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Greeks for Options Feed and Other Improvements

EOD Historical Data 2

Thanks for great feedback from our subscribers about our Options Data Feed. Past several months we got a lot of enquirers about our Options Data API. And today we are publishing totally reworked API for you.

What’s new here?

First of all, we added new data fields, including option greeks you asked us all these months. Below the full list of new data fields we have added:

  • Theoretical
  • Intrinsic Value
  • Time Value
  • Option Greeks Delta
    • Gamma
    • Theta
    • Vega
    • Rho

Please note, that new fields and option greeks are available only for options with expiration date Feb 15, 2019 and after.

Secondly, our data now is more reliable and we have almost all options for US stocks in our data feed. We’ve added several more data sources for options, it helps us to make cross checks and better monitor the data.

More details about the Stock Option Data API you can read in our documentation.

Thanks and will be happy to get more feedback from you to improve our APIs.

  1. Robert Chitoiu Robert Chitoiu

    That’s great guys! Do you have a timeline for near real time options pricing instead of end of day? Will that be a separate subscription?

    • We are working on it, but we have no ETA yet. I also can’t tell you how it will be packed, in the same or separate subscription. We’ll back to options this Spring.

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