Object: ggOption

Overview

The ggOption object contains detailed data for a specific options contract at 1-minute and 5-minute intervals. This object provides access to complete pricing information, Greeks, and other market metrics for individual option contracts.

Data Structure

Each ggOption object represents a single options contract with its associated time-series data. The object includes comprehensive option details such as:

Contract identifiers
Pricing information
Greek values
Volume and open interest
Strike price and expiration information

Schema

JSON Schema

{
  "$schema": "http://json-schema.org/draft-07/schema#",
  "title": "StockOptionsProfile",
  "description": "Describes stock options, including historical data organized by timestamps.",
  "type": "object",
  "properties": {
    "symbol": {
      "description": "Underlying stock's ticker symbol.",
      "type": "string"
    },
    "optionType": {
      "description": "Type of the option (call or put).",
      "type": "string",
      "enum": ["call", "put"]
    },
    "strikePrice": {
      "description": "Strike price of the option.",
      "type": "number"
    },
    "expirationDate": {
      "description": "Expiration date of the option.",
      "type": "string",
      "format": "date"
    },
    "historicalData": {
      "description": "Dictionary of historical data for the option, keyed by timestamps.",
      "type": "object",
      "additionalProperties": {
        "type": "object",
        "properties": {
          "oneMinute": {
            "description": "1-minute candle data.",
            "type": "object",
            "properties": {
              "open": { "type": "number" },
              "high": { "type": "number" },
              "low": { "type": "number" },
              "close": { "type": "number" },
              "volume": { "type": "integer", "minimum": 0 }
            },
            "required": ["open", "high", "low", "close", "volume"]
          },
          "fiveMinute": {
            "description": "Optional 5-minute candle data.",
            "type": "object",
            "properties": {
              "open": { "type": "number" },
              "high": { "type": "number" },
              "low": { "type": "number" },
              "close": { "type": "number" },
              "volume": { "type": "integer", "minimum": 0 }
            },
            "required": ["open", "high", "low", "close", "volume"]
          }
        },
        "required": ["oneMinute"]
      }
    }
  },
  "required": ["symbol", "optionType", "strikePrice", "expirationDate", "historicalData"]
}

YANG Schema

module stock-options-profile {
  namespace "http://example.com/stock-options-profile";
  prefix sop;

  organization "Example Organization";
  description "Describes the options for a stock, including historical data keyed by timestamps.";

  container stockOptionsProfile {
    leaf symbol {
      type string;
      description "Underlying stock's ticker symbol.";
    }

    leaf optionType {
      type enumeration {
        enum call {
          description "Call option.";
        }
        enum put {
          description "Put option.";
        }
      }
      description "Type of the option (call or put).";
    }

    leaf strikePrice {
      type decimal64 {
        fraction-digits 2;
      }
      description "Strike price of the option.";
    }

    leaf expirationDate {
      type string;
      description "Expiration date of the option.";
    }

    container historicalData {
      description "Dictionary of historical data for the option, keyed by timestamps.";

      list candleData {
        key "timestamp";
        leaf timestamp {
          type string;
          description "Timestamp marking the beginning of the historical data point.";
        }

        container oneMinute {
          description "1-minute candle data.";
          leaf open {
            type decimal64 {
              fraction-digits 2;
            }
          }
          leaf high {
            type decimal64 {
              fraction-digits 2;
            }
          }
          leaf low {
            type decimal64 {
              fraction-digits 2;
            }
          }
          leaf close {
            type decimal64 {
              fraction-digits 2;
            }
          }
          leaf volume {
            type uint64;
            description "Volume of options traded.";
          }
        }

        container fiveMinute {
          description "Optional 5-minute candle data.";
          leaf open {
            type decimal64 {
              fraction-digits 2;
            }
          }
          leaf high {
            type decimal64 {
              fraction-digits 2;
            }
          }
          leaf low {
            type decimal64 {
              fraction-digits 2;
            }
          }
          leaf close {
            type decimal64 {
              fraction-digits 2;
            }
          }
          leaf volume {
            type uint64;
            description "Volume of options traded.";
          }
        }
      }
    }
  }
}

Key Properties

The ggOption object includes the following key components:

Property	Description	Example
`putCall`	Type of option (PUT or CALL)	`"PUT"`
`symbol`	Option contract symbol	`"AAPL_031023P150"`
`description`	Human-readable option description	`"AAPL Mar 10 2023 150 Put (Weekly)"`
`strikePrice`	Option strike price	`150.0`
`expirationDate`	Unix timestamp of expiration date	`1678482000000`
`daysToExpiration`	Number of days until expiration	`3`
`bid`	Current bid price	`0.6`
`ask`	Current ask price	`0.6`
`last`	Price of last trade	`0.6`
`mark`	Current mark price	`0.6`
`delta`	Option delta value	`-0.206`
`gamma`	Option gamma value	`0.056`
`theta`	Option theta value	`-0.145`
`vega`	Option vega value	`0.05`
`rho`	Option rho value	`-0.004`
`openInterest`	Open interest for the contract	`32917`
`inTheMoney`	Indicates if option is in the money	`false`

Example Option Data (AAPL $150 Put)

{
  "putCall": "PUT",
  "symbol": "AAPL_031023P150",
  "description": "AAPL Mar 10 2023 150 Put (Weekly)",
  "exchangeName": "OPR",
  "bid": 0.6,
  "ask": 0.6,
  "last": 0.6,
  "mark": 0.6,
  "bidSize": 1,
  "askSize": 5,
  "bidAskSize": "1X5",
  "lastSize": 0,
  "highPrice": 0.62,
  "lowPrice": 0.6,
  "openPrice": 0.0,
  "closePrice": 0.6,
  "totalVolume": 42,
  "tradeDate": null,
  "tradeTimeInLong": 1678199401600,
  "quoteTimeInLong": 1678199403152,
  "netChange": 0.0,
  "volatility": 29.101,
  "delta": -0.206,
  "gamma": 0.056,
  "theta": -0.145,
  "vega": 0.05,
  "rho": -0.004,
  "openInterest": 32917,
  "timeValue": 0.6,
  "theoreticalOptionValue": 0.595,
  "theoreticalVolatility": 29.0,
  "strikePrice": 150.0,
  "expirationDate": 1678482000000,
  "daysToExpiration": 3,
  "expirationType": "S",
  "lastTradingDay": 1678496400000,
  "multiplier": 100.0,
  "inTheMoney": false
}

Option Symbol Format

The option symbol follows a standardized format that encodes key contract information:

UNDERLIER_MMDDYYC/PSTRIKE

Where:

UNDERLIER - The ticker symbol of the underlying asset (e.g., "AAPL")
MMDDYY - Expiration date in month/day/year format (e.g., "031023" for March 10, 2023)
C/P - Contract type, either "C" for call or "P" for put
STRIKE - Strike price of the option (e.g., "150" for $150.00)

Example: AAPL_031023P150 represents an Apple put option with a strike price of $150 expiring on March 10, 2023.

Accessing Data

Option data can be accessed using the epoch timestamp as an index:

# Access the current data for a specific option
current_epoch = goldengoose.get_current_epoch()
current_option_data = option[current_epoch]
 
# Access specific properties
current_price = current_option_data.mark
current_delta = current_option_data.delta

Usage Example

import goldengoose
 
# Get a specific Apple put option with $150 strike expiring March 10, 2023
aapl_put = goldengoose.options.get("AAPL_031023P150")
 
# Get current epoch
current_epoch = goldengoose.get_current_epoch()
 
# Access the current option data
current_data = aapl_put[current_epoch]
 
# Print pricing information
print(f"Current {current_data.description}")
print(f"Bid: ${current_data.bid}, Ask: ${current_data.ask}, Mark: ${current_data.mark}")
 
# Print the Greeks
print(f"Delta: {current_data.delta}")
print(f"Gamma: {current_data.gamma}")
print(f"Theta: {current_data.theta}")
print(f"Vega: {current_data.vega}")
print(f"Rho: {current_data.rho}")
 
# Check if option is in the money
if current_data.inTheMoney:
    print("Option is in the money")
else:
    print("Option is out of the money")

Notes

The expirationType field indicates the option type: "S" for weekly options, "R" for regular options
Greek values might appear as "NaN" when not available or calculable
The timeValue property shows the extrinsic value of the option
The theoreticalOptionValue represents the calculated fair value based on the model
The inTheMoney boolean indicates whether the option has intrinsic value

List Ggoptionchain