v36

latestOpenAPI 3.1.0Apache 2.0raw.githubusercontent.com2024-11-1856109168.6 KB

Screen the market for option contracts

A contract screener endpoint to screen the market for contracts by a variety of filter options. Contracts with a volume of less than 200 are not returned.

get/api/screener/option-contracts

Query parameters

expiry_datesstring[]
is_otmboolean
issue_typesstring[]
max_daily_perc_changenumber
min_volumeinteger
order'bid_ask_vol' | 'bull_bear_vol' | 'contract_pricing' | 'daily_perc_change' | 'volume'
order_direction'asc' | 'desc'

Response

A list of option contracts

Example response

{
  "data": [
    {
      "ask_side_volume": 119403,
      "avg_price": "1.0465802437910297887119234370",
      "bid_side_volume": 122789,
      "chain_prev_close": "1.29",
      "close": "0.03",
      "floor_volume": 142,
      "high": "2.95",
      "low": "0.02",
      "option_symbol": "TSLA230908C00255000",
      "premium": "27723806.00",
      "sector": "Consumer Cyclical",
      "stock_price": "247.94",
      "trades": 39690,
      "volume": 264899
    }
  ]
}