{ "opencollection": "1.0.0", "info": { "name": "Factset Analytics Datastore About Factset Options API", "version": "1.0.0" }, "request": { "auth": { "type": "basic", "username": "{{username}}", "password": "{{password}}" } }, "items": [ { "info": { "name": "Factset Options", "type": "folder" }, "items": [ { "info": { "name": "Factset Returns all the underlying option identifiers for the specified underlying Security identifier", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-options/v1/chains", "body": { "type": "json", "data": "{}" } }, "docs": "Returns all the underlying option identifiers for the underlying security identifier. Specify the date and or exhcange for the list of options associated to the id. \n\n *Currently only OPRA Exchange is supported with exchange ISO \"USA\"*\n" }, { "info": { "name": "Factset Returns all the option identifiers based on the conditions provided as input in the request", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-options/v1/option-screening", "body": { "type": "json", "data": "{}" } }, "docs": "Returns all the option identifiers based on the conditions provided as input in the request. Conditions are as follows and will follow \"AND\" logic if more than one condition is applied and allows up to **three conditions** using AND Logic.If a condition is used the accompanying value MUST be used - \n|conditions|description|\n|||\n|P_OPT_UNDERLYING_SECURITY_E|Underlying Security Equal To|\n|P_OPT_STRIKE_PRICE_E|Strike Price Equal To|\n|P_OPT_EXP_DATEN_E|Expiration Date (YYYYMMDD) Equal To|\n|P_OPT_VOL" }, { "info": { "name": "Factset Returns all the profile information for the list of identifiers as of a specific date", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-options/v1/snapshot", "body": { "type": "json", "data": "{}" } }, "docs": "Returns all the profile information for the list of identifiers for a specific date. The data includes - \n* Expiration Date\n* Greek - Delta\n* Implied Volatility\n* Price \n* Style\n* Type\n* Underlying Security\n* Underlying Security Price\n* Open Interest\n* Name\n\n *Currently only OPRA Exchange is supported with exchange ISO \"USA\"*\n" }, { "info": { "name": "Factset Returns basic reference details for the options such as currency, exchange, symbols, flags and more", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-options/v1/references", "body": { "type": "json", "data": "{}" } }, "docs": "Returns basic reference details for the options. Data items include - \n* Name\n* Exchange\n* Call or Put Flag\n* Call or Put Pair Symbol\n* Other symbols such as OPRA17 and OCC21\n* Currency\n* Underlying Security Symbols\n* Expiration Month, Dates, and Frequency\n\n*For details or definitions of all available response fields visit the associated schema.*\n\n *Currently only OPRA Exchange is supported with exchange ISO \"USA\"*\n" }, { "info": { "name": "Factset Returns option security dates such as expiration and trade.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-options/v1/dates", "body": { "type": "json", "data": "{}" } }, "docs": "Returns all relevant dates such as for the specified Option identifier. Data Items include - \n* Expiration Date\n* First Dates for Ask, Bid, Settlement, and Trade\n* Last Dates for Ask, Bid, Settlement, and Trade\n\n *Currently only OPRA Exchange is supported with exchange ISO \"USA\"*\n" }, { "info": { "name": "Factset Returns the pricing related information for the specified option identifier", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-options/v1/prices", "body": { "type": "json", "data": "{}" } }, "docs": "Returns the pricing related information for the specified option identifier. Items include - \n* Ask\n* Bid\n* Mid\n* Mid Bid Ask\n* Settlement\n* Last Price Type (Settlement or MidBidAsk)\n* Last Price\n* Strike Price\n* Underlying Security Price\n* 52 Week High/Low\n* Open, High, Low for day. Note securities must be trading for day requested.\n\n *Currently only OPRA Exchange is supported with exchange ISO \"USA\"*\n" }, { "info": { "name": "Factset Returns the aggregate volume and open interest for the list of the options under the specified security identifier", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-options/v1/underlying-volume", "body": { "type": "json", "data": "{}" } }, "docs": "Return the Volume and Open Interest details for list of the options for the specified underlying security identifier. The data is aggregated for all options contracts associated to the underlying id, or specified in the request only the contracts listed on a specific exchange. Data Includes - \n* Put Call Ratio \n* Total Put Volume & Open Interest\n* Total Call Volume & Open Interest\n* Total Put & Call Volume & Open Interest\n\n *Currently only OPRA Exchange is supported with exchange ISO \"USA\"*\n" }, { "info": { "name": "Factset Returns the volume details for the specified option identifier", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-options/v1/volume", "body": { "type": "json", "data": "{}" } }, "docs": "Returns the volume details for the specified option identifier for a specified exchange. Data items include - \n* Open Interest\n* Volume\n\n *Currently only OPRA Exchange is supported with exchange ISO \"USA\"*\n" }, { "info": { "name": "Factset Returns all the Greeks details for the specified option identifier", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-options/v1/greeks", "body": { "type": "json", "data": "{}" } }, "docs": "Returns all the greeks details for the specified option identifier. Greeks provide quantifiable factors for measuring the option's price sensativity. Greeks include -\n\n|Greek|Description|\n|||\n|Delta| The ratio comparing the change in the price of the underlying asset to the corresponding change in the price of a derivative. Sometimes referred to as the \"hedge ratio\". For example, with respect to call options, a delta of 0.7 means that for every $1 the underlying stock increases, the call option " }, { "info": { "name": "Factset Returns the implied volatility information for the specified option identifier", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-options/v1/implied-volatility", "body": { "type": "json", "data": "{}" } }, "docs": "Returns the Implied Volatility for the specified option across European and American contracts. For more details regarding Implied Volatility calculations visit - [OA 14932](https://my.apps.factset.com/oa/pages/14932)\n\n*Currently the following exchanges are not supported for API use cases - CME, CMEE, CBT, CBTE, NYM, NYME*\n" }, { "info": { "name": "Factset Returns the at-the-money (ATM) implied volatility details for the specified underlying security identifier", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-options/v1/atm-implied-volatility", "body": { "type": "json", "data": "{}" } }, "docs": "Returns weighted average of the implied volatilities from the options listed for a specified security identifier. \n\nThere are three different methods available for calculating at-the-money implied volatility (ATM IV), which gives a weighted average of the implied volatilities from the options listed on a given stock. They are ATM IV (Filtered), ATM IV (Filtered with Smoothing), and ATM IV (Market). Each of these ATM IV calculations is available for just the calls on a given stock, just the puts," } ] } ], "bundled": true }