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Alpha Vantage / Alpha Vantage Options
Options Historical
Fetch historical options data for a stock symbol and date.
alphaVantageOptionsHistorical
Permissions
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Optional permissions
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Parameters
| Name | Type | Description | Required |
|---|---|---|---|
| symbol | mustache | Stock symbol (e.g. "IBM"). | Yes |
| date | mustache | Optional. Historical date in YYYY-MM-DD format. | No |
| datatype | mustache | Optional. Response datatype ("json" or "csv"). Defaults to json. | No |
Returns
| Name | Type | Description |
|---|---|---|
| symbol | string | Stock symbol. |
| date | string | Historical date when provided. |
| endpoint | string | Alpha Vantage endpoint name. |
| message | string | Status message. |
| data.contract_id | string | Option contract identifier. |
| data.symbol | string | Underlying symbol. |
| data.expiration | string | Expiration date. |
| data.strike | number | Strike price. |
| data.type | string | Option type (call or put). |
| data.last | number | Last traded price. |
| data.mark | number | Midpoint price. |
| data.bid | number | Bid price. |
| data.bid_size | number | Bid size. |
| data.ask | number | Ask price. |
| data.ask_size | number | Ask size. |
| data.volume | number | Trading volume. |
| data.open_interest | number | Open interest. |
| data.date | string | Quote date. |
| data.implied_volatility | number | Implied volatility. |
| data.delta | number | Delta. |
| data.gamma | number | Gamma. |
| data.theta | number | Theta. |
| data.vega | number | Vega. |
| data.rho | number | Rho. |
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