EQequibles
Options

One past session's bars across one expiration, by strike: open, high, low, close, volume, VWAP and trade count for every contract, active or expired, with `traded: false` for a contract that did not trade that session. When the expiration holds more contracts than `limit`, the strikes nearest that session's stock close are returned (`truncated` flags the cut). Narrow with `minStrike`/`maxStrike` and `type` (call/put). History begins in early 2024. Plus can read a session 30 minutes after the stock close; Pro can read the current session, with `final: false` on a read that began before it ended. The Free plan covers end-of-day data only and receives 403. Open interest, greeks and bid/ask have no history here; implied volatility history is `/options/volatility`. US listings only.

get/v1/securities/{ticker}/options/session

Request

Path parameters

tickerstring required

Exact listed underlying (e.g. GOOG, GOOGL, BRK-A, or BRK-B). A listing never falls through to its sibling; dot class-share spelling such as BRK.B is accepted as BRK-B.

Query parameters

datestring

The session, YYYY-MM-DD.

expirationstring

The expiration, YYYY-MM-DD.

minStrikenumber double

Only include strikes at or above this price.

maxStrikenumber double

Only include strikes at or below this price.

typestring

Contract type filter: call or put (default: both).

limitinteger

Maximum contracts to return, taken nearest the session's stock close (default: 250, max: 500).

Response

OK

tickerstring nullable
companyNamestring nullable
expirationstring date
sessionstring date
finalboolean

False when this read began before the session ended, so its figures can still change.

returnedinteger
totalinteger

Contracts matching the filter, before the limit cut.

tradedContractsinteger

Contracts matching the filter that traded in the session.

truncatedboolean

Changes

No recorded changes to this operation across all 1 revision of this API.