Options · Chains

Options chain

The option chain: quotes, day statistics, open interest and Greeks of every contract.

GET/v1/options/chainoptionsChain

API Developer Overnight data: API Pro Streamable Paginated Dataset: options

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Example request
Parameters
Response
Example response
Related

The current state of every contract of an underlying: best bid and offer, the trading day so far (open, high, low, last, volume), open interest, Greeks and implied volatility. Greeks are computed during the regular session; a component the service cannot provide is null. Rows are ordered by date_of_expiry, strike, contract_type (call before put) and paginated with cursor_id; a page reads one expiration at a time and may hold fewer rows than limit. When no date_of_expiry is given the chain covers the expirations within max_dte days (default 30). Reads of an underlying that trades overnight (SPX, SPXW, XSP, VIX, VIXW, RUT, RUTW) outside weekday 09:30-16:15 ET, the curb session included, require the overnight entitlement; during the regular session, parts of a contract whose latest quote or trade is from the overnight session are null for plans without it (listed in meta.coverage.missing and counted in meta.coverage.withheld).

Example request

curl -sS --get "https://api.ordermap.si/v1/options/chain" \
  -H "Authorization: Bearer $ORDERMAP_API_KEY" \
  --data-urlencode underlying_symbol=SPXW

const params = new URLSearchParams({
  underlying_symbol: "SPXW",
});
const res = await fetch(`https://api.ordermap.si/v1/options/chain?${params}`, {
  headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);
// Paginated: repeat with cursor_id set to pagination.next_cursor_id until it is null.

Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.

Parameters

8 parameters, 1 required.

Parameter	Type and limits	Description
`underlying_symbol`queryrequired	stringat most 8 characterspattern ^[A-Za-z][A-Za-z0-9.]{0,7}$	Underlying: an option root (SPXW, QQQ, NDXP ...) or an index family: SPX covers the SPX and SPXW roots, NDX the NDX and NDXP roots, RUT the RUT and RUTW roots. Rows name the root of each contract.
`date_of_expiry`queryoptional	stringdate	Only this expiration, YYYY-MM-DD.
`contract_type`queryoptional	stringcallput	Only calls or only puts.
`min_strike`queryoptional	number> 0max 99999.999	Lowest strike to return, in dollars.
`max_strike`queryoptional	number> 0max 99999.999	Highest strike to return, in dollars.
`max_dte`queryoptional	integermin 0max 1000	Without date_of_expiry: include expirations up to this many days away (default 30).
`limit`queryoptional	integerdefault 1000min 1max 2500	Maximum rows to return.
`cursor_id`queryoptional	stringat most 1024 characters	Opaque cursor returned as pagination.next_cursor_id; resumes the same query on the next page.

Response

Status	Meaning	Body
`200`	Successful response.	Schema below
`400`	Invalid, unknown or repeated parameters, or an invalid cursor.	Error object
`401`	Missing or invalid API key.	Error object
`403`	The plan, dataset release or account state does not allow this request.	Error object
`422`	The request is valid but no data exists for it.	Error object
`429`	Rate limit, burst limit or cooldown; wait Retry-After seconds.Retry-After	Error object
`500`	Internal error.	Error object
`503`	Data temporarily unavailable; retry after Retry-After seconds.Retry-After	Error object
`504`	The request timed out.	Error object

Authenticated responses carry the X-RateLimit-* headers (see rate limits); 429 and 503 add Retry-After.

200 response body

dataarray<object>required41 fields inside
- asknumber | nullrequiredBest offer price.
- ask_sizeinteger | nullrequiredContracts offered.
- bidnumber | nullrequiredBest bid price.
- bid_sizeinteger | nullrequiredContracts bid.
- charmnumber | nullrequiredChange in delta per day (delta decay). Null when not part of the requested order or outside the regular session.
- closenumber | nullrequiredLatest trade price.
- colornumber | nullrequiredChange in gamma per day. Null when not part of the requested order or outside the regular session.
- contract_typestringrequiredCall or put.callput
- d1number | nullrequiredThe d1 term of the pricing model. Null when not part of the requested order or outside the regular session.
- d2number | nullrequiredThe d2 term of the pricing model. Null when not part of the requested order or outside the regular session.
- date_of_expirystringdaterequiredExpiration date.
- day_timestampinteger | nullunix-msrequiredTime the day statistics were taken. Unix epoch milliseconds (UTC).
- deltanumber | nullrequiredChange in the option price for a $1 move in the underlying. Null when not part of the requested order or outside the regular session.
- dual_deltanumber | nullrequiredChange in the option price for a unit move in the strike. Null when not part of the requested order or outside the regular session.
- dual_gammanumber | nullrequiredSecond derivative of the option price with respect to the strike. Null when not part of the requested order or outside the regular session.
- epsilonnumber | nullrequiredChange in the option price for a one point move in the dividend yield. Null when not part of the requested order or outside the regular session.
- gammanumber | nullrequiredChange in delta for a $1 move in the underlying. Null when not part of the requested order or outside the regular session.
- highnumber | nullrequiredHighest trade price of the day.
- implied_volatilitynumber | nullrequiredImplied volatility as a decimal (0.18 = 18%).
- lambdanumber | nullrequiredLeverage: percentage change in the option price per percentage change in the underlying. Null when not part of the requested order or outside the regular session.
- lownumber | nullrequiredLowest trade price of the day.
- opennumber | nullrequiredFirst trade price of the day.
- open_interestinteger | nullrequiredOpen interest published at the start of the day.
- option_symbolstringrequiredOCC option symbol of the contract: root padded to six characters, expiration YYMMDD, C or P and the strike in thousandths over eight digits.
- rhonumber | nullrequiredChange in the option price for a one point move in the interest rate. Null when not part of the requested order or outside the regular session.
- speednumber | nullrequiredChange in gamma for a $1 move in the underlying. Null when not part of the requested order or outside the regular session.
- strikenumberrequiredStrike price in dollars.
- thetanumber | nullrequiredTime decay: change in the option price per calendar day. Null when not part of the requested order or outside the regular session.
- timestampinteger | nullunix-msrequiredTime of the quote. Unix epoch milliseconds (UTC).
- trade_countinteger | nullrequiredTrades today.
- ultimanumber | nullrequiredChange in vomma for a one point move in implied volatility. Null when not part of the requested order or outside the regular session.
- underlying_pricenumber | nullrequiredUnderlying price used by the model.
- underlying_symbolstringrequiredOption root of the contract.
- underlying_timestampinteger | nullunix-msrequiredTime of the underlying price used. Unix epoch milliseconds (UTC).
- vannanumber | nullrequiredChange in delta for a one point move in implied volatility. Null when not part of the requested order or outside the regular session.
- veganumber | nullrequiredChange in the option price for a one point move in implied volatility. Null when not part of the requested order or outside the regular session.
- veranumber | nullrequiredChange in rho for a one point move in implied volatility. Null when not part of the requested order or outside the regular session.
- vetanumber | nullrequiredChange in vega per day. Null when not part of the requested order or outside the regular session.
- volumeinteger | nullrequiredContracts traded today.
- vommanumber | nullrequiredChange in vega for a one point move in implied volatility. Null when not part of the requested order or outside the regular session.
- zommanumber | nullrequiredChange in gamma for a one point move in implied volatility. Null when not part of the requested order or outside the regular session.
metaobjectrequiredMeta object
paginationobjectrequiredPagination object

Example response

{
  "data": [
    {
      "option_symbol": "SPXW  261016C05800000",
      "underlying_symbol": "SPXW",
      "date_of_expiry": "2026-10-16",
      "strike": 5800,
      "contract_type": "call",
      "timestamp": 1792159198500,
      "bid": 12.3,
      "bid_size": 10,
      "ask": 12.6,
      "ask_size": 12,
      "open": 11,
      "high": 13,
      "low": 10.5,
      "close": 12.4,
      "volume": 800,
      "trade_count": 60,
      "day_timestamp": 1792159140000,
      "open_interest": 4321,
      "delta": 0.5123,
      "theta": -3.41,
      "vega": 2.87,
      "rho": 0.91,
      "epsilon": -0.77,
      "lambda": 48.2,
      "gamma": 0.0042,
      "vanna": -0.012,
      "charm": 0.0031,
      "vomma": 0.11,
      "veta": 0.04,
      "vera": 0.02,
      "speed": -0.00001,
      "zomma": -0.0002,
      "color": -0.0001,
      "ultima": -0.03,
      "d1": 0.03,
      "d2": 0.01,
      "dual_delta": -0.48,
      "dual_gamma": 0.0009,
      "implied_volatility": 0.182,
      "underlying_timestamp": 1792159198000,
      "underlying_price": 5801.2
    }
  ],
  "meta": {
    "as_of": 1760659200123,
    "coverage": {
      "complete": true
    },
    "delay_ms": 0,
    "delayed": false,
    "request_id": "0199f0c2-5a1e-7c3b-9d4e-2b6f8a1c3d5e",
    "source": "opra"
  },
  "pagination": {
    "count": 1,
    "has_more": false,
    "limit": 1000,
    "next_cursor_id": null,
    "next_url": null
  }
}

Values are illustrative. Missing values are null, never 0.