Option Lookup

Use the endpoint /portal/iserver/secdef/ search with a STK contract to obtain a list of contract months for options on that stock.

Example:

POST https://localhost:5000/v1/portal/iserver/secdef/search

{
    "symbol": "FB",
    "name": false,
    "secType": "STK"
}

The response will have a list of contract months for options on that underlying stock, e.g:

{
    "secType":"OPT",
    "months":"MAR19;APR19;MAY19;JUN19;SEP19;DEC19;JAN20;JUN20;JAN21",
    "exchange":"SMART;AMEX;BATS;BOX;CBOE;CBOE2;EDGX;GEMINI;ISE;MERCURY;MIAX;NASDAQBX;NASDAQOM;PEARL;PHLX;PSE"
}

Use the endpoint /portal/iserver/secdef/strikes with arguments {conid, sectype, month, exchange} to receive strike prices of options on the underlying stock for the indicated contract month:

Example: (to query strike prices of March'19 FB options)

GET https://localhost:5000/portal/iserver/secdef/strikes?conid=107113386&sectype=OPT&month=MAR19&exchange=SMART

The response will look like:

{
    "call":["50","55","60","65",...,"310","315","320"],
    "put":["50","55","60","65","70","75",...,"310","315","320"]
}

Next query the conId of an option with a strike price from step (2) with the endpoint /portal/iserver/secdef/info with arguments {conid, secType, month, exchange, strike, right}.

Example:

GET https://localhost:5000/portal/iserver/secdef/info?conid=107113386&sectype=OPT&month=MAR19&exchange=SMART&strike=152.5&right=C

The response will have the conid of each option at that strike with the given contract month:

[
 {
• "conid": 353948548,
• "symbol": "FB",
• "secType": "OPT",
• "exchange": "SMART",
• "listingExchange": null,
• "right": "C",
• "strike": "152.5",
• "currency": "USD",
• "cusip": null,
• "coupon": "No Coupon",
• "desc1": "FB",
• "desc2": "MAR 15 '19 152.5 Call",
• "maturiyDate": "20190315",
• "multiplier": "100",
• "tradingClass": "FB"
• "validExchanges": "SMART,AMEX,CBOE,PHLX,PSE,ISE,BOX,BATS,NASDAQOM,CBOE2,NASDAQBX,MIAX,GEMINI,EDGX,MERCURY,PEARL"
 },
 ...
]