Options Contract

Options contract record with Greeks returned by the /mp/unicornbay/options/contracts endpoint

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Properties

Name Type Description
contract string Options contract identifier
underlying_symbol string Symbol of the underlying security
exp_date string Expiration date in YYYY-MM-DD format
expiration_type stringnull Type of expiration (e.g., weekly, monthly)
type string Option type
strike numbernull Strike price
exchange stringnull Exchange where the option trades
currency stringnull Currency of the option contract
open numbernull Opening price
high numbernull Highest price
low numbernull Lowest price
last numbernull Last traded price
volume integernull Trading volume
open_interest integernull Number of open contracts
bid numbernull Current bid price
ask numbernull Current ask price
implied_volatility numbernull Implied volatility
delta numbernull Delta Greek - rate of change of option price with respect to underlying price
gamma numbernull Gamma Greek - rate of change of delta
theta numbernull Theta Greek - time decay of option value
vega numbernull Vega Greek - sensitivity to volatility
rho numbernull Rho Greek - sensitivity to interest rate
View JSON Schema on GitHub

JSON Schema

options-contract.json Raw ↑
{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://eodhd.com/schemas/options-contract",
  "title": "Options Contract",
  "description": "Options contract record with Greeks returned by the /mp/unicornbay/options/contracts endpoint",
  "type": "object",
  "properties": {
    "contract": {
      "type": "string",
      "description": "Options contract identifier"
    },
    "underlying_symbol": {
      "type": "string",
      "description": "Symbol of the underlying security"
    },
    "exp_date": {
      "type": "string",
      "description": "Expiration date in YYYY-MM-DD format"
    },
    "expiration_type": {
      "type": ["string", "null"],
      "description": "Type of expiration (e.g., weekly, monthly)"
    },
    "type": {
      "type": "string",
      "enum": ["call", "put"],
      "description": "Option type"
    },
    "strike": {
      "type": ["number", "null"],
      "description": "Strike price"
    },
    "exchange": {
      "type": ["string", "null"],
      "description": "Exchange where the option trades"
    },
    "currency": {
      "type": ["string", "null"],
      "description": "Currency of the option contract"
    },
    "open": {
      "type": ["number", "null"],
      "description": "Opening price"
    },
    "high": {
      "type": ["number", "null"],
      "description": "Highest price"
    },
    "low": {
      "type": ["number", "null"],
      "description": "Lowest price"
    },
    "last": {
      "type": ["number", "null"],
      "description": "Last traded price"
    },
    "volume": {
      "type": ["integer", "null"],
      "description": "Trading volume"
    },
    "open_interest": {
      "type": ["integer", "null"],
      "description": "Number of open contracts"
    },
    "bid": {
      "type": ["number", "null"],
      "description": "Current bid price"
    },
    "ask": {
      "type": ["number", "null"],
      "description": "Current ask price"
    },
    "implied_volatility": {
      "type": ["number", "null"],
      "description": "Implied volatility"
    },
    "delta": {
      "type": ["number", "null"],
      "description": "Delta Greek - rate of change of option price with respect to underlying price"
    },
    "gamma": {
      "type": ["number", "null"],
      "description": "Gamma Greek - rate of change of delta"
    },
    "theta": {
      "type": ["number", "null"],
      "description": "Theta Greek - time decay of option value"
    },
    "vega": {
      "type": ["number", "null"],
      "description": "Vega Greek - sensitivity to volatility"
    },
    "rho": {
      "type": ["number", "null"],
      "description": "Rho Greek - sensitivity to interest rate"
    }
  },
  "required": ["contract", "underlying_symbol", "exp_date", "type"]
}