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