options-chain
Access delayed CBOE options chain for US equities and indices, returning stock price, IV, greeks, OI, volume, and bid/ask. Filter by expiration and option type. No API key needed.
Instructions
CBOE delayed options chain for any US equity or index — returns stock price, per-contract IV, greeks (delta/gamma/theta/vega), OI, volume, and bid/ask. Filterable by expiration date and call/put. Free CBOE data, no API key.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ticker | No | US equity or index ticker. Examples: AAPL, SPY, QQQ, TSLA, NVDA. | |
| exp | No | Filter to a specific expiration date YYYY-MM-DD. Omit to return the nearest max_expirations dates. | |
| type | No | Filter by option type. Omit to return both calls and puts. | |
| near_atm_only | No | If true, only return strikes within 20% of the current underlying price. Default false. | |
| max_expirations | No | Maximum number of expiration dates to include when no specific exp is set. Default 4, max 12. |