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Ally Invest API

market/chains{.format}

This call is deprecated -- please use market/options/search


HTTP Request: GET

Description

This call will allow you to obtain option chains for a particular underlying symbol. You can filter the chains using the type, expiration date, and strike range.

  • Authentication Required: Yes
  • URI Parameters:
  • Header Parameters: None
  • Query Parameters:
    • underlying - a symbol
    • type - the top of option, Values:
      • CALL_AND_PUT
      • COVERED_CALL
      • CALL
      • PUT
    • expiration - expiration time range, Values:
      • JAN
      • FEB
      • MAR
      • APR
      • MAY
      • JUN
      • JUL
      • AUG
      • SEP
      • OCT
      • NOV
      • DEC
      • ALL
      • LEAPS
      • ALL_LEAPS
      • WEEKLYS
    • range - strike range, Values:
      • OUT_THE_MONEY
      • IN_THE_MONEY
      • NEAR_THE_MONEY
      • AT_THE_MONEY
      • MORE
      • ALL_THE_MONEY
  • Form Parameters: None

Request Example

GET /v1/market/chains.xml?underlying=AAPL&type=PUT&expiration=ALL&range=ALL_THE_MONEY HTTP/1.1
Authorization: OAuth
  oauth_consumer_key="672e71387c0a126f4e13296ecfb2b7bc",
  oauth_nonce="cfdb7f42de425d94fbc24c11a920c33e",
  oauth_signature="Vfm148kAgBZ6azEHqds43aY2UsEg3D",
  oauth_signature_method="HMAC-SHA1",
  oauth_timestamp="1306871932",
  oauth_token="819682555b63ab8bd90a4138138e7365",
  oauth_version="1.0"
Connection: close
Host: api.tradeking.com

Response Example

<?xml version="1.0" encoding="UTF-8"?>
<response id="3d6644c0:130af713b78:-24a0">
  <putcalls>
    <instrumentquote>
      <displaydata>
        <askprice>0.31</askprice>
        <asksize/>
        <bidprice>0.21</bidprice>
        <bidsize/>
        <change>-0.16</change>
        <contracthigh/>
        <contractlow/>
        <contractsize>100</contractsize>
        <delta/>
        <earningspershare/>
        <expiry>Jun 24 2011</expiry>
        <gamma/>
        <high52price/>
        <highprice/>
        <impvolatility>54.43</impvolatility>
        <lastclosingprice/>
        <lastprice>0.26</lastprice>
        <low52price/>
        <lowprice/>
        <nav/>
        <openinterest>1,523.00</openinterest>
        <openprice/>
        <optval/>
        <optiontype>Put</optiontype>
        <pctchange/>
        <priceearningsratio/>
        <rho/>
        <sessionvolume/>
        <strike>285.00</strike>
        <symbol>AAPL</symbol>
        <theta/>
        <unknownsymbol>null</unknownsymbol>
        <vega/>
        <volatility/>
        <volume>4,760</volume>
      </displaydata>
      <greeks>
        <impvolatility>54.43</impvolatility>
      </greeks>
      <instrument>
        <matdt>2011-06-24T00:00:00-04:00</matdt>
        <putcall>0</putcall>
        <strkpx>285.0</strkpx>
        <sym>AAPL</sym>
      </instrument>
      <quote>
        <askprice>0.31</askprice>
        <bidprice>0.21</bidprice>
        <change>-0.16</change>
        <extendedquote>
          <contractsize>100</contractsize>
          <delta>-3.0E-6</delta>
          <openinterest>1523</openinterest>
          <volume>4760</volume>
        </extendedquote>
        <lastprice>0.26</lastprice>
      </quote>
    </instrumentquote>
    <instrumentquote>
      <displaydata>
        <askprice>0.38</askprice>
        <asksize/>
        <bidprice>0.34</bidprice>
        <bidsize/>
        <change>-0.25</change>
        <contracthigh/>
        <contractlow/>
        <contractsize>100</contractsize>
        <delta/>
        <earningspershare/>
        <expiry>Jun 24 2011</expiry>
        <gamma/>
        <high52price/>
        <highprice/>
        <impvolatility>49.76</impvolatility>
        <lastclosingprice/>
        <lastprice>0.34</lastprice>
        <low52price/>
        <lowprice/>
        <nav/>
        <openinterest>2,034.00</openinterest>
        <openprice/>
        <optval/>
        <optiontype>Put</optiontype>
        <pctchange/>
        <priceearningsratio/>
        <rho/>
        <sessionvolume/>
        <strike>290.00</strike>
        <symbol>AAPL</symbol>
        <theta/>
        <unknownsymbol>null</unknownsymbol>
        <vega/>
        <volatility/>
        <volume>5,005</volume>
      </displaydata>
      <greeks>
        <impvolatility>49.7583</impvolatility>
      </greeks>
      <instrument>
        <matdt>2011-06-24T00:00:00-04:00</matdt>
        <putcall>0</putcall>
        <strkpx>290.0</strkpx>
        <sym>AAPL</sym>
      </instrument>
      <quote>
        <askprice>0.38</askprice>
        <bidprice>0.34</bidprice>
        <change>-0.25</change>
        <extendedquote>
          <contractsize>100</contractsize>
          <delta>-9.3E-5</delta>
          <openinterest>2034</openinterest>
          <volume>5005</volume>
        </extendedquote>
        <lastprice>0.34</lastprice>
      </quote>
    </instrumentquote>
    ...
  </putcalls>
</response>
Disclaimer:

Any mention of actual symbols are to be used for coding purposes only and do not imply a recommendation or solicitation to buy or sell a particular security or to engage in any particular investment strategy.

At the time of publication and in the preceding month, Ally Invest did not have ownership greater than 1% in any stocks mentioned here and does not have any other actual, material conflict of interest known at the time of publication.

Ally Invest did not receive compensation from a public offering or from investment banking services related to any companies mentioned here within the past 12 months, or expects to receive any in the next 3 months. Ally Invest did not engage in market making in the securities mentioned here.

Ally Invest Securities' background can be found at FINRA's BrokerCheck. Options involve risk and are not suitable for all investors.

Review the Characteristics and Risks of Standardized Options brochure (PDF) before you begin trading options. Options investors may lose the entire amount of their investment in a relatively short period of time.