Options
The option chain (calls and puts) for a stock for ONE expiration: strike, greeks (delta/gamma/theta/vega), implied volatility, open interest, daily price figures, and bid/ask. Defaults to the nearest upcoming expiration; pass `expiration=YYYY-MM-DD` to pick another. When the expiration holds more contracts than `limit`, the ones nearest the money are returned (`truncated` flags the cut). Narrow with `minStrike`/`maxStrike` and `type` (call/put) to reach the wings. Each contract's daily price and volume fields belong to snapshotDate, while openInterest belongs to its separate openInterestDate; bid/ask use real-time consolidated OPRA on Pro or a 15-minute delayed indicative feed on Plus. The Free plan covers end-of-day data only and receives 403. A Canadian listing (MIC:TICKER on XTSE or XTSX, e.g. XTSE:RY) returns the exchange's real-time bid/ask, implied volatility and open interest on Plus and Pro, in CAD (`currency`), with greeks computed from that implied volatility (`greeksBasis`).
get/v1/stocks/{ticker}/options/chain
Request
- Base URLhttps://api.equibles.com
- AuthHTTP bearer
- TypeScriptA function with typed inputs. Its response is checked against the schema.
Path parameters
tickerstring required
Exact listed underlying (e.g. GOOG, GOOGL, BRK-A, or BRK-B), or MIC:TICKER for a TSX or TSXV listing (e.g. XTSE:RY). A listing never falls through to its sibling; dot class-share spelling such as BRK.B is accepted as BRK-B.
Query parameters
expirationstring
Expiration date in YYYY-MM-DD format (default: nearest upcoming).
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 money (default: 250, max: 500).
Response
OK
Changes
No recorded changes to this operation across all 1 revision of this API.