Options

Reference arithmetic for one to four proposed option legs: net debit or credit, payoff, breakevens and whole-position greeks. Long legs price at the ask and short legs at the bid; a leg without a usable quote falls back to its last trade, and `pricingIsExecutable` is then false. Legs in one expiration return a terminal payoff; legs in two return one result per path, since the back legs still carry time value at the front expiration; more than two is refused. This is a read, so legs travel as repeated `leg` values. Probability of profit is always null. Pro reads real-time quotes and Plus delayed indicative quotes; the Free plan covers end-of-day data only and receives 403. US listings only.

get/v1/stocks/{ticker}/options/strategy

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

legstring[]

One leg as OCC symbol, side and optional quantity (default 1, max 100), e.g. O:AAPL261120C00270000,long,1. Repeat for up to four legs.

Response

OK

tickerstring nullable
pricingIsExecutableboolean

True when every leg priced from a real-time natural quote: ask for long legs, bid for short legs. Always false on delayed quotes.

delayedboolean
netDebitDollarsnumber double

Positive is a debit, negative a credit.

expirationstring date nullable
maxProfitDollarsnumber double nullable
maxProfitUnboundedboolean nullable
maxLossDollarsnumber double nullable
maxLossUnboundedboolean nullable
breakevensnumber[] nullable
rewardToRisknumber double nullable
frontExpirationstring date nullable
backExpirationstring date nullable
netDeltaShareEquivalentnumber double nullable

Whole position, in shares. Exposure, not a forecast.

netGammaPerDollarnumber double nullable

Whole-position delta change per $1 underlying move.

netThetaDollarsPerCalendarDaynumber double nullable

Whole-position dollars per calendar day.

netVegaDollarsPerIvPointnumber double nullable

Whole-position dollars per one percentage-point implied volatility move.

impliedVolatilityMinnumber double nullable
impliedVolatilityMaxnumber double nullable
probabilityOfProfitnumber double nullable

Always null: contract delta is not a probability of profit.

Changes

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