option_snapshot_market_value()

StandardPro

• Returns a real-time market value derived from the last NBBO quote of an option contract.

Parameters

symbolRequired  -

The stock or index symbol, or underlying symbol for options.

Type: str

expirationRequired  -

The expiration of the contract in YYYY-MM-DD or YYYYMMDD format, or * for all expirations.

Type: datetime.date

strike  -

The strike price of the contract in dollars (ie 100.00 for $100.00), or * for all strikes.

Type: str (Default: *)

right  -

The right (call or put) of the contract.

Type: str (Default: both)

Enumcall, put, both

max_dte  -

If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned.

Type: int

strike_range  -

Used to specify a filter to limit the number of contracts returned relative to the underlying's spot price. Will return the specified number of strikes above and below the spot price, as well as the at-the-money strike.

Type: int

min_time  -

Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format).

Type: datetime.time

Sample Code

pandas

Response

Returns last market value for an option contract

Dataframe type

array of: