Glossary

What Is an Option Chain API? Full Chains with Greeks & OI

An option chain API is a programmatic interface that returns the matrix of listed option contracts for an underlying — strikes and expirations — with market and analytics fields attached.

Unique context: OptionData’s option-chain REST API returns a full U.S. equity chain in one POST, including bid/ask, last, open interest, volume, IV, and Greeks for the latest session or a historical trading day.

What a chain API is used for

Chains power symbol pages, IV surfaces, strike selection UIs, and context around live flow alerts.

Request by underlying

Send a symbol (and optional session date) to receive the listed contract grid for that underlier.

Read market fields

Bid, ask, last price, volume, and open interest describe liquidity and positioning at each strike.

Read analytics fields

Implied volatility and Greeks (Delta, Gamma, Theta, Vega, Rho) support risk and strategy views.

Combine with the tape

Join chain snapshots to real-time prints (~10M/day on OptionData) so alerts show IV/OI context, not bare trades.

Typical option chain API fields

  • Underlying symbol and contract identifiers
  • Expiration dates and strike prices
  • Call/put side
  • Bid, ask, and last price
  • Volume and open interest
  • Implied volatility and Greeks when available
Example: fetch AAPL chain via REST
curl -X POST https://www.optiondata.io/api/option-chain \
  -H "Authorization: Bearer YOUR_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{"symbol":"AAPL"}'

Related definitions and APIs

Chain data pairs with flow definitions and product docs.

Option chain API FAQ

What is an option chain?

An option chain is the full set of listed call and put contracts for an underlying, organized by expiration and strike, usually with quotes and analytics.

What is an option chain API?

It is a REST (or similar) interface that returns chain data programmatically so apps can render grids, compute surfaces, and attach context to alerts without manual downloads.

Does OptionData’s chain API include Greeks?

Yes. OptionData’s option-chain API can include Greeks and implied volatility along with bid/ask, volume, and open interest for U.S. equity options.

Can I request historical chains?

Yes. You can request the latest session or a past trading day so research and product UIs stay consistent with historical analysis.