options-chain
ActiveTool of The Stall
declared in 4.82.0
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.
Parameters schema
{
"type": "object",
"$schema": "http://json-schema.org/draft-07/schema#",
"properties": {
"exp": {
"type": "string",
"description": "Filter to a specific expiration date YYYY-MM-DD. Omit to return the nearest max_expirations dates."
},
"type": {
"type": "string",
"description": "Filter by option type. Omit to return both calls and puts."
},
"ticker": {
"type": "string",
"description": "US equity or index ticker. Examples: AAPL, SPY, QQQ, TSLA, NVDA."
},
"near_atm_only": {
"type": "boolean",
"description": "If true, only return strikes within 20% of the current underlying price. Default false."
},
"max_expirations": {
"type": "integer",
"description": "Maximum number of expiration dates to include when no specific exp is set. Default 4, max 12."
}
},
"additionalProperties": false
}No endpoints wrapped at confidence ≥ 0.70.
Parent server
The Stall
1/7 registries