Updated: 2017-06-26

getFuturesOptions

By Barchart

    The getFuturesOptions API provides EOD options data such as strike, expiration date, volatility, etc.

    Query Parameters

    Parameter Description Data Type
    contract A symbol or code that identifies an options contract.
    exchange Exchange code for the marketplace where the financial instruments are listed.
    expirationDay The numeric date for of the expiration day.
    expirationMonth The numeric representation of the expiration month.
    fields Additional fields requested.
    root A symbol or code that identifies a option root.
    symbols A symbol or code that identifies an option. Multiple symbols separated by a comma may be used.
    type The type of option desired, Call or Put.

    Response Fields

    Field Description Data Type
    change The difference between the last traded price and the previous close. double
    close The last price the instrument traded. double
    contract The symbol for the futures contract. string
    contractMonth The month code for this option's contracrt. string
    contractName The name of the futures contract. string
    date The price date. date
    delta The option's delta value. double
    exchange The name of the exchange the instrument belongs to. string
    expirationDate The expiration date. date
    flag The option's settled flag) string
    gamma The option's gamma value. double
    high The highest traded price for the session. double
    impliedVolatility The estimated volatility of a security's price. double
    last The last price the instrument traded. double
    low The lowest traded price for the session. double
    open The opening (first) price for the session. double
    openInterest Open interest of the option int
    percentChange The percent difference between the last traded price and the previous close. double
    premium The option's premium double
    root The root symbol for the future. string
    strike The options's strike price. double
    symbol A symbol or code that identifies the futures contract. string
    theta The option's theta value. double
    type Either Call or Put. string
    vega The option's vega value. double
    volume The trade volume of the option. integer

    About the Vendor

    From market data feeds to website content solutions and trading software to our flagship financial portal, Barchart.com, and individual subscription services, Barchart is the definitive source for comprehensive financial data and information.