Options are incredibly complex, with thousands of contracts and expiration dates for a given security. Intrinio’s real-time or 15-minute delayed filtered US options feed consolidates high-volume options data from the Options Price Reporting Authority (OPRA) without sacrificing data quality. Our feed delivers trade and National Best Bid & Offer data across all exchanges with low latency.
Exchange fees vary by feed and use case. If you’re using the 15-minute delayed feed strictly for internal use, you should not incur any exchange fees. For real-time data or external display use cases, you will be responsible for exchange fees. Our team will help you navigate these fees and facilitate the necessary paperwork with OPRA.
Real-time and delayed options prices are sourced from the Options Price Reporting Authority (OPRA) and the Office of the Comptroller of the Currency (OCC).
Returns all option prices for a given option contract identifier.
Returns all realtime options contracts and their prices for the given symbol and expiration date.
Returns all option stats (greeks and implied volatility) and factors used to calculate them, for a given option contract identifier.
Returns all realtime option contract expiration dates for a given symbol.
Returns the master list of realtime option contracts for a given symbol.
Returns all tickers that have existing options contracts.
Returns options prices for a supplied list of option symbols.
Returns unusual trades for a given identifier.