https://github.com/timxor/options_market_data

options_market_data
https://github.com/timxor/options_market_data

finance options options-api

Last synced: 5 months ago
JSON representation

options_market_data

Host: GitHub
URL: https://github.com/timxor/options_market_data
Owner: timxor
License: apache-2.0
Created: 2023-08-15T15:38:55.000Z (over 2 years ago)
Default Branch: main
Last Pushed: 2025-01-25T18:10:36.000Z (about 1 year ago)
Last Synced: 2025-01-25T18:28:27.711Z (about 1 year ago)
Topics: finance, options, options-api
Language: Java
Homepage: https://github.com/timxor/options_market_data
Size: 55.5 MB
Stars: 0
Watchers: 1
Forks: 0
Open Issues: 4
Metadata Files:
- Readme: README.md
- License: LICENSE

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README

# options_market_data

options_market_data

## alpha vantage api examples

alpha vantage api examples

Set and get ```YOUR_API_KEY``` from https://www.alphavantage.co/support/#api-key

## historical options data api documentation

https://www.alphavantage.co/documentation/#historical-options

## Example API URLs & curl requests for PLTR:

#### 1. Most recent options data:

```
curl "https://www.alphavantage.co/query?function=HISTORICAL_OPTIONS&symbol=PLTR&apikey=YOUR_API_KEY"
```

https://www.alphavantage.co/query?function=HISTORICAL_OPTIONS&symbol=PLTR&apikey=YOUR_API_KEY

#### 2. Specific date options data:

```
curl "https://www.alphavantage.co/query?function=HISTORICAL_OPTIONS&symbol=PLTR&date=2024-01-17&apikey=YOUR_API_KEY"
```

https://www.alphavantage.co/query?function=HISTORICAL_OPTIONS&symbol=PLTR&date=2024-01-17&apikey=YOUR_API_KEY

#### 3. CSV format:

```
curl "https://www.alphavantage.co/query?function=HISTORICAL_OPTIONS&symbol=PLTR&date=2024-01-17&apikey=YOUR_API_KEY&datatype=csv" > pltr_options.csv
```

https://www.alphavantage.co/query?function=HISTORICAL_OPTIONS&symbol=PLTR&date=2024-01-17&apikey=YOUR_API_KEY&datatype=csv

#### 4. JSON format:

```
curl "https://www.alphavantage.co/query?function=HISTORICAL_OPTIONS&symbol=PLTR&apikey=YOUR_API_KEY" | jq '.'
```

----------------------------------------------------------------------------------------------------------------

## example demo response payload data:

https://www.alphavantage.co/query?function=HISTORICAL_OPTIONS&symbol=IBM&apikey=demo

```
{
"endpoint": "Historical Options",
"message": "success",
"data": [
{
"contractID": "IBM250124C00120000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "120.00",
"type": "call",
"last": "0.00",
"mark": "104.88",
"bid": "104.15",
"bid_size": "72",
"ask": "105.60",
"ask_size": "73",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "4.67963",
"delta": "0.99638",
"gamma": "0.00020",
"theta": "-1.13997",
"vega": "0.00127",
"rho": "0.00326"
},
{
"contractID": "IBM250124P00120000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "120.00",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "2.13",
"ask_size": "10",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "3.90846",
"delta": "-0.00076",
"gamma": "0.00006",
"theta": "-0.21922",
"vega": "0.00031",
"rho": "-0.00000"
},
{
"contractID": "IBM250124C00125000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "125.00",
"type": "call",
"last": "98.82",
"mark": "99.68",
"bid": "98.70",
"bid_size": "72",
"ask": "100.65",
"ask_size": "72",
"volume": "0",
"open_interest": "5",
"date": "2025-01-24",
"implied_volatility": "3.56270",
"delta": "1.00000",
"gamma": "0.00000",
"theta": "-0.05412",
"vega": "0.00000",
"rho": "0.00342"
},
{
"contractID": "IBM250124P00125000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "125.00",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "2.13",
"ask_size": "10",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "3.66852",
"delta": "-0.00081",
"gamma": "0.00006",
"theta": "-0.21792",
"vega": "0.00033",
"rho": "-0.00001"
},
{
"contractID": "IBM250124C00130000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "130.00",
"type": "call",
"last": "0.00",
"mark": "94.40",
"bid": "93.25",
"bid_size": "72",
"ask": "95.55",
"ask_size": "74",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "3.38421",
"delta": "1.00000",
"gamma": "0.00000",
"theta": "-0.05628",
"vega": "0.00000",
"rho": "0.00356"
},
{
"contractID": "IBM250124P00130000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "130.00",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "2.13",
"ask_size": "10",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "3.43758",
"delta": "-0.00086",
"gamma": "0.00007",
"theta": "-0.21652",
"vega": "0.00035",
"rho": "-0.00001"
},
{
"contractID": "IBM250124C00135000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "135.00",
"type": "call",
"last": "0.00",
"mark": "89.80",
"bid": "89.05",
"bid_size": "74",
"ask": "90.55",
"ask_size": "72",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "3.20572",
"delta": "1.00000",
"gamma": "0.00000",
"theta": "-0.05845",
"vega": "0.00000",
"rho": "0.00370"
},
{
"contractID": "IBM250124P00135000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "135.00",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "2.13",
"ask_size": "10",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "3.21488",
"delta": "-0.00092",
"gamma": "0.00008",
"theta": "-0.21501",
"vega": "0.00037",
"rho": "-0.00001"
},
{
"contractID": "IBM250124C00140000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "140.00",
"type": "call",
"last": "84.29",
"mark": "84.47",
"bid": "83.25",
"bid_size": "72",
"ask": "85.70",
"ask_size": "72",
"volume": "0",
"open_interest": "1",
"date": "2025-01-24",
"implied_volatility": "3.02722",
"delta": "1.00000",
"gamma": "0.00000",
"theta": "-0.06061",
"vega": "0.00000",
"rho": "0.00384"
},
{
"contractID": "IBM250124P00140000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "140.00",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "2.13",
"ask_size": "139",
"volume": "0",
"open_interest": "5",
"date": "2025-01-24",
"implied_volatility": "2.99979",
"delta": "-0.00098",
"gamma": "0.00009",
"theta": "-0.21342",
"vega": "0.00039",
"rho": "-0.00001"
},
{
"contractID": "IBM250124C00145000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "145.00",
"type": "call",
"last": "79.30",
"mark": "79.72",
"bid": "79.25",
"bid_size": "41",
"ask": "80.20",
"ask_size": "63",
"volume": "0",
"open_interest": "1",
"date": "2025-01-24",
"implied_volatility": "2.84873",
"delta": "1.00000",
"gamma": "0.00000",
"theta": "-0.06278",
"vega": "0.00000",
"rho": "0.00397"
},
{
"contractID": "IBM250124P00145000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "145.00",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "1.67",
"ask_size": "116",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "2.79156",
"delta": "-0.00105",
"gamma": "0.00011",
"theta": "-0.21161",
"vega": "0.00042",
"rho": "-0.00001"
},
{
"contractID": "IBM250124C00150000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "150.00",
"type": "call",
"last": "75.99",
"mark": "74.72",
"bid": "73.75",
"bid_size": "72",
"ask": "75.70",
"ask_size": "72",
"volume": "1",
"open_interest": "1",
"date": "2025-01-24",
"implied_volatility": "2.67024",
"delta": "1.00000",
"gamma": "0.00000",
"theta": "-0.06494",
"vega": "0.00000",
"rho": "0.00411"
},
{
"contractID": "IBM250124P00150000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "150.00",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "1.47",
"ask_size": "119",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "2.58989",
"delta": "-0.00113",
"gamma": "0.00012",
"theta": "-0.20977",
"vega": "0.00044",
"rho": "-0.00001"
},
{
"contractID": "IBM250124C00155000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "155.00",
"type": "call",
"last": "71.09",
"mark": "69.45",
"bid": "68.35",
"bid_size": "76",
"ask": "70.55",
"ask_size": "72",
"volume": "1",
"open_interest": "1",
"date": "2025-01-24",
"implied_volatility": "2.49175",
"delta": "1.00000",
"gamma": "0.00000",
"theta": "-0.06711",
"vega": "0.00000",
"rho": "0.00425"
},
{
"contractID": "IBM250124P00155000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "155.00",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "1.27",
"ask_size": "113",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "2.39416",
"delta": "-0.00122",
"gamma": "0.00014",
"theta": "-0.20778",
"vega": "0.00048",
"rho": "-0.00001"
},
{
"contractID": "IBM250124C00160000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "160.00",
"type": "call",
"last": "61.60",
"mark": "64.67",
"bid": "63.80",
"bid_size": "96",
"ask": "65.55",
"ask_size": "72",
"volume": "0",
"open_interest": "1",
"date": "2025-01-24",
"implied_volatility": "2.31326",
"delta": "1.00000",
"gamma": "0.00000",
"theta": "-0.06927",
"vega": "0.00000",
"rho": "0.00438"
},
{
"contractID": "IBM250124P00160000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "160.00",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "1.47",
"ask_size": "122",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "2.20408",
"delta": "-0.00132",
"gamma": "0.00017",
"theta": "-0.20578",
"vega": "0.00051",
"rho": "-0.00001"
},
{
"contractID": "IBM250124C00165000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "165.00",
"type": "call",
"last": "0.00",
"mark": "59.83",
"bid": "59.25",
"bid_size": "52",
"ask": "60.40",
"ask_size": "78",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "2.02649",
"delta": "0.99851",
"gamma": "0.00020",
"theta": "-0.28234",
"vega": "0.00057",
"rho": "0.00451"
},
{
"contractID": "IBM250124P00165000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "165.00",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "1.27",
"ask_size": "120",
"volume": "0",
"open_interest": "1",
"date": "2025-01-24",
"implied_volatility": "2.01887",
"delta": "-0.00144",
"gamma": "0.00020",
"theta": "-0.20346",
"vega": "0.00055",
"rho": "-0.00001"
},
{
"contractID": "IBM250124C00170000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "170.00",
"type": "call",
"last": "54.10",
"mark": "54.90",
"bid": "54.15",
"bid_size": "59",
"ask": "55.65",
"ask_size": "80",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "2.29691",
"delta": "0.99146",
"gamma": "0.00086",
"theta": "-1.21723",
"vega": "0.00273",
"rho": "0.00460"
},
{
"contractID": "IBM250124P00170000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "170.00",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "2.13",
"ask_size": "10",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "1.83823",
"delta": "-0.00157",
"gamma": "0.00024",
"theta": "-0.20087",
"vega": "0.00060",
"rho": "-0.00001"
},
{
"contractID": "IBM250124C00175000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "175.00",
"type": "call",
"last": "48.83",
"mark": "49.80",
"bid": "48.95",
"bid_size": "70",
"ask": "50.65",
"ask_size": "70",
"volume": "0",
"open_interest": "1",
"date": "2025-01-24",
"implied_volatility": "1.77778",
"delta": "1.00000",
"gamma": "0.00000",
"theta": "-0.07577",
"vega": "0.00000",
"rho": "0.00479"
},
{
"contractID": "IBM250124P00175000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "175.00",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "1.67",
"ask_size": "2",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "1.66202",
"delta": "-0.00173",
"gamma": "0.00028",
"theta": "-0.19822",
"vega": "0.00065",
"rho": "-0.00001"
},
{
"contractID": "IBM250124C00180000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "180.00",
"type": "call",
"last": "43.83",
"mark": "44.75",
"bid": "44.25",
"bid_size": "39",
"ask": "45.25",
"ask_size": "76",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "1.59929",
"delta": "1.00000",
"gamma": "0.00000",
"theta": "-0.07793",
"vega": "0.00000",
"rho": "0.00493"
},
{
"contractID": "IBM250124P00180000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "180.00",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "0.75",
"ask_size": "185",
"volume": "0",
"open_interest": "22",
"date": "2025-01-24",
"implied_volatility": "1.48961",
"delta": "-0.00192",
"gamma": "0.00035",
"theta": "-0.19523",
"vega": "0.00072",
"rho": "-0.00001"
},
{
"contractID": "IBM250124C00185000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "185.00",
"type": "call",
"last": "39.61",
"mark": "39.47",
"bid": "38.65",
"bid_size": "80",
"ask": "40.30",
"ask_size": "70",
"volume": "0",
"open_interest": "1",
"date": "2025-01-24",
"implied_volatility": "1.42080",
"delta": "1.00000",
"gamma": "0.00000",
"theta": "-0.08010",
"vega": "0.00000",
"rho": "0.00507"
},
{
"contractID": "IBM250124P00185000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "185.00",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "1.27",
"ask_size": "37",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "1.32056",
"delta": "-0.00215",
"gamma": "0.00044",
"theta": "-0.19175",
"vega": "0.00080",
"rho": "-0.00001"
},
{
"contractID": "IBM250124C00187500",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "187.50",
"type": "call",
"last": "0.00",
"mark": "37.10",
"bid": "36.50",
"bid_size": "72",
"ask": "37.70",
"ask_size": "66",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "1.33155",
"delta": "1.00000",
"gamma": "0.00000",
"theta": "-0.08118",
"vega": "0.00000",
"rho": "0.00514"
},
{
"contractID": "IBM250124P00187500",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "187.50",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "1.27",
"ask_size": "33",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "1.23733",
"delta": "-0.00229",
"gamma": "0.00049",
"theta": "-0.19001",
"vega": "0.00084",
"rho": "-0.00001"
},
{
"contractID": "IBM250124C00190000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "190.00",
"type": "call",
"last": "33.81",
"mark": "34.67",
"bid": "34.15",
"bid_size": "60",
"ask": "35.20",
"ask_size": "59",
"volume": "0",
"open_interest": "1",
"date": "2025-01-24",
"implied_volatility": "1.24230",
"delta": "1.00000",
"gamma": "0.00000",
"theta": "-0.08226",
"vega": "0.00000",
"rho": "0.00520"
},
{
"contractID": "IBM250124P00190000",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "190.00",
"type": "put",
"last": "0.00",
"mark": "0.01",
"bid": "0.00",
"bid_size": "0",
"ask": "1.15",
"ask_size": "141",
"volume": "0",
"open_interest": "4",
"date": "2025-01-24",
"implied_volatility": "1.15471",
"delta": "-0.00244",
"gamma": "0.00056",
"theta": "-0.18800",
"vega": "0.00089",
"rho": "-0.00002"
},
{
"contractID": "IBM250124C00192500",
"symbol": "IBM",
"expiration": "2025-01-24",
"strike": "192.50",
"type": "call",
"last": "31.32",
"mark": "32.25",
"bid": "31.65",
"bid_size": "71",
"ask": "32.85",
"ask_size": "72",
"volume": "0",
"open_interest": "1",
"date": "2025-01-24",
"implied_volatility": "1.15306",
"delta": "1.00000",
"gamma": "0.00000",
"theta": "-0.08334",
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"ask": "108.40",
"ask_size": "11",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "0.41205",
"delta": "-0.58925",
"gamma": "0.00299",
"theta": "-0.02459",
"vega": "1.22878",
"rho": "-4.72465"
},
{
"contractID": "IBM270115C00340000",
"symbol": "IBM",
"expiration": "2027-01-15",
"strike": "340.00",
"type": "call",
"last": "6.20",
"mark": "5.78",
"bid": "5.25",
"bid_size": "536",
"ask": "6.30",
"ask_size": "11",
"volume": "10",
"open_interest": "291",
"date": "2025-01-24",
"implied_volatility": "0.21724",
"delta": "0.17819",
"gamma": "0.00380",
"theta": "-0.06014",
"vega": "0.82379",
"rho": "0.67696"
},
{
"contractID": "IBM270115P00340000",
"symbol": "IBM",
"expiration": "2027-01-15",
"strike": "340.00",
"type": "put",
"last": "0.00",
"mark": "116.65",
"bid": "114.70",
"bid_size": "70",
"ask": "118.60",
"ask_size": "70",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "0.43354",
"delta": "-0.59249",
"gamma": "0.00283",
"theta": "-0.02640",
"vega": "1.22643",
"rho": "-4.93536"
},
{
"contractID": "IBM270115C00350000",
"symbol": "IBM",
"expiration": "2027-01-15",
"strike": "350.00",
"type": "call",
"last": "5.37",
"mark": "4.83",
"bid": "4.15",
"bid_size": "1172",
"ask": "5.50",
"ask_size": "10",
"volume": "1",
"open_interest": "464",
"date": "2025-01-24",
"implied_volatility": "0.21693",
"delta": "0.15408",
"gamma": "0.00346",
"theta": "-0.05408",
"vega": "0.74991",
"rho": "0.58871"
},
{
"contractID": "IBM270115P00350000",
"symbol": "IBM",
"expiration": "2027-01-15",
"strike": "350.00",
"type": "put",
"last": "0.00",
"mark": "126.62",
"bid": "124.90",
"bid_size": "74",
"ask": "128.35",
"ask_size": "78",
"volume": "0",
"open_interest": "0",
"date": "2025-01-24",
"implied_volatility": "0.45458",
"delta": "-0.59469",
"gamma": "0.00270",
"theta": "-0.02821",
"vega": "1.22478",
"rho": "-5.14210"
}
]
}

```

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