Option Details

API TraderAPI QuantAPI DeveloperRequires options add-on

Retrieve one option-data field for a ticker, listed by expiry date and then strike price. Select the field with the required 'parameter_name' query parameter.

Available Data Points:

  • Parameter Name: One of: oi, volume, last_price, last_size, ask_price, ask_size, bid_price, bid_size, implied_vol, delta, gamma, theta, vega, rho, put_call_oi_ratio, put_call_volume_ratio.

Response shape

The response is one row holding every expiry, in ascending order: {"expiries": [{"expiry": "

Snapshot date

Use date (YYYY-MM-DD) to choose which day's option-data snapshot is read: the latest snapshot on or before that date. Without it, the latest available snapshot is read.

Strike window

By default the response is limited to the 20 strikes closest to the current underlying price in each direction (a window of up to 40 strikes, shared across all expiries). The window follows the underlying price, so requests made at different times can include different strikes at the window edges.

Use num_strikes to widen or narrow that window (default: 20, maximum: 500), or all_data=true to return the complete option chain with no strike window applied. Requests widening the window beyond the default are charged proportionally to the number of strikes returned.

Try it out! You can test the API with the trial key TEST. Simply include it in your request headers; either here, or add the header "Ortex-Api-Key": "TEST" to your http request.

Trial key restrictions: Trial keys may be limited to a specific date range and set of regions. Requests outside the allowed regions or entirely outside the allowed date range are rejected; a date window that partially overlaps the allowed range is trimmed to it, reported in meta.restriction.

Get full access! Get a key at app.ortex.com/apis

Path Params
string
required

Where to find the instrument: a venue (exchange symbol, MIC or ISO-2 country) or an identifier scheme (tid, sid, cid, isin, figi). See Identifying an instrument.

string
required

The ticker on that venue, or the value in that scheme. An ISIN, sid, cid or share-class FIGI answers for the main listing only; reference/listings lists the others. See Identifying an instrument.

Query Params
date

Returns the most recent snapshot on or before this date (format yyyy-mm-dd; defaults to the latest available). On a stock path, a ticker resolves to the listing that held it on this date, so a renamed or reused ticker names the company it named then.

string
enum
required

The option-data field to return, for every expiry and strike.

integer

Number of strikes returned each side of the at-the-money strike (default: 20, maximum: 500). Ignored when 'all_data' is true. Requests widening the window beyond the default are charged proportionally to the number of strikes returned.

boolean

Set to true to return the complete option chain with no strike window applied (overrides 'num_strikes'). Charged proportionally to the number of strikes returned.

integer

Page number within the paginated result set. Must be >= 1. Defaults to 1.

integer

Number of rows per page. The default and the maximum allowed depend on the API tier; a value above the tier maximum is rejected with 400 invalidPageSize.

Responses

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