Option Quotes

High Usage

• Last updated Sep 4, 2026
• View as Markdown

Get a current or historical end of day quote for a single options contract.

Endpoint

https://api.marketdata.app/v1/options/quotes/{optionSymbol}/

Method

GET

Request Example

HTTP

GET https://api.marketdata.app/v1/options/quotes/AAPL271217C00250000/

JavaScript

app.js

import { MarketDataClient } from "@marketdata/sdk";

const client = new MarketDataClient();

try {
  const quotes = await client.options.quotes("AAPL271217C00250000");
  const q = quotes[0];
  console.log(
    `${q.optionSymbol}: bid=${q.bid} ask=${q.ask} delta=${q.delta}`
  );
} catch (error) {
  console.error(error);
}

TypeScript

app.ts

import { MarketDataClient } from "@marketdata/sdk";
import type { OptionsQuotes } from "@marketdata/sdk";

const client = new MarketDataClient();

try {
  const quotes: OptionsQuotes[] = await client.options.quotes("AAPL271217C00250000");
  const q = quotes[0];
  console.log(
    `${q.optionSymbol}: bid=${q.bid} ask=${q.ask} delta=${q.delta}`
  );
} catch (error) {
  console.error(error);
}

Python

app.py

from marketdata import MarketDataClient

client = MarketDataClient()
quotes = client.options.quotes("AAPL271217C00250000")
print(quotes)

Go

optionQuotes.go

import (
  "fmt"

  api "github.com/MarketDataApp/sdk-go"
)

func ExampleOptionQuoteRequest() {
	quotes, err := OptionQuote().OptionSymbol("AAPL271217C00250000").Get()
	if err != nil {
		fmt.Print(err)
		return
	}

	for _, quote := range quotes {
		fmt.Println(quote)
	}
}

PHP

optionQuotes.php

use MarketDataApp\Client;

$client = new Client();
$quotes = $client->options->quotes("AAPL271217C00250000");

// Display formatted quotes with Greeks
echo $quotes;

Java

OptionQuotes.java

import com.marketdata.sdk.MarketDataClient;
import com.marketdata.sdk.options.OptionsQuoteRequest;

try (MarketDataClient client = new MarketDataClient()) {
    client.options().quote(OptionsQuoteRequest.of("AAPL271217C00250000")).values().forEach(System.out::println);
}

Kotlin

OptionQuotes.kt

import com.marketdata.sdk.MarketDataClient
import com.marketdata.sdk.options.OptionsQuoteRequest

MarketDataClient().use { client ->
    client.options().quote(OptionsQuoteRequest.of("AAPL271217C00250000")).values().forEach(::println)
}

C#

OptionQuotes.cs

using MarketDataApp;

using var client = await MarketDataClient.CreateAsync();

foreach (var quote in (await client.Options.GetQuoteAsync("AAPL271217C00250000")).Values)
{
    Console.WriteLine(quote);
}

Response Example

{
  "s": "ok",
  "optionSymbol": ["AAPL271217C00250000"],
  "ask": [5.25],
  "askSize": [57],
  "bid": [5.15],
  "bidSize": [994],
  "mid": [5.2],
  "last": [5.25],
  "volume": [977],
  "openInterest": [61289],
  "underlyingPrice": [136.12],
  "inTheMoney": [false],
  "updated": [1665673292],
  "iv": [0.3468],
  "delta": [0.347],
  "gamma": [0.015],
  "theta": [-0.05],
  "vega": [0.264],
  "intrinsicValue": [13.88],
  "extrinsicValue": [8.68]
}

Request Parameters

Required

• optionSymbol string

  The option symbol (as defined by the OCC) for the option you wish to lookup. Use the current OCC option symbol format, even for historic options that quoted before the format change in 2010.

Optional

• date date

  Use to lookup a historical end of day quote from a specific trading day. If no date is specified the quote will be the most current price available during market hours. When the market is closed the quote will be from the last trading day. Accepted date inputs: ISO 8601, unix, spreadsheet.

  Historical quotes carry no Greeks

  Greeks and implied volatility are not stored historically. On any request that includes date, from or to, the iv, delta, gamma, theta and vega columns are returned as null, on every plan.

• from date

  Use to lookup a series of end of day quotes. From is the oldest (leftmost) date to return (inclusive). If from/to is not specified the quote will be the most current price available during market hours. When the market is closed the quote will be from the last trading day. Accepted date inputs: ISO 8601, unix, spreadsheet.

• to date

  Use to lookup a series of end of day quotes. From is the newest (rightmost) date to return (exclusive). If from/to is not specified the quote will be the most current price available during market hours. When the market is closed the quote will be from the last trading day. Accepted date inputs: ISO 8601, unix, spreadsheet.

Response Attributes

Success

• s string

  Status will always be ok when there is data for the quote requested.

• optionSymbol array[string]

  The option symbol according to OCC symbology.

• ask array[number]

  The ask price.

• askSize array[number]

  The number of contracts offered at the ask price.

• bid array[number]

  The bid price.

• bidSize array[number]

  The number of contracts offered at the bid price.

• mid array[number]

  The midpoint price between the ask and the bid, also known as the mark price.

• last array[number]

  The last price negotiated for this option contract at the time of this quote.

• volume array[number]

  The number of contracts negotiated during the trading day at the time of this quote.

• openInterest array[number]

  The total number of contracts outstanding. Open interest is published once per trading day: it is calculated after the close and released at the start of the next session, and it does not change intraday. On a historical request (date=D, or a from/to series), this is therefore the figure settled out of the D−1 session and available before the open on D — unlike every other field in the row, which is as of the 16:00 ET updated timestamp. To get the open interest produced by trading on day D, request the next trading day.

• underlyingPrice array[number]

  The last price of the underlying security at the time of this quote.

• inTheMoney array[booleans]

  Specifies whether the option contract was in the money true or false at the time of this quote.

• intrinsicValue array[number]

  The instrinisc value of the option.

• extrnisicValue array[number]

  The extrinsic value of the option.

• updated array[number]

  The date and time of this quote snapshot. All timestamps use US Eastern Time (America/New_York). See Response Timezone for details.

Greeks on historical requests

iv, delta, gamma, theta and vega are only populated on current (real-time, delayed or end-of-day) quotes. On any request that includes date, from or to these columns are returned as null, on every plan, because Greeks and implied volatility are not stored historically.

• iv array[number]

  The implied volatility of the option.

• delta array[number]

  The delta of the option.

• gamma array[number]

  The gamma of the option.

• theta array[number]

  The theta of the option.

• vega array[number]

  The vega of the option.

No Data

Returned when the request is valid, but no quote data exists for the requested symbol or time period.
This response corresponds to an HTTP 404 Not Found status.

• s string
  Will be no_data.

• errmsg string
  A descriptive message explaining why no data is available.
  For example:

  • "No option found. No option was found for this strike and expiration."
    This occurs when even though the option symbol format is valid, no real, tradable contract exists for the specified strike and expiration.

A no_data response may occur when:

• The market is closed (weekends or holidays)
• The symbol or option contract had no trading quotes on the requested date
• The contract had not begun trading yet
• No option exists for the requested strike and expiration

Even when the option symbol format is valid, the absence of a real, tradable contract or any quote data results in a 404 / no_data response.

Error

Returned when the request itself is invalid or cannot be processed.

• s string
  Will be error.

• errmsg string
  A human-readable description of the error.

These cases correspond to HTTP 400 Bad Request, such as:

• Invalid or malformed option symbol format
• Parameters that cannot be parsed
• Unsupported or invalid values

Use the HTTP status code—not just the s field—to distinguish between invalid input (400) and valid requests that simply have no data (404 via no_data).

Usage Information

Data Availability

The type of option quote data you receive depends on your user type and OPRA entitlement. This may include real-time data, 15-minute delayed data, or historical data, depending on the plan or access level. To get real-time options data, users need to sign the OPRA agreement. Learn more about entitlements.

User Type	OPRA Entitlement	Data Type
Non-Professional	✅	Real-time
Non-Professional	❌	15-min delayed
Professional	Any	Historical (1 day old)
Unknown	Any	Historical (1 day old)

Pricing

The cost of using the option quote API endpoint depends on the type of data you choose and your usage pattern. Here's a breakdown of the pricing:

Data Type	Cost Basis	Credits Required per Unit
Real-Time Data	Per option symbol	1 credit
15m Delayed Data	Per option symbol	1 credit
Historical Data	Per 1000 quotes	1 credit