---
title: "Option Contract"
method: GET
path: "/v3/snapshot/options/{underlyingAsset}/{optionContract}"
tags: ["options:snapshot"]
---

# Option Contract

`GET /v3/snapshot/options/{underlyingAsset}/{optionContract}`

Get the snapshot of an option contract for a stock equity.

## Path parameters

- `underlyingAsset` string, required
- `optionContract` string, required

## Response `200`

Snapshot of the option contract.

- object
  - `next_url` string — If present, this value can be used to fetch the next page of data.
  - `request_id` string, required — A request id assigned by the server.
  - `results` object — Contains the requested snapshot data for the specified contract.
    - `break_even_price` number, double, required — The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid).
    - `day` object, required — The most recent daily bar for this contract.
      - `change` number, double, required — The value of the price change for the contract from the previous trading day.
      - `change_percent` number, double, required — The percent of the price change for the contract from the previous trading day.
      - `close` number, double, required — The closing price for the contract of the day.
      - `high` number, double, required — The highest price for the contract of the day.
      - `last_updated` integer — The nanosecond timestamp of when this information was updated.
      - `low` number, double, required — The lowest price for the contract of the day.
      - `open` number, double, required — The open price for the contract of the day.
      - `previous_close` number, double, required — The closing price for the contract of previous trading day.
      - `volume` number, double, required — The trading volume for the contract of the day.
      - `vwap` number, double, required — The trading volume weighted average price for the contract of the day.
    - `details` object, required — The details for this contract.
      - `contract_type` 'put' | 'call' | 'other', required — The type of contract. Can be "put", "call", or in some rare cases, "other".
      - `exercise_style` 'american' | 'european' | 'bermudan', required — The exercise style of this contract. See <a rel="nofollow" target="_blank" href="https://en.wikipedia.org/wiki/Option_style">this link</a> for more details on exercise styles.
      - `expiration_date` string, date, required — The contract's expiration date in YYYY-MM-DD format.
      - `shares_per_contract` number, required — The number of shares per contract for this contract.
      - `strike_price` number, double, required — The strike price of the option contract.
      - `ticker` string, required — The ticker symbol for the asset.
    - `fmv` number — Fair Market Value is only available on Business plans. It is our proprietary algorithm to generate a real-time, accurate, fair market value of a tradable security. For more information, <a rel="nofollow" target="_blank" href="https://massive.com/contact">contact us</a>.
    - `fmv_last_updated` integer — If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation.
    - `greeks` object — The greeks for this contract. There are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money. See this <a href="https://massive.com/blog/greeks-and-implied-volatility/#testing" alt="link">article</a> for more information.
      - `delta` number, double, required — The change in the option's price per $0.01 increment in the price of the underlying asset.
      - `gamma` number, double, required — The change in delta per $0.01 change in the price of the underlying asset.
      - `theta` number, double, required — The change in the option's price per day.
      - `vega` number, double, required — The change in the option's price per 1% increment in volatility.
    - `implied_volatility` number, double — The market's forecast for the volatility of the underlying asset, based on this option's current price.
    - `last_quote` object, required — The most recent quote for this contract. This is only returned if your current plan includes quotes.
      - `ask` number, double, required — The ask price.
      - `ask_exchange` number — The ask side exchange ID. See <a href="https://massive.com/docs/rest/stocks/market-operations/exchanges" alt="Exchanges">Exchanges</a> for Massive's mapping of exchange IDs.
      - `ask_size` number, double, required — The ask size.
      - `bid` number, double, required — The bid price.
      - `bid_exchange` number — The bid side exchange ID. See <a href="https://massive.com/docs/rest/stocks/market-operations/exchanges" alt="Exchanges">Exchanges</a> for Massive's mapping of exchange IDs.
      - `bid_size` number, double, required — The bid size.
      - `last_updated` integer — The nanosecond timestamp of when this information was updated.
      - `midpoint` number, double, required — The average of the bid and ask price.
      - `timeframe` 'DELAYED' | 'REAL-TIME' — The time relevance of the data.
    - `last_trade` object — The most recent trade for this contract. This is only returned if your current plan includes trades.
      - `conditions` integer[] — A list of condition codes.
      - `exchange` integer, required — The exchange ID. See <a href="https://massive.com/docs/rest/options/market-operations/exchanges" alt="Exchanges">Exchanges</a> for Massive's mapping of exchange IDs.
      - `price` number, double, required — The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.
      - `sip_timestamp` integer, required — The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.
      - `size` integer, required — The size of a trade (also known as volume).
      - `timeframe` 'DELAYED' | 'REAL-TIME' — The time relevance of the data.
    - `open_interest` number, double, required — The quantity of this contract held at the end of the last trading day.
    - `underlying_asset` object, required — Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan.
      - `change_to_break_even` number, double, required — The change in price for the contract to break even.
      - `last_updated` integer — The nanosecond timestamp of when this information was updated.
      - `price` number, double — The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.
      - `ticker` string, required — The ticker symbol for the contract's underlying asset.
      - `timeframe` 'DELAYED' | 'REAL-TIME' — The time relevance of the data.
      - `value` number, double — The value of the underlying index.
  - `status` string, required — The status of this request's response.

---

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