Request by underlying
Send a symbol (and optional session date) to receive the listed contract grid for that underlier.
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.
Chains power symbol pages, IV surfaces, strike selection UIs, and context around live flow alerts.
Send a symbol (and optional session date) to receive the listed contract grid for that underlier.
Bid, ask, last price, volume, and open interest describe liquidity and positioning at each strike.
Implied volatility and Greeks (Delta, Gamma, Theta, Vega, Rho) support risk and strategy views.
Join chain snapshots to real-time prints (~10M/day on OptionData) so alerts show IV/OI context, not bare trades.
curl -X POST https://www.optiondata.io/api/option-chain \
-H "Authorization: Bearer YOUR_API_KEY" \
-H "Content-Type: application/json" \
-d '{"symbol":"AAPL"}'Chain data pairs with flow definitions and product docs.
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.
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.
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.
Yes. You can request the latest session or a past trading day so research and product UIs stay consistent with historical analysis.