We provide stock options data for TOP US stocks from NYSE and NASDAQ. We have data for Options starting from April 2018. Options data is updated on daily basis, however, we do not provide a history for OPTIONS at the moment, it means that contracts with an expiration date before the current date are removed from the dataset. For example, for AAPL today (April 2, 2018) we have 622 PUT and CALL option contracts in our database.

To get historical stock price data with use the following URL

https://eodhistoricaldata.com/api/options/AAPL.US?api_token={your_api_key}

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Parameters

The full URL with parameters: https://eodhistoricaldata.com/api/options/AAPL.US?api_token={your_api_key}&from=2018-05-01&to=2018-06-01

  • [mandatory] symbol – In the example above ‘AAPL.US’. Could be any supported symbol. No default value.
  • [mandatory] api_token – your api token. No default value.
  • [optional] from – filters OPTIONS by expirationDate. Default value: today.
  • [optional] to – filters OPTIONS by expirationDate. Default value: ‘2100-01-01’.
  • [optional] trade_date_from – filters OPTIONS by lastTradeDateTime. Default value: NONE.
  • [optional] trade_date_to – filters OPTIONS by lastTradeDateTime. Default value: NONE.

Examples

For testing purposes you can try the following API Key (works only for AAPL.US ticker):  OeAFFmMliFG5orCUuwAKQ8l4WWFQ67YX:

https://eodhistoricaldata.com/api/options/AAPL.US?api_token=OeAFFmMliFG5orCUuwAKQ8l4WWFQ67YX

Due to complex data structure we provide this data feed only on JSON format and as a result, you will get the following data:

Apple Options Data API

For each Option we do provide the following information:

  • Contract name
  • Contract size
  • Currency
  • Type: PUT or CALL
  • In the Money: TRUE or FALSE
  • Last trade date
  • Expiration date
  • Strike
  • Bid-Ask
  • Last Price
  • Change and change in percents
  • Volume
  • Open Interest
  • Implied Volatility
  • Theoretical
  • Intrinsic Value
  • Time Value
  • Option Greeks
    • Delta
    • Gamma
    • Theta
    • Vega
    • Rho

Note: option greeks and some additional value are available only for options with expiration date Feb 15, 2019, or later.

We have API limits 100 000 requests per day. Each symbol request costs 1 API call.

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Check our other APIs like EOD Historical Data API or Fundamentals API.

Comments

  1. Simon Monecke

    This API is very useful to find options with a specified date. But it would be much better if it although delivers the greeks to filter out uninteresting options.
    Do you plan to add these?

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