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Options Contract Deep Dive

A 3-step recipe with Massive (formerly Polygon.io). We can help you get access.

Recipe · 3 steps

Options Contract Deep Dive

with Massive (formerly Polygon.io)

Drill from an underlying to a single option contract's snapshot and bars.

  1. List option contracts for the underlying filtered by contract type and expiration date, returning the first match.
  2. Read the full snapshot for the matched option contract, including greeks, implied volatility, and open interest.
  3. Retrieve aggregate bars for the matched option contract over the requested date range.
What you'll need to have ready
  • underlyingTicker: The underlying ticker symbol (e.g. AAPL).
  • contractType: The contract type to filter on (call or put).
  • expirationDate: The contract expiration date to filter on (YYYY-MM-DD).
  • from: Start of the aggregate window (YYYY-MM-DD).
  • to: End of the aggregate window (YYYY-MM-DD).
For your developer

Arazzo workflow polygon:options-contract-deep-dive, 3 operations: listOptionsContracts → getOptionContractSnapshot → getOptionsAggregateBars. Specs on APIs.io.

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