EOD Options Details

Introduction

This API call retrieves end-of-day options details data for a given underlying asset and it options contracts. The call requires several parameters such as the symbol of the underlying asset, quote date, expiration date, and maximum date for the options data to be included. Optional parameters include the format of the returned data (json or csv) and the maximum number of rows to return in the response. The documentation provides examples of how to interact with it using a variety of input parameters. The response returns a JSON object with options details data such as option type, strike price, bid and ask prices, volume, open interest, and more. A valid APIKEY authentication key is required for recent data.

Endpoint

/eod-options-details/:underlying/:quotedate/:expiration/:maxDate/:format?/:maxRows?

Parameters

• underlying (string, required) The symbol of the underlying asset.
• quotedate (date, required) The quote date for the options. Format: ‘yyyy-mm-dd’.
• expiration (date, required) The expiration date for the options. Format: ‘yyyy-mm-dd’. Or use keyword ‘allexpirations’
• maxDate (date, required) The maximum date for the options data to be included. Format: ‘yyyy-mm-dd’.
• format (string, optional) The format to return the data in. Valid options: ‘json’ or ‘csv’.
• maxRows (integer, optional) The maximum number of rows to return in the response.

Examples

List of several example calls, URLs, and responses to show users how to interact with the API call. These examples should include a variety of input parameters to demonstrate the different scenarios that the API call can handle.

• https://api.deltaneutral.net/eod-options-details/BABA/2023-03-24/2023-06-16/2023-06-15/json/100?apikey=DEMOAPIKEY
• https://api.deltaneutral.net/eod-options-details/AAPL/2023-04-03/2023-05-19/2023-05-04/json/100?apikey=DEMOAPIKEY
• https://api.deltaneutral.net/eod-options-details/TSLA/2023-03-20/allexpirations/2023-06-04/json/4000?apikey=DEMOAPIKEY

Related Calls

The eod-options-details requires the proper expiration date. You could use the options-expiration API call to retrieve those dates.

Error Handling

If no data comes back please check for valid quotedate and valid expiration date.

Additional Information

In order to get recent data, you must have a valid APIKEY authentication key.

Example Response

{
  "quotedate": "2023-04-03T16:00:00.000Z",
  "optionsymbol": "AAPL230519C00160000",
  "underlying": "AAPL",
  "underlying_last": 166.095,
  "option_type": "call",
  "strike": 160,
  "expiration": "2023-05-19T00:00:00.000Z",
  "bid": 10.55,
  "ask": 10.75,
  "openp": 9.36,
  "highp": 10.72,
  "lowp": 9.36,
  "last_price": 10.72,
  "volume": 1139,
  "openinterest": 22516,
  "delta": 0.6898,
  "gamma": 0.0237,
  "theta": -23.4359,
  "vega": 20.5464,
  "iv": 0.2528,
  "IVBid": 0.2957,
  "IVAsk": 0.306
}