Option snapshots
options_snapshotsFetch current quotes, greeks, and implied volatility for up to 100 option contracts by OCC symbol; large results are stored and return a result_id for later SQL querying.
Instructions
Latest state per option contract with greeks (delta, gamma, theta, vega, rho; Alpaca's Black-Scholes, per share) and implied volatility (annualised fraction): last trade, best bid/ask, today's bar, previous close; expiration, strike and type parsed from the OCC symbol. Large results are stored, not shown: you get a result_id to query with results_query.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| page_token | No | Continue a truncated fetch: the page_token from the previous response's pagination. | |
| occ_symbols | Yes | OCC option symbols, e.g. ["AAPL250117C00150000"] (1-100). |