Available from Xignite, Inc.
API for Real-Time Equity Option Quotes
This API offers real-time options quotes for U.S. listed equity options. In addition to option quotes (bid/ask), the API also provides option chain lookups, open, high, low, close, volume, moneyness, open interest, contract size and underlying asset information.
XigniteGlobalRealTimeOptions supports multiple Security identifiers including Symbol, CUSIP, ISIN and Valoren and supports multiple formats including XML, JSON and CSV.
•Ability to request data for one or multiple Securities at a time
•Ability to provide full option chain lookups
•Timestamps provided in both local market time and UTC time
•Ability to calculate Black Scholes option valuation
•Integrated with XigniteGlobalMaster and XigniteGlobalRealTime services to tie an issuer and stock quote to an option’s underlying security