option_snapshot_trade()
StandardPro
- Retrieve the real-time last trade of an option contract.
- You might need to change the default expiration date to a different date if it is past the current date.
- This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.
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.
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
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
py
Response
Returns last NBBO quote for an option contract
array of: