DeltaNeutral API Options API

Welcome to the documentation for the APIs provided by this application. Below you will find information on how to use them.

/eod-options-details

Endpoint: /eod-options-details/:underlying/:quotedate/:expiration/:maxDate/:format?/:maxRows?
Description: Retrieves end-of-day options details for the specified underlying, quote date, and expiration from a database and returns the results as either JSON or CSV.
Parameters:

  • :underlying (required) - The symbol of the underlying asset.
  • :quotedate (required) - The quote date for the options (in the format 'yyyy-mm-dd').
  • :expiration (required) - The expiration date for the options (in the format 'yyyy-mm-dd').
  • :maxDate (required) - The maximum date for the options data to be included (in the format 'yyyy-mm-dd').
  • :format (optional) - The format to return the data in. Valid options are 'json' and 'csv'.
  • :maxRows (optional) - The maximum number of rows to return in the response.
Example call: https://api.deltaneutral.net/eod-options-details/BABA/TODAY/2023-11-17/2023-04-15/json/100?apikey=DEMOAPIKEY

/optionsymbol-history

Endpoint: /optionsymbol-history/:underlying/:strike/:expiration/:optiontype/:maxDate/:format
Description: Retrieves historical data for an option symbol with the specified underlying, strike, expiration, and option type, filtered by the maximum date and returns the results in either JSON or CSV format.
Parameters:

  • :underlying (required) - The symbol of the underlying asset.
  • :strike (required) - The strike price of the option.
  • :expiration (required) - The expiration date for the options (in the format 'yyyy-mm-dd').
  • :optiontype (required) - The option type (either 'call' or 'put').
  • :maxDate (required) - The maximum date to include in the results (in the format 'yyyy-mm-dd').
  • :format (required) - The format to return the data in. Valid options are 'json' and 'csv'.
Example call: https://api.deltaneutral.net/optionsymbol-history/META/200/2024-02-16/call/TODAY/json?apikey=DEMOAPIKEY

/option-expirations

Endpoint: /option-expirations/:underlying/:quotedate/:format?
Description: Retrieves the expiration dates for options contracts for the specified underlying asset from a database and returns the results as either JSON or CSV.
Example call: https://api.deltaneutral.net/option-expirations/AAPL/TODAY/json?apikey=DEMOAPIKEY

  • :underlying: A required parameter that specifies the underlying asset symbol for which you want to retrieve the expiration dates of the options contracts.
  • :quotedate: A required parameter that specifies the date for which you want to retrieve the expiration dates of the options contracts. The API will retrieve all the expiration dates of the options contracts that are available on or after this date.
  • :format: An optional parameter that specifies the output format for the results. This parameter can be either json or csv. If this parameter is omitted, the default output format is json.

The response of the /option-expirations endpoint will vary depending on the specified output format (json or csv).

The apikey parameter is included in the example call as an authentication mechanism.

Option Summary

Endpoint: /option-summary/:symbol/:format?/:maxRows?
Description: Retrieves summary information for options contracts for the specified symbol from a database and returns the results as either JSON or CSV.
Example call: https://api.deltaneutral.net/option-summary/NVDA/json/100?maxDate=TODAY&apikey=DEMOAPIKEY

/iv30-history

Endpoint: /iv30-history/:symbol/:format?/:maxRows?
Description: Retrieves the IV30 history for the specified symbol from a database and returns the results as either JSON or CSV.
Example call: https://api.deltaneutral.net/iv30-history/NFLX/json/TODAY/100?apikey=DEMOAPIKEY