The option chain for an active stock-market underlying, including ETFs. Ask for the listed expirations, the calls-and-puts chain for one expiration (strike, greeks, implied volatility, open interest and the latest daily price), or a single contract by its OCC symbol. The chain and single-contract reads need a paid plan. Pro receives real-time consolidated OPRA bid/ask and Plus receives an indicative feed, where trades are delayed by 15 minutes and quotes are modified indicative values rather than OPRA BBO. Free covers end-of-day data only and is answered with a note naming the plan and a link to upgrade; GetOptionExpirations carries no market data and stays available on every plan. For the plan requirements and client setup, see the options chain API page.
Last, day range and volume are not live prices. Every chain row names their trading session; unknown means those daily figures arrived without a session timestamp. The separate OI date column dates open interest and must not be inferred from Session. Implied volatility and greeks are model values computed when fetched. Daily-bar sessions and open-interest dates can each be mixed or unknown, so read the date on each row.
The chain's Quote as of (UTC) column and single-contract quote line date the source bid/ask observation independently of the daily bar and OI. unknown means the source did not date the quote; the request time is never substituted. Confirm current quotes before execution.
No current self-service plan exposes historical option-chain snapshots or open interest for a requested past session. GetOptionChain and GetOptionContract fetch current snapshots and accept no historical date parameter. The OI date tells you when the returned figure is effective; store the snapshots you receive if you need to compare OI across sessions.
Ticker input names the exact listed underlying. GOOG never substitutes the GOOGL chain, and BRK-A never substitutes BRK-B; a listing with no contracts reports its own no-options result. Dot class-share spelling such as BRK.B is accepted as BRK-B. The market-data reference feed distinguishes that result from an unknown, inactive or delisted ticker, which reports that no stock was found.
Only an empty active-contract reference result says a known listing has no listed options. A confirmed expiration can instead have no snapshot rows, which is reported as a missing snapshot for that date. If options data is not enabled, times out, or the provider request fails, the tool instead says the data is not enabled or temporarily unavailable; it never presents an operational failure as a no-options result.
Refresh frequency and field timing
Option snapshots are fetched on demand and successful responses are cached for 300 seconds by default, with a configurable duration. Repeating a request can return the cached values; there is no option streaming connection behind these reads. See the field timing reference for bid/ask, daily OHLC, IV, Greeks, snapshotDate and open interest. The cache duration is not a guarantee of source freshness, and the fields need not update together.
GetOptionExpirations
The listed expiration dates for an underlying, ascending, with the number of active contracts at each. Use one as the expiration for the chain. If the provider's reference-page safety bound is reached, the answer explicitly warns that later expirations or counts may be incomplete.
Parameters: ticker (required — e.g. AAPL).
Ask: "What option expirations are listed for AAPL?"
Returns:
AAPL option expirations:
| Expiration | Contracts |
|-----------|-----------|
| 2026-09-02 | 112 |
| 2026-09-04 | 154 |
| 2026-09-09 | 112 |
| 2026-09-11 | 150 |
| 2026-09-14 | 60 |
GetOptionChain
The calls-and-puts chain for one expiration: strike, type, last daily price, dated open interest, implied volatility and greeks (delta, gamma, theta, vega). Defaults to the nearest upcoming expiration; narrow with minStrike/maxStrike, type, and maxResults so the answer stays focused. The expiration ladder comes from active contract identities, and only the selected expiration's snapshot is fetched. If that confirmed expiration has no current snapshot rows, the answer says the snapshot is unavailable instead of claiming the underlying has no listed options. If either provider pagination or the answer cap cuts rows, the answer says so explicitly.
Parameters: ticker (required); expiration (yyyy-MM-dd, default nearest upcoming); minStrike / maxStrike; type (call / put); maxResults (default 60).
Ask: "Show AAPL calls and puts from $315 to $320 for the September 18 2026 expiry."
Returns (trimmed):
AAPL options expiring 2026-09-18 — 2026-08-31 session:
| Strike | Type | Session | Bid | Ask | Quote as of (UTC) | Last | IV | Delta | Gamma | Theta | Vega | Volume | OI | OI date |
|-------|------|---------|-----|-----|-------------------|------|----|-------|-------|-------|------|--------|----|---------|
| 315.00 | Call | 2026-08-31 | 7.97 | 8.47 | unknown | 8.30 | 25.3 % | 0.569 | 0.0227 | -0.217 | 0.269 | 2,949 | 10,638 | 2026-08-28 |
| 315.00 | Put | 2026-08-31 | 5.74 | 5.86 | unknown | 5.70 | 25.7 % | -0.432 | 0.0223 | -0.189 | 0.269 | 1,232 | 6,624 | 2026-08-28 |
| 317.50 | Call | 2026-08-31 | 6.83 | 7.12 | unknown | 7.15 | 25.5 % | 0.512 | 0.0229 | -0.220 | 0.273 | 776 | 568 | 2026-08-28 |
| 317.50 | Put | 2026-08-31 | 6.76 | 7.07 | unknown | 7.00 | 25.4 % | -0.488 | 0.0229 | -0.188 | 0.273 | 176 | 125 | 2026-08-28 |
| 320.00 | Call | 2026-08-31 | 5.52 | 5.72 | unknown | 5.75 | 24.8 % | 0.453 | 0.0234 | -0.211 | 0.271 | 5,963 | 32,766 | 2026-08-28 |
| 320.00 | Put | 2026-08-31 | 8.08 | 8.34 | unknown | 8.25 | 25.2 % | -0.546 | 0.0230 | -0.183 | 0.271 | 316 | 5,283 | 2026-08-28 |
_The Session column attributes every row's last, day range and volume to the 2026-08-31 trading session; they are not live prices. Open interest is effective 2026-08-28, independently of the Session column. Implied volatility and greeks are the provider's model values computed when fetched, not figures of the stated session; repeated calls can return slightly different values. Bid/ask are from an indicative feed; trades are 15-minute delayed and quotes are modified indicative values rather than OPRA BBO._
GetOptionContract
A single option contract by its OCC symbol: last daily price and range, dated open interest, implied volatility, greeks, and tier-appropriate bid/ask. The contract is fetched live from the provider and is not stored.
Parameters: ticker (required); contract (required — the OCC option symbol, e.g. O:AAPL260918C00315000).
Ask: "Give me the full snapshot for option contract O:AAPL260918C00315000."
Returns:
**O:AAPL260918C00315000** — AAPL Call $315.00 expiring 2026-09-18 (American)
- Bid / Ask: 7.97 / 8.47 (quote as of unknown)
- Last (close of the 2026-08-31 session): 8.30 | Day range: 6.40–10.25 | Volume: 2,949
- Implied volatility: 25.3 % | Open interest (effective 2026-08-28): 10,638
- Greeks — delta 0.569, gamma 0.0227, theta -0.217, vega 0.269
_Last, day range and volume are from the 2026-08-31 trading session, not live prices — the contract can have traded since. Open interest is effective 2026-08-28, independently of the daily-bar session. Implied volatility and greeks are the provider's model values computed when fetched, not figures of the stated session; repeated calls can return slightly different values. Bid/ask are from an indicative feed; trades are 15-minute delayed and quotes are modified indicative values rather than OPRA BBO._