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:
- Intrinsic Value
- Time Value
- Option Greeks Delta
Please note, that new fields and option greeks are available only for options with expiration date Feb 15,
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.