API to retrieve option metrics for a given ticker.
This endpoint requires selecting a specific parameter_name, which determines the metric returned.
Available Parameter Names:
- oi: Open Interest
- volume: Trading Volume
- last_price: Last traded price
- last_size: Size of the last trade
- ask_price: Current ask price
- ask_size: Ask size (number of contracts at ask)
- bid_price: Current bid price
- bid_size: Bid size (number of contracts at bid)
- implied_vol: Implied volatility
- delta: Option delta
- gamma: Option gamma
- theta: Option theta
- vega: Option vega
- rho: Option rho
- put_call_oi_ratio: Put/Call Ratio (Open Interest)
- put_call_volume_ratio: Put/Call Ratio (Volume)
Parameters:
- parameter_name: string, required — must be one of the above values.
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.
- num_strikes: int, optional — number of strikes returned each side of the at-the-money strike (default: 20, maximum: 500).
- all_data: bool, optional — set to 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: A list of randomly selected rows will be returned
Get full access! Get a key at app.ortex.com/apis
200No response body
400Invalid request parameters
403Not authorized
404Data not found
429Rate limit exceeded
500Internal server error
