---
title: "One expiration's positioning, computed from the live chain: open interest and volume by side with put/call ratios, max pain, at-the-money implied volatility, the at-the-money straddle's mid as a market-implied expected move, 25-delta skew, unsigned gross gamma by strike, and the contracts trading heaviest against their open interest. Defaults to the nearest upcoming expiration. A figure that needs the whole chain or one open-interest date is null rather than computed over part of it. Nothing here is a forecast, and gamma carries no dealer sign. 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."
method: GET
path: "/v1/stocks/{ticker}/options/summary"
tags: ["Options"]
---

# One expiration's positioning, computed from the live chain: open interest and volume by side with put/call ratios, max pain, at-the-money implied volatility, the at-the-money straddle's mid as a market-implied expected move, 25-delta skew, unsigned gross gamma by strike, and the contracts trading heaviest against their open interest. Defaults to the nearest upcoming expiration. A figure that needs the whole chain or one open-interest date is null rather than computed over part of it. Nothing here is a forecast, and gamma carries no dealer sign. 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/summary`

## Request

- Base URL: `https://api.equibles.com`
- URL: `https://api.equibles.com/v1/stocks/{ticker}/options/summary`
- Auth: HTTP bearer
- TypeScript: <https://skmtc.dev/equibles/apis/equibles-api/docs/v1/stocks/:ticker/options/summary/get.ts> (a function with typed inputs; its response is checked against the schema)

## Path parameters

- `ticker` string, required

## Query parameters

- `expiration` string

## Response `200`

OK

- OptionSummaryResponse
  - `ticker` string, nullable
  - `companyName` string, nullable
  - `expiration` string, date
  - `underlyingClose` number, double, nullable: The stock's latest settled close, the spot these figures use.
  - `underlyingCloseDate` string, date, nullable
  - `contracts` integer
  - `truncated` boolean: True when the chain read was cut short, which withholds max pain, ATM implied volatility, expected move and skew.
  - `delayed` boolean: True on Plus, where the quotes behind expected move are delayed indicative values.
  - `openInterestDate` string, date, nullable: The date open interest is effective, or null when contracts state different or unknown dates, which withholds the put/call open interest ratio, max pain and gamma.
  - `volumeSession` string, date, nullable: The session the volume figures count: the newest among the contracts, which each carry their own last traded session.
  - `totalCallOpenInterest` integer
  - `totalPutOpenInterest` integer
  - `totalCallVolume` integer
  - `totalPutVolume` integer
  - `putCallOpenInterestRatio` number, double, nullable
  - `putCallVolumeRatio` number, double, nullable
  - `maxPainStrike` number, double, nullable
  - `atmImpliedVolatility` number, double, nullable
  - `expectedMove` OptionExpectedMoveDto
    - `strike` number, double
    - `callMid` number, double
    - `putMid` number, double
    - `amount` number, double: Call mid plus put mid, in dollars per share.
    - `percentOfClose` number, double, nullable: Amount as a decimal fraction of the underlying close, or null without a close.
  - `skew` OptionSkewDto
    - `putStrike` number, double
    - `putDelta` number, double
    - `putImpliedVolatility` number, double
    - `callStrike` number, double
    - `callDelta` number, double
    - `callImpliedVolatility` number, double
    - `spread` number, double: Put implied volatility minus call implied volatility.
  - `gammaByStrike` OptionGammaStrikeDto[], nullable
    - `strike` number, double
    - `grossGammaShares` number, double, nullable: Shares of delta per $1 move, or null when a contract with open interest reported no gamma.
  - `highVolumeContracts` OptionHighVolumeContractDto[], nullable
    - `occTicker` string, nullable
    - `contractType` string, nullable
    - `strikePrice` number, double
    - `volume` integer
    - `volumeDate` string, date, nullable
    - `openInterest` integer
    - `openInterestDate` string, date, nullable
    - `volumeToOpenInterest` number, double

## Other responses

- `400`: Bad Request
- `403`: Forbidden
- `404`: Not Found
- `503`: Service Unavailable

---

[API](https://skmtc.dev/equibles/apis/equibles-api.md) - [All operations](https://skmtc.dev/equibles/apis/equibles-api/llms.txt) - [OpenAPI document](https://skmtc.dev/equibles/apis/equibles-api/revisions/666e06778588?raw)