, 12, 0, 0, 0, 0, 0, 100, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
  "inTheMoney": [true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true, true],
  "intrinsicValue": [115.13, 110.13, 105.13, 100.13, 95.13, 90.13, 85.13, 80.13, 75.13, 70.13, 65.13, 60.13, 55.13, 50.13, 45.13, 40.13, 35.13, 30.13, 25.13, 20.13, 15.13, 10.13, 5.13, 0.13, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4.87, 9.87, 14.87, 19.87, 24.87, 29.87, 34.87, 39.87, 44.87, 49.87, 54.87, 59.87, 64.87, 69.87, 74.87, 79.87, 84.87, 89.87, 94.87, 104.87, 114.87, 124.87],
  "extrinsicValue": [0.37, 0.25, 0.4, 0.37, 0.4, 0.15, 0.4, 0.55, 0.45, 0.62, 0.42, 0.55, 0.42, 0.77, 0.75, 0.57, 0.75, 0.8, 1.17, 0.8, 1.05, 1.65, 2.5, 4.07, 1.79, 0.58, 0.18, 0.08, 0.04, 0.03, 0.03, 0.01, 0.02, 0.09, 0.05, 0.09, 0.01, 0.08, 0.01, 0.08, 0.03, 0.23, 0.26, 0.51, 0.01, 0.01, 0.01, 0.01, 0.01, 0.03, 0.01, 0.08, 0.08, 0.01, 0.01, 0.01, 0.03, 0.07, 0.07, 0.04, 0.07, 0.08, 0.11, 0.16, 0.23, 0.33, 0.53, 0.94, 1.76, 3.33, 1.1, 0.33, 0.08, 0.65, 0.08, 0.13, 0.05, 0, 0.13, 0.05, 0.02, 0.02, 0.05, 0.12, 0.09, 0.25, 0.53, 0.03, 0.07, 0.08, 0.19, 0.05],
  "underlyingPrice": [175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13, 175.13],
  "iv": [1.629, 1.923, 1.829, 1.696, 1.176, 1.455, 1.023, 0.978, 0.929, 0.795, 0.757, 0.676, 0.636, 0.592, 0.546, 0.422, 0.393, 0.361, 0.331, 0.282, 0.257, 0.231, 0.21, 0.192, 0.176, 0.167, 0.171, 0.184, 0.2, 0.224, 0.254, 0.268, 0.296, 0.322, 0.347, 0.36, 0.384, 0.407, 0.429, 0.451, 0.472, 0.492, 0.512, 0.551, 0.589, 0.624, 1.268, 1.177, 1.093, 1.014, 0.942, 0.872, 0.807, 0.745, 0.708, 0.651, 0.628, 0.573, 0.539, 0.501, 0.469, 0.431, 0.395, 0.359, 0.325, 0.291, 0.26, 0.233, 0.212, 0.194, 0.177, 0.164, 0.223, 0.274, 0.322, 0.396, 0.432, 0.452, 0.476, 0.53, 0.66, 0.677, 0.661, 0.769, 0.776, 0.73, 0.873, 0.863, 0.974, 1.063, 1.013, 1.092],
  "delta": [1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0.998, 0.99, 0.971, 0.927, 0.849, 0.728, 0.549, 0.328, 0.147, 0.052, 0.014, 0.003, 0.001, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -0.002, -0.01, -0.029, -0.073, -0.151, -0.272, -0.451, -0.672, -0.853, -0.948, -0.986, -0.997, -0.999, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1],
  "gamma": [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.001, 0.002, 0.006, 0.012, 0.021, 0.032, 0.043, 0.042, 0.028, 0.013, 0.004, 0.001, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.001, 0.002, 0.006, 0.012, 0.021, 0.032, 0.043, 0.042, 0.028, 0.013, 0.004, 0.001, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
  "theta": [-0.009, -0.009, -0.01, -0.011, -0.012, -0.012, -0.013, -0.014, -0.014, -0.015, -0.016, -0.017, -0.017, -0.018, -0.019, -0.02, -0.021, -0.023, -0.027, -0.036, -0.05, -0.067, -0.08, -0.08, -0.064, -0.038, -0.017, -0.006, -0.001, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -0.009, -0.009, -0.01, -0.011, -0.012, -0.012, -0.013, -0.014, -0.014, -0.015, -0.016, -0.017, -0.017, -0.018, -0.019, -0.02, -0.021, -0.023, -0.027, -0.036, -0.05, -0.067, -0.08, -0.08, -0.064, -0.038, -0.017, -0.006, -0.001, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
  "vega": [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.001, 0.003, 0.012, 0.035, 0.068, 0.113, 0.158, 0.192, 0.177, 0.114, 0.051, 0.016, 0.005, 0.001, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.001, 0.003, 0.012, 0.035, 0.068, 0.113, 0.158, 0.192, 0.177, 0.114, 0.051, 0.016, 0.005, 0.001, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
}

Request Parameters

Required

• underlyingSymbol string

  The underlying ticker symbol for the options chain you wish to lookup.

Optional

• date date

  Use to lookup a historical end of day options chain from a specific trading day. If no date parameter is specified the chain will be the most current chain available during market hours. When the market is closed the chain will be from the previous session. Accepted date inputs: ISO 8601, unix, spreadsheet.

Expiration Filters

• expiration date

  • Limits the option chain to a specific expiration date. Accepted date inputs: ISO 8601, unix, spreadsheet.
  • If omitted the next monthly expiration for real-time quotes or the next monthly expiration relative to the date parameter for historical quotes will be returned.
  • Use the keyword all to return the complete option chain.
  caution

  Combining the all parameter with large options chains such as SPX, SPY, QQQ, etc. can cause you to consume your requests very quickly. The full SPX option chain has more than 20,000 contracts. A request is consumed for each contact you request with a price in the option chain.

• dte number

  Days to expiry. Limit the option chain to a single expiration date closest to the dte provided. Should not be used together with from and to. Take care before combining with weekly, monthly, quarterly, since that will limit the expirations dte can return. If you are using the date parameter, dte is relative to the date provided.

• from date

  Limit the option chain to expiration dates after from (inclusive). Should be combined with to to create a range. Accepted date inputs: ISO 8601, unix, spreadsheet. If omitted all expirations will be returned.

• to date

  Limit the option chain to expiration dates before to (inclusive). Should be combined with from to create a range. Accepted date inputs: ISO 8601, unix, spreadsheet. If omitted all expirations will be returned.

• month number

  Limit the option chain to options that expire in a specific month (1-12).

• year number

  Limit the option chain to options that expire in a specific year.

• weekly boolean

  Limit the option chain to weekly expirations by setting weekly to true. If set to false, no weekly expirations will be returned.

• monthly boolean

  Limit the option chain to standard monthly expirations by setting monthly to true. If set to false, no monthly expirations will be returned.

• quarterly boolean

  Limit the option chain to quarterly expirations by setting quarterly to true. If set to false, no quarterly expirations will be returned.

caution

When combining the weekly, monthly, and quarterly parameters, only identical boolean values will be honored. For example, weekly=true&monthly=false will return an error. You must use these parameters to either include or exclude values, but you may not include and exclude at the same time. A valid use would be monthly=true&quarterly=true to return both monthly and quarterly expirations.

Strike Filters

• strike string

  • Limit the option chain to options with the specific strike specified. (e.g. 400)
  • Limit the option chain to a specific set of strikes (e.g. 400,405)
  • Limit the option chain to an open interval of strikes using a logical expression (e.g. >400)
  • Limit the option chain to a closed interval of strikes by specifying both endpoints. (e.g. 400-410)

• delta number

  • Limit the option chain to a single strike closest to the delta provided. (e.g. .50)
  • Limit the option chain to a specific set of deltas (e.g. .60,.30)
  • Limit the option chain to an open interval of strikes using a logical expression (e.g. >.50)
  • Limit the option chain to a closed interval of strikes by specifying both endpoints. (e.g. .30-.60)
  tip

  Filter strikes using the absolute value of the delta. The values used will always return both sides of the chain (e.g. puts & calls). This means you must filter using side to exclude puts or calls. Delta cannot be used to filter the side of the chain, only the strikes.

• strikeLimit number

  Limit the number of total strikes returned by the option chain. For example, if a complete chain included 30 strikes and the limit was set to 10, the 20 strikes furthest from the money will be excluded from the response.

  tip

  If strikeLimit is combined with the range or side parameter, those parameters will be applied first. In the above example, if the range were set to itm (in the money) and side set to call, all puts and out of the money calls would be first excluded by the range parameter and then strikeLimit will return a maximum of 10 in the money calls that are closest to the money. If the side parameter has not been used but range has been specified, then strikeLimit will return the requested number of calls and puts for each side of the chain, but duplicating the number of strikes that are received.

  • range string

  Limit the option chain to strikes that are in the money, out of the money, at the money, or include all. If omitted all options will be returned. Valid inputs: itm, otm, all.

Price/Liquidity Filters

• minBid number

  Limit the option chain to options with a bid price greater than or equal to the number provided.

• maxBid number

  Limit the option chain to options with a bid price less than or equal to the number provided.

• minAsk number

  Limit the option chain to options with an ask price greater than or equal to the number provided.

• maxAsk number

  Limit the option chain to options with an ask price less than or equal to the number provided.

• maxBidAskSpread number

  Limit the option chain to options with a bid-ask spread less than or equal to the number provided.

• maxBidAskSpreadPct number

  Limit the option chain to options with a bid-ask spread less than or equal to the percent provided (relative to the underlying). For example, a value of 0.5% would exclude all options trading with a bid-ask spread greater than $1.00 in an underlying that trades at $200.

• minOpenInterest number

  Limit the option chain to options with an open interest greater than or equal to the number provided.

• minVolume number

  Limit the option chain to options with a volume transacted greater than or equal to the number provided.

Other Filters

• nonstandard boolean

  Include non-standard contracts by setting nonstandard to true. If set to false, no non-standard options expirations will be returned. If no parameter is provided, the output will default to false.

• side string

  Limit the option chain to either call or put. If omitted, both sides will be returned.

• am boolean

  Limit the option chain to A.M. expirations by setting am to true. If set to false, no A.M. expirations will be returned. This parameter is only applicable for index options such as SPX, NDX, etc. If no parameter is provided, both A.M. and P.M. expirations will be returned.

• pm boolean

  Limit the option chain to P.M. expirations by setting pm to true. If set to false, no P.M. expirations will be returned. This parameter is only applicable for index options such as SPX, NDX, etc. If no parameter is provided, both A.M. and P.M. expirations will be returned.

caution

The am and pm parameters are only applicable for index options such as SPX, NDX, etc. If they are used for stocks or ETFs, a bad parameters error will be returned.

Response Attributes

Success

• s string

  Status will always be ok when there is the quote requested.

• optionSymbol array[string]

  The option symbol according to OCC symbology.

• underlying array[string]

  The ticker symbol of the underlying security.

• expiration array[number]

  The option's expiration date in Unix time.

• side array[string]

  The response will be call or put.

• strike array[number]

  The exercise price of the option.

• firstTraded array[date]

  The date the option was first traded.

• dte array[number]

  The number of days until the option expires.

• ask array[number]

  The ask price.

• askSize array[number]

  The number of contracts offered at the ask price.

• bid array[number]

  The bid price.

• bidSize array[number]

  The number of contracts offered at the bid price.

• mid array[number]

  The midpoint price between the ask and the bid, also known as the mark price.

• last array[number]

  The last price negotiated for this option contract at the time of this quote.

• volume array[number]

  The number of contracts negotiated during the trading day at the time of this quote.

• openInterest array[number]

  The total number of contracts that have not yet been settled at the time of this quote.

• underlyingPrice array[number]

  The last price of the underlying security at the time of this quote.

• inTheMoney array[booleans]

  Specifies whether the option contract was in the money true or false at the time of this quote.

• intrinsicValue array[number]

  The intrinsic value of the option.

• extrinsicValue array[number]

  The extrinsic value of the option.

• updated array[number]

  The date and time of this quote snapshot in Unix time.

• iv array[number]

  The implied volatility of the option.

• delta array[number]

  The delta of the option.

• gamma array[number]

  The gamma of the option.

• theta array[number]

  The theta of the option.

• vega array[number]

  The vega of the option.

No Data

• s string

  Status will be no_data if no candles are found for the request.

• nextTime number optional

  Unix time of the next quote if there is no data in the requested period, but there is data in a subsequent period.

• prevTime number optional

  Unix time of the previous quote if there is no data in the requested period, but there is data in a previous period.

Error

• s string

  Status will be error if the request produces an error response.

• errmsg string An error message.

Usage Information

Data Availability

The type of option chain data you receive depends on your user type and OPRA entitlement. This may include real-time data, 15-minute delayed data, or historical data, depending on the plan or access level. To get real-time options data, users need to sign the OPRA agreement. Learn more about entitlements.

User Type	OPRA Entitlement	Data Type
Non-Professional	✅	Real-time
Non-Professional	❌	15-min delayed
Professional	Any	Historical (1 day old)
Unknown	Any	Historical (1 day old)

Pricing

The cost of using the option chain API endpoint depends on the type of data feed you choose and your usage pattern. Here's a breakdown of the pricing:

Data Feed Type	Cost Basis	Credits Required per Unit
Real-Time Feed	Per option symbol	1 credit
Cached Feed	Per API call	1 credit
Historical Data	Per 1000 option symbols	1 credit

Examples

1. Real-Time Feed Usage

   • If you query all strikes and all expirations for SPX (which has 22,718 total option contracts) using the Real-Time Feed, it will cost you 22,718 credits.

2. Cached Feed Usage

   • A single API call to SPX using the Cached Feed, regardless of the number of option symbols queried, will cost you 1 credit.

3. Historical Data Usage

   • When including the date parameter for historical queries, the cost is 1 credit per 1000 option symbols returned in the response.
   • For example, if a historical query returns 5,000 option symbols, it will cost 5 credits (5,000 ÷ 1000 = 5).