Our "US Stock Options Data API" provides seamless access to EOD and historical options data across thousands of US stock tickers, empowering traders and developers with essential insights. Covering over 6 000 top traded symbols (list of tickers in .csv) and capturing over 1.5 million bid/ask/trade events daily, the API includes a robust one-year history for deep analysis.
With 40+ fields of data available per trade, users can access EOD bid/ask prices , trading volume, open interest, and advanced risk metrics like Delta, Gamma, Theta, and Vega, all crucial for refining trading strategies. Additionally, leverage implied volatility data to gauge market sentiment and access complete contract details, such as expiration dates and strike prices, to optimize trading decisions.
The API delivers data in JSON format, making integration into your systems straightforward and efficient. Read more about the product and subscribe on its product page.
Data we provide in JSON response for each trade: (43 fields)
| Field | Description |
|---|---|
| symbol | Options symbol. |
| underlying_symbol | Stock ticker. |
| exp_date | Expiration date. |
| expiration_type | Type of option expiration (e.g., weekly, monthly). |
| type | Option type (Call or Put). |
| symbol | Unique identifier for the option. |
| strike | Strike price of the option. |
| exchange | Exchange where the option is traded. |
| currency | Currency of the option price. |
| open | Opening price of the option for the day. |
| high | Highest price of the option during the day. |
| low | Lowest price of the option during the day. |
| last | Last traded price of the option. |
| last_size | Size of the last trade. |
| change | Price change from the previous close. |
| pctchange | Percentage change in price. |
| previous | Previous day's closing price. |
| previous_date | Date of the previous trading day. |
| bid | Current bid price. |
| bid_date | Date of the latest bid. |
| bid_size | Size of the current bid. |
| ask | Current ask price. |
| ask_date | Date of the latest ask. |
| ask_size | Size of the current ask. |
| moneyness | Ratio indicating whether an option is in, at, or out of the money. |
| volume | Trading volume for the day. |
| volume_change | Change in volume compared to the previous day. |
| volume_pctchange | Percentage change in volume from the previous day. |
| open_interest | Total number of outstanding contracts. |
| open_interest_change | Change in open interest. |
| open_interest_pctchange | Percentage change in open interest. |
| volatility | Implied volatility of the option. |
| volatility_change | Change in implied volatility. |
| volatility_pctchange | Percentage change in implied volatility. |
| theoretical | Theoretical option price. |
| delta | Delta value, reflecting price sensitivity to the underlying stock. |
| gamma | Gamma value, showing rate of change in Delta. |
| theta | Theta value, representing time decay. |
| vega | Vega value, indicating sensitivity to volatility changes. |
| rho | Rho value, reflecting sensitivity to interest rate changes. |
| tradetime | Last trade time. |
| vol_oi_ratio | Ratio of volume to open interest. |
| dte | Days until expiration of the option. |
| midpoint | Midpoint between bid and ask prices. |
To see the API and dataset in action, read the article "US Stock Options API: Usage Examples".
January 2025 Update
This update introduces additional endpoints that allow retrieving options data for specific tickers and EOD bid/ask/trade activity separately. Additionally, multiple filters (strike price, expiration date, etc) and a sorting feature have been added, along with a "compact" version of the response. Read more in the documentation.
We invite you to become an early adopter of our new Options product. While it’s in beta mode and undergoing final adjustments, we’re offering a limited-time discount: subscribe now to secure a $29.99/month rate (instead of $39.99) for the first three months of your subscription.
