getFuturesOptions
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
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