🇺🇸 Usa Option Chains

📈 Option_chain Endpoint

• Direct URL    🔗  Open OPTION_CHAIN endpoint in new window

• Endpoint rate limit 120 req/min

• Data refreshed once per day, END OF DAY data. Covered: 5000+ underlying stocks

• Response data summary:

  • opex: Expiration date
  • s_symbol: Underlying stock symbol
  • type: Type (call/put)
  • k: Strike price
  • oi: Open interest
  • c: Close price
  • iv: Implied volatility
  • ask: Ask price
  • bid: Bid price
  • delta: Sensitivity to price changes
  • gamma: Rate of change of delta
  • rho: Sensitivity to interest rate changes
  • theta: Time decay of the option
  • vega: Sensitivity to volatility changes
  • fair_value: Theoretical fair value (beta, experimental)
  • itm_prob: Probability of being in-the-money
  • otm: Out-of-the-money value
  • intrinsic: Intrinsic value
  • fair_iv: Fair implied volatility (beta, experimental)
  • r_days: Remaining days until expiration
  • r_tdays: Remaining trading days until expiration
  • hv_2m: 2-month historical volatility
  • hv_1yr: 1-year historical volatility