US Stock Options API: Usage Examples

Andrei Paulavets
Investment professional with a strong engineering background, leveraging machine learning and generative AI to enhance investor financial analysis and data-driven decision-making in financial markets.

Our US Stock Options Data API offers seamless access to end-of-day (EOD) and historical options data (1+ year of history) for thousands of US stock tickers, providing traders and developers with valuable insights. Covering 6,000+ of the most actively traded symbols and capturing over 1.5 million bid/ask/trade events daily, the API delivers a comprehensive one-year historical dataset for in-depth analysis.

With 40+ data fields per trade, users can retrieve EOD bid/ask prices, trading volume, open interest, and advanced risk metrics such as Delta, Gamma, Theta, and Vega, essential for refining trading strategies. Additionally, the API provides implied volatility data for market sentiment analysis and detailed contract specifications – including expiration dates and strike prices.

Our team is always open to suggestions for improving Options API. If you have an idea, please don’t hesitate to contact us.

API Documentation
Product Page

Demo Requests for AAPL ticker

We allow the use of the “demo” API token to make all kinds of requests related to the AAPL ticker for testing purposes. All examples below use the “demo” API key and can be executed in a browser.

Examples

The dataset behind the API is vast. Below, we share some examples to demonstrate usage of various

Get AAPL EOD Options Data for Call Options with a Strike Price Above $300

Request example:

https://eodhd.com/api/mp/unicornbay/options/eod?filter[underlying_symbol]=AAPL&filter[type]=call&filter[strike_from]=300&sort=exp_date&api_token=demo

What This Does:
✔ Retrieves all available fields (no fields[options-eod] limitation).
✔ Filters AAPL options contracts that are “Call” options (filter[type]=call).
✔ Includes only contracts with a strike price of $300 or higher (filter[strike_from]=300).
✔ Sorts results by expiration date in ascending order (sort=exp_date).


A portion of a response code as an example:


  "meta": {
    "offset": 0,
    "limit": 1000,
    "total": 30513,
    "fields": [...]
  },
  "data": [
    {
      "id": "AAPL231117C00300000-2023-11-17",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL231117C00300000",
        "underlying_symbol": "AAPL",
        "exp_date": "2023-11-17",
        "expiration_type": "monthly",
        "type": "call",
        "strike": 300,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": null,
        "high": null,
        "low": null,
        "last": null,
        "last_size": null,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": null,
        "bid_date": "2023-11-17 14:59:57",
        "bid_size": null,
        "ask": 0.01,
        "ask_date": "2023-11-17 14:59:57",
        "ask_size": 24,
        "moneyness": null,
        "volume": null,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": 2300,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 0,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 0,
        "delta": 0,
        "gamma": 0,
        "theta": 0,
        "vega": 0,
        "rho": 0,
        "tradetime": "2023-11-17",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
    },
    {
      "id": "AAPL231117C00300000-2023-11-16",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL231117C00300000",
        "underlying_symbol": "AAPL",
        "exp_date": "2023-11-17",
        "expiration_type": "monthly",
        "type": "call",
        "strike": 300,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": null,
        "high": null,
        "low": null,
        "last": null,
        "last_size": null,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": null,
        "bid_date": "2023-11-16 14:59:58",
        "bid_size": null,
        "ask": 0.01,
        "ask_date": "2023-11-16 14:59:58",
        "ask_size": 81,
        "moneyness": null,
        "volume": null,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": 2300,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 0,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 0,
        "delta": 0,
        "gamma": 0,
        "theta": 0,
        "vega": 0,
        "rho": 0,
        "tradetime": "2023-11-16",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
    },
    {
      "id": "AAPL231117C00300000-2023-11-15",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL231117C00300000",
        "underlying_symbol": "AAPL",
        "exp_date": "2023-11-17",
        "expiration_type": "monthly",
        "type": "call",
        "strike": 300,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": 0.01,
        "high": 0.01,
        "low": 0.01,
        "last": 0.01,
        "last_size": 1,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": null,
        "bid_date": "2023-11-15 14:59:58",
        "bid_size": null,
        "ask": 0.01,
        "ask_date": "2023-11-15 14:59:58",
        "ask_size": 70,
        "moneyness": null,
        "volume": 4,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": 2300,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 2.8886,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 0.01,
        "delta": 0.001294,
        "gamma": 0.00015,
        "theta": -0.060676,
        "vega": 0.00042,
        "rho": 0.000006,
        "tradetime": "2023-11-15",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
.....

Get End-of-Day (EOD) Options Data for AAPL for the Last 7 Days

Request example:

https://eodhd.com/api/mp/unicornbay/options/eod?filter[underlying_symbol]=AAPL&filter[exp_date_from]=2024-01-21&filter[exp_date_to]=2024-01-28&sort=-exp_date&api_token=demo

What This Does:
✔ Retrieves all available fields (no fields[options-eod] limitation).
✔ Filters AAPL options contracts that expired between January 21, 2024, and January 28, 2024 (last 7 days).
✔ Sorts results by expiration date in descending order (sort=-exp_date).

A portion of a response code as an example:


  "meta": {
    "offset": 0,
    "limit": 1000,
    "total": 3264,
    "fields": [...]
  },
  "data": [
    {
      "id": "AAPL240126P00265000-2024-01-26",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL240126P00265000",
        "underlying_symbol": "AAPL",
        "exp_date": "2024-01-26",
        "expiration_type": "weekly",
        "type": "put",
        "strike": 265,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": 72.75,
        "high": 72.75,
        "low": 72.75,
        "last": 72.75,
        "last_size": 1,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": 71.9,
        "bid_date": "2024-01-26 14:59:59",
        "bid_size": 85,
        "ask": 73.45,
        "ask_date": "2024-01-26 14:59:59",
        "ask_size": 96,
        "moneyness": null,
        "volume": 1,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": null,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 2.8691,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 72.75,
        "delta": -0.981207,
        "gamma": 0.001612,
        "theta": -0.6481,
        "vega": 0.004583,
        "rho": -0.003795,
        "tradetime": "2024-01-26",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
    },
    {
      "id": "AAPL240126P00260000-2024-01-26",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL240126P00260000",
        "underlying_symbol": "AAPL",
        "exp_date": "2024-01-26",
        "expiration_type": "weekly",
        "type": "put",
        "strike": 260,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": 67.75,
        "high": 67.75,
        "low": 67.75,
        "last": 67.75,
        "last_size": 1,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": 66.2,
        "bid_date": "2024-01-26 14:59:59",
        "bid_size": 39,
        "ask": 68.55,
        "ask_date": "2024-01-26 14:59:59",
        "ask_size": 44,
        "moneyness": null,
        "volume": 1,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": null,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 2.7253,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 67.75,
        "delta": -0.980388,
        "gamma": 0.001759,
        "theta": -0.638324,
        "vega": 0.004753,
        "rho": -0.003743,
        "tradetime": "2024-01-26",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
    },
    {
      "id": "AAPL240126P00255000-2024-01-26",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL240126P00255000",
        "underlying_symbol": "AAPL",
        "exp_date": "2024-01-26",
        "expiration_type": "weekly",
        "type": "put",
        "strike": 255,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": 60.45,
        "high": 60.45,
        "low": 60.45,
        "last": 60.45,
        "last_size": 1,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": 61.95,
        "bid_date": "2024-01-26 14:59:59",
        "bid_size": 83,
        "ask": 63.45,
        "ask_date": "2024-01-26 14:59:59",
        "ask_size": 96,
        "moneyness": null,
        "volume": 1,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": null,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 2.4656,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 62.7,
        "delta": -0.983928,
        "gamma": 0.001644,
        "theta": -0.483677,
        "vega": 0.004009,
        "rho": -0.003558,
        "tradetime": "2024-01-26",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
    },
    {
      "id": "AAPL240126P00250000-2024-01-26",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL240126P00250000",
        "underlying_symbol": "AAPL",
        "exp_date": "2024-01-26",
        "expiration_type": "weekly",
        "type": "put",
        "strike": 250,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": null,
        "high": null,
        "low": null,
        "last": null,
        "last_size": null,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": 56.9,
        "bid_date": "2024-01-26 15:00:00",
        "bid_size": 44,
        "ask": 58.8,
        "ask_date": "2024-01-26 15:00:00",
        "ask_size": 60,
        "moneyness": null,
        "volume": null,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": null,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 2.5923,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 57.85,
        "delta": -0.969894,
        "gamma": 0.002645,
        "theta": -0.87628,
        "vega": 0.006818,
        "rho": -0.004081,
        "tradetime": "2024-01-26",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
.....

Get AAPL Options Contracts with Strike Prices Between $150 and $200, Sorted by Strike Price

Request example:

https://eodhd.com/api/mp/unicornbay/options/contracts?filter[underlying_symbol]=AAPL&filter[strike_from]=150&filter[strike_to]=200&sort=strike&api_token=demo

What This Does:
✔ Retrieves all available fields (no fields[options-contracts] limitation).
✔ Filters AAPL options with a strike price between $150 and $200.
✔ Includes both Calls and Puts (no filter[type] restriction).
✔ Sorts results by strike price in ascending order (sort=strike).



A portion of a response code as an example:


  "meta": {
    "offset": 0,
    "limit": 1000,
    "total": 2824,
    "fields": [...]
  },
  "data": [
    {
      "id": "AAPL231006C00150000",
      "type": "options-contracts",
      "attributes": {
        "contract": "AAPL231006C00150000",
        "underlying_symbol": "AAPL",
        "exp_date": "2023-10-06",
        "expiration_type": "weekly",
        "type": "call",
        "strike": 150,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": 23.52,
        "high": 27.47,
        "low": 23.4,
        "last": 27.47,
        "last_size": 1,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": 26.65,
        "bid_date": "2023-10-06 14:59:59",
        "bid_size": 80,
        "ask": 28.25,
        "ask_date": "2023-10-06 14:59:59",
        "ask_size": 80,
        "moneyness": null,
        "volume": 67,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": 171,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 2.3323,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 28.25,
        "delta": 0.926502,
        "gamma": 0.006478,
        "theta": -0.999999,
        "vega": 0.012854,
        "rho": 0.003677,
        "tradetime": "2023-10-06",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
    },
    {
      "id": "AAPL231006C00152500",
      "type": "options-contracts",
      "attributes": {
        "contract": "AAPL231006C00152500",
        "underlying_symbol": "AAPL",
        "exp_date": "2023-10-06",
        "expiration_type": "weekly",
        "type": "call",
        "strike": 152.5,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": 24.03,
        "high": 24.04,
        "low": 23.99,
        "last": 24.01,
        "last_size": 8,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": 24.85,
        "bid_date": "2023-10-06 14:59:59",
        "bid_size": 38,
        "ask": 25.6,
        "ask_date": "2023-10-06 14:59:59",
        "ask_size": 82,
        "moneyness": null,
        "volume": 37,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": 40,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 1.649,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 25.23,
        "delta": 0.965249,
        "gamma": 0.005047,
        "theta": -0.611469,
        "vega": 0.007083,
        "rho": 0.003945,
        "tradetime": "2023-10-06",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
    },
    {
      "id": "AAPL231006C00155000",
      "type": "options-contracts",
      "attributes": {
        "contract": "AAPL231006C00155000",
        "underlying_symbol": "AAPL",
        "exp_date": "2023-10-06",
        "expiration_type": "weekly",
        "type": "call",
        "strike": 155,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": 19,
        "high": 22.95,
        "low": 19,
        "last": 22.57,
        "last_size": 11,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": 22.1,
        "bid_date": "2023-10-06 14:59:59",
        "bid_size": 82,
        "ask": 23.25,
        "ask_date": "2023-10-06 14:59:59",
        "ask_size": 80,
        "moneyness": null,
        "volume": 348,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": 430,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 1.2177,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 22.57,
        "delta": 0.985163,
        "gamma": 0.003335,
        "theta": -0.233323,
        "vega": 0.003458,
        "rho": 0.004112,
        "tradetime": "2023-10-06",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
    },
    {
      "id": "AAPL231006C00157500",
      "type": "options-contracts",
      "attributes": {
        "contract": "AAPL231006C00157500",
        "underlying_symbol": "AAPL",
        "exp_date": "2023-10-06",
        "expiration_type": "weekly",
        "type": "call",
        "strike": 157.5,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": 20.01,
        "high": 20.05,
        "low": 19.95,
        "last": 19.95,
        "last_size": 4,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": 19.8,
        "bid_date": "2023-10-06 14:59:59",
        "bid_size": 29,
        "ask": 20.75,
        "ask_date": "2023-10-06 14:59:59",
        "ask_size": 82,
        "moneyness": null,
        "volume": 24,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": 42,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 1.7973,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 20.75,
        "delta": 0.907837,
        "gamma": 0.009968,
        "theta": -0.999999,
        "vega": 0.015242,
        "rho": 0.00379,
        "tradetime": "2023-10-06",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
.....

Get AAPL Options Contracts with Expiration Between March 1, 2024 – September 1, 2024

Request example:

https://eodhd.com/api/mp/unicornbay/options/contracts?filter[underlying_symbol]=AAPL&filter[exp_date_from]=2024-03-01&filter[exp_date_to]=2024-09-01&sort=exp_date&api_token=demo

What This Does:

✔ Includes all available fields in the response (no fields[options-contracts] filter).
✔ Filters AAPL options with expiration dates between March 1, 2024, and September 1, 2024.
✔ Retrieves both Call and Put options (no filter[type] restriction).
✔ Sorts results by expiration date in ascending order (sort=exp_date).

A portion of a response code as an example:

{
  "meta": {
    "offset": 0,
    "limit": 1000,
    "total": 3050,
    "fields": [...]
  },
  "data": [
    {
      "id": "AAPL240301C00095000",
      "type": "options-contracts",
      "attributes": {
        "contract": "AAPL240301C00095000",
        "underlying_symbol": "AAPL",
        "exp_date": "2024-03-01",
        "expiration_type": "weekly",
        "type": "call",
        "strike": 95,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": 84.65,
        "high": 84.65,
        "low": 84.65,
        "last": 84.65,
        "last_size": 2,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": 84.05,
        "bid_date": "2024-03-01 14:59:59",
        "bid_size": 62,
        "ask": 85.25,
        "ask_date": "2024-03-01 14:59:59",
        "ask_size": 66,
        "moneyness": null,
        "volume": 4,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": 56,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 6.6687,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 85.25,
        "delta": 0.977899,
        "gamma": 0.000846,
        "theta": -0.999999,
        "vega": 0.004917,
        "rho": 0.002442,
        "tradetime": "2024-03-01",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
    },
    {
      "id": "AAPL240301C00100000",
      "type": "options-contracts",
      "attributes": {
        "contract": "AAPL240301C00100000",
        "underlying_symbol": "AAPL",
        "exp_date": "2024-03-01",
        "expiration_type": "weekly",
        "type": "call",
        "strike": 100,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": 80.2,
        "high": 80.2,
        "low": 78.54,
        "last": 80,
        "last_size": 7,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": 79,
        "bid_date": "2024-03-01 14:59:59",
        "bid_size": 67,
        "ask": 80.25,
        "ask_date": "2024-03-01 14:59:59",
        "ask_size": 66,
        "moneyness": null,
        "volume": 10,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": 9,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 5.6313,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 80,
        "delta": 0.984166,
        "gamma": 0.000754,
        "theta": -0.999999,
        "vega": 0.003702,
        "rho": 0.002614,
        "tradetime": "2024-03-01",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
    },
    {
      "id": "AAPL240301C00105000",
      "type": "options-contracts",
      "attributes": {
        "contract": "AAPL240301C00105000",
        "underlying_symbol": "AAPL",
        "exp_date": "2024-03-01",
        "expiration_type": "weekly",
        "type": "call",
        "strike": 105,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": null,
        "high": null,
        "low": null,
        "last": null,
        "last_size": null,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": 74,
        "bid_date": "2024-03-01 14:59:59",
        "bid_size": 67,
        "ask": 75.25,
        "ask_date": "2024-03-01 14:59:59",
        "ask_size": 66,
        "moneyness": null,
        "volume": null,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": 2,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 5.7382,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 75.25,
        "delta": 0.97445,
        "gamma": 0.00111,
        "theta": -0.999999,
        "vega": 0.005555,
        "rho": 0.002695,
        "tradetime": "2024-03-01",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
.....

Get AAPL EOD Options Data with High Trading Volume, Sorted by Expiration Date

Request example:

https://eodhd.com/api/mp/unicornbay/options/eod?filter[underlying_symbol]=AAPL&filter[volume_from]=1000&sort=exp_date&api_token=demo

What This Does:

✔ Filters to only include options with trading volume greater than 1,000 contracts (filter[volume_from]=1000).
✔ Sorts results by expiration date in ascending order (sort=exp_date), so the closest expirations appear first.
✔ Retrieves all available fields (no fields[] restriction).

A portion of a response code as an example:

{
  "meta": {
    "offset": 0,
    "limit": 1000,
    "total": 728844,
    "fields": [...]
  },
  "data": [
    {
      "id": "AAPL270617P00450000-2025-01-28",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL270617P00450000",
        "underlying_symbol": "AAPL",
        "exp_date": "2027-06-17",
        "expiration_type": "monthly",
        "type": "put",
        "strike": 450,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": 0,
        "high": 0,
        "low": 0,
        "last": 218.32,
        "last_size": 0,
        "change": 0,
        "pctchange": 0,
        "previous": 0,
        "previous_date": null,
        "bid": 209,
        "bid_date": "2025-01-28 20:59:20",
        "bid_size": 1,
        "ask": 214,
        "ask_date": "2025-01-28 20:59:20",
        "ask_size": 1,
        "moneyness": 0.89,
        "volume": 0,
        "volume_change": 0,
        "volume_pctchange": 0,
        "open_interest": 0,
        "open_interest_change": 0,
        "open_interest_pctchange": 0,
        "volatility": 0.4249,
        "volatility_change": -0.02,
        "volatility_pctchange": -4.5,
        "theoretical": 214,
        "delta": -0.87575,
        "gamma": 0.001268,
        "theta": -0.006826,
        "vega": 0.57236,
        "rho": -0.999999,
        "tradetime": "2025-01-26",
        "vol_oi_ratio": 0,
        "dte": 870,
        "midpoint": 211.5
      }
    },
    {
      "id": "AAPL270617P00440000-2025-01-28",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL270617P00440000",
        "underlying_symbol": "AAPL",
        "exp_date": "2027-06-17",
        "expiration_type": "monthly",
        "type": "put",
        "strike": 440,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": 0,
        "high": 0,
        "low": 0,
        "last": 0,
        "last_size": 0,
        "change": 0,
        "pctchange": 0,
        "previous": 0,
        "previous_date": null,
        "bid": 199,
        "bid_date": "2025-01-28 20:59:17",
        "bid_size": 1,
        "ask": 204,
        "ask_date": "2025-01-28 20:59:17",
        "ask_size": 1,
        "moneyness": 0.85,
        "volume": 0,
        "volume_change": 0,
        "volume_pctchange": 0,
        "open_interest": 0,
        "open_interest_change": 0,
        "open_interest_pctchange": 0,
        "volatility": 0.4141,
        "volatility_change": 0,
        "volatility_pctchange": 0,
        "theoretical": 204,
        "delta": -0.874904,
        "gamma": 0.001306,
        "theta": -0.00667,
        "vega": 0.574609,
        "rho": -0.999999,
        "tradetime": null,
        "vol_oi_ratio": 0,
        "dte": 870,
        "midpoint": 201.5
      }
    },
    {
      "id": "AAPL270617P00430000-2025-01-28",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL270617P00430000",
        "underlying_symbol": "AAPL",
        "exp_date": "2027-06-17",
        "expiration_type": "monthly",
        "type": "put",
        "strike": 430,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": 0,
        "high": 0,
        "low": 0,
        "last": 0,
        "last_size": 0,
        "change": 0,
        "pctchange": 0,
        "previous": 0,
        "previous_date": null,
        "bid": 189,
        "bid_date": "2025-01-28 20:59:20",
        "bid_size": 1,
        "ask": 194,
        "ask_date": "2025-01-28 20:59:20",
        "ask_size": 1,
        "moneyness": 0.8,
        "volume": 0,
        "volume_change": 0,
        "volume_pctchange": 0,
        "open_interest": 0,
        "open_interest_change": 0,
        "open_interest_pctchange": 0,
        "volatility": 0.403,
        "volatility_change": 0,
        "volatility_pctchange": 0,
        "theoretical": 194,
        "delta": -0.830479,
        "gamma": 0.001787,
        "theta": -0.007817,
        "vega": 0.774807,
        "rho": -0.999999,
        "tradetime": null,
        "vol_oi_ratio": 0,
        "dte": 870,
        "midpoint": 191.5
      }
.....

Get Recent AAPL EOD Options Data with High Vega and Implied Volatility

Retrieves AAPL end-of-day (EOD) options data for contracts with high Vega (>0.1) and Implied Volatility (>40%) for the last 7 days, sorted by expiration date. Only specific risk-related fields are included.

Request example:

https://eodhd.com/api/mp/unicornbay/options/eod?filter[underlying_symbol]=AAPL&filter[implied_volatility_from]=40&filter[vega_from]=0.1&filter[date_from]=2024-01-22&filter[date_to]=2024-01-29&sort=exp_date&fields[options-eod]=contract,exp_date,strike,implied_volatility,vega,theta,rho&api_token=
demo

What This Does:

✔ Filters to only include options where implied volatility (IV) is greater than 40% (filter[implied_volatility_from]=40).
✔ Filters to only include options where Vega is greater than 0.1 (filter[vega_from]=0.1), meaning the contract is highly sensitive to volatility changes.
✔ Retrieves data only from the past 7 days (filter[date_from]=2024-01-22&filter[date_to]=2024-01-29).
✔ Sorts results by expiration date in ascending order (sort=exp_date), so the closest expirations appear first.
✔ Retrieves only specific risk-related fields, including:
– contract (Option contract name)
– exp_date (Expiration date)
– strike (Strike price)
– implied_volatility (Implied Volatility)
– vega (Sensitivity to volatility)
– theta (Time decay sensitivity)
– rho (Interest rate sensitivity)

A portion of a response code as an example:


  {
  "meta": {
    "offset": 0,
    "limit": 1000,
    "total": 728844,
    "fields": [
      "contract",
      "exp_date",
      "strike",
      "theta",
      "vega",
      "rho"
    ]
  },
  "data": [
    {
      "id": "AAPL231006P00050000-2023-10-06",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL231006P00050000",
        "exp_date": "2023-10-06",
        "strike": 50,
        "theta": 0,
        "vega": 0,
        "rho": 0
      }
    },
    {
      "id": "AAPL231006P00060000-2023-10-06",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL231006P00060000",
        "exp_date": "2023-10-06",
        "strike": 60,
        "theta": 0,
        "vega": 0,
        "rho": 0
      }
    },
    {
      "id": "AAPL231006P00075000-2023-10-06",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL231006P00075000",
        "exp_date": "2023-10-06",
        "strike": 75,
        "theta": 0,
        "vega": 0,
        "rho": 0
      }
    },
    {
      "id": "AAPL231006P00085000-2023-10-06",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL231006P00085000",
        "exp_date": "2023-10-06",
        "strike": 85,
        "theta": 0,
        "vega": 0,
        "rho": 0
      }
    },
    {
      "id": "AAPL231006P00080000-2023-10-06",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL231006P00080000",
        "exp_date": "2023-10-06",
        "strike": 80,
        "theta": 0,
        "vega": 0,
        "rho": 0
      }
    },
    {
      "id": "AAPL231006P00065000-2023-10-06",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL231006P00065000",
        "exp_date": "2023-10-06",
        "strike": 65,
        "theta": 0,
        "vega": 0,
        "rho": 0
      }
    },
    {
      "id": "AAPL231006P00070000-2023-10-06",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL231006P00070000",
        "exp_date": "2023-10-06",
        "strike": 70,
        "theta": 0,
        "vega": 0,
        "rho": 0
      }
.....

Get AAPL EOD Options Data with High Implied Volatility and Sorted by Expiration Date

Retrieves AAPL end-of-day (EOD) options data for contracts with implied volatility above 50%, delta above 0.5, and sorted by expiration date

Request example:

https://eodhd.com/api/mp/unicornbay/options/eod?filter[underlying_symbol]=AAPL&filter[implied_volatility_from]=50&filter[delta_from]=0.5&sort=exp_date&api_token=demo

What This Does:

✔ Filters to only include options where implied volatility (IV) is greater than 50% (filter[implied_volatility_from]=50).
✔ Filters to only include options where delta is greater than 0.5 (filter[delta_from]=0.5), meaning they are more sensitive to price movements of the underlying stock.
✔ Sorts results by expiration date in ascending order (sort=exp_date), so the closest expirations appear first.
✔ Retrieves all available fields (no fields[] restriction).

A portion of a response code as an example:


  "meta": {
    "offset": 0,
    "limit": 1000,
    "total": 728844,
    "fields": [
      "contract",
      "underlying_symbol",
      "exp_date",
      "expiration_type",
      "type",
      "strike",
      "exchange",
      "currency",
      "open",
      "high",
      "low",
      "last",
      "last_size",
      "change",
      "pctchange",
      "previous",
      "previous_date",
      "bid",
      "bid_date",
      "bid_size",
      "ask",
      "ask_date",
      "ask_size",
      "moneyness",
      "volume",
      "volume_change",
      "volume_pctchange",
      "open_interest",
      "open_interest_change",
      "open_interest_pctchange",
      "volatility",
      "volatility_change",
      "volatility_pctchange",
      "theoretical",
      "delta",
      "gamma",
      "theta",
      "vega",
      "rho",
      "tradetime",
      "vol_oi_ratio",
      "dte",
      "midpoint"
    ]
  },
  "data": [
    {
      "id": "AAPL231006P00050000-2023-10-06",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL231006P00050000",
        "underlying_symbol": "AAPL",
        "exp_date": "2023-10-06",
        "expiration_type": "weekly",
        "type": "put",
        "strike": 50,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": null,
        "high": null,
        "low": null,
        "last": null,
        "last_size": null,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": null,
        "bid_date": "2023-10-06 14:59:45",
        "bid_size": null,
        "ask": 0.01,
        "ask_date": "2023-10-06 14:59:45",
        "ask_size": 100,
        "moneyness": null,
        "volume": null,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": null,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 0,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 0,
        "delta": 0,
        "gamma": 0,
        "theta": 0,
        "vega": 0,
        "rho": 0,
        "tradetime": "2023-10-06",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
    },
    {
      "id": "AAPL231006P00060000-2023-10-06",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL231006P00060000",
        "underlying_symbol": "AAPL",
        "exp_date": "2023-10-06",
        "expiration_type": "weekly",
        "type": "put",
        "strike": 60,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": null,
        "high": null,
        "low": null,
        "last": null,
        "last_size": null,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": null,
        "bid_date": "2023-10-06 14:59:39",
        "bid_size": null,
        "ask": 0.01,
        "ask_date": "2023-10-06 14:59:39",
        "ask_size": 100,
        "moneyness": null,
        "volume": null,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": null,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 0,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 0,
        "delta": 0,
        "gamma": 0,
        "theta": 0,
        "vega": 0,
        "rho": 0,
        "tradetime": "2023-10-06",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
    },
    {
      "id": "AAPL231006P00075000-2023-10-06",
      "type": "options-eod",
      "attributes": {
        "contract": "AAPL231006P00075000",
        "underlying_symbol": "AAPL",
        "exp_date": "2023-10-06",
        "expiration_type": "weekly",
        "type": "put",
        "strike": 75,
        "exchange": "NASDAQ",
        "currency": "USD",
        "open": null,
        "high": null,
        "low": null,
        "last": null,
        "last_size": null,
        "change": null,
        "pctchange": null,
        "previous": null,
        "previous_date": null,
        "bid": null,
        "bid_date": "2023-10-06 14:59:39",
        "bid_size": null,
        "ask": 0.01,
        "ask_date": "2023-10-06 14:59:39",
        "ask_size": 100,
        "moneyness": null,
        "volume": null,
        "volume_change": null,
        "volume_pctchange": null,
        "open_interest": null,
        "open_interest_change": null,
        "open_interest_pctchange": null,
        "volatility": 0,
        "volatility_change": null,
        "volatility_pctchange": null,
        "theoretical": 0,
        "delta": 0,
        "gamma": 0,
        "theta": 0,
        "vega": 0,
        "rho": 0,
        "tradetime": "2023-10-06",
        "vol_oi_ratio": null,
        "dte": null,
        "midpoint": null
      }
.....
Do you enjoy our articles?

We can send new ones right to your email box