Factset Factset Options API

openapi: 3.0.3
info:
  title: Factset Analytics Datastore About Factset Options API
  description: Allow clients to fetch precalculated Analytics through predeterministic URLs.
  contact:
    name: FactSet Research Systems
    url: https://developer.factset.com/contact
    email: api@factset.com
  license:
    name: Apache License, Version 2.0
    url: https://www.apache.org/licenses/LICENSE-2.0
  version: 1.0.0
servers:
- url: https://api.factset.com
  description: Production
- url: https://api-sandbox.factset.com
  description: Sandbox
security:
- basicAuth: []
tags:
- name: Factset Options
paths:
  /factset-options/v1/chains:
    post:
      tags:
      - Factset Options
      summary: Factset Returns all the underlying option identifiers for the specified underlying Security identifier
      operationId: getOptionsChainsForList
      description: "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"
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/chainsRequest'
        description: Options Chains Request Object
      responses:
        '200':
          description: Options Chain Response Object
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/chainsResponse'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '415':
          $ref: '#/components/responses/415'
        '500':
          $ref: '#/components/responses/500'
  /factset-options/v1/option-screening:
    post:
      tags:
      - Factset Options
      summary: Factset Returns all the option identifiers based on the conditions provided as input in the request
      description: "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_VOLUME_G|Volume Greater Than|\n|P_OPT_VOLUME_GE|Volume Greater Than or Equal To|\n|P_OPT_VOLUME_L|Volume Less Than|\n|P_OPT_VOLUME_LE|Volume Less Than or Equal To|\n|P_OPT_VOLUME_E|Volume Equal To|\n|P_OPT_OPTION_TYPE_E|Option Type (1= Equity, 2=Index)|\n|P_OPT_CALL_OR_PUT_E|Call or Put (0=Call, 1=Put)|\n\n  *Currently only OPRA Exchange is supported with exchange ISO \"USA\"*\n"
      operationId: getOptionsScreeningForList
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/optionScreeningRequest'
        description: "Option Screening Request. Example request asks for Put Options where Underlying Security is AAPL and Volume is greater than 0 as of 2021-03-31. \n"
      responses:
        '200':
          description: Option Screening Response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/optionScreeningResponse'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '415':
          $ref: '#/components/responses/415'
        '500':
          $ref: '#/components/responses/500'
  /factset-options/v1/snapshot:
    post:
      tags:
      - Factset Options
      summary: Factset Returns all the profile information for the list of identifiers as of a specific date
      operationId: getOptionsSnapshotForList
      description: "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"
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/snapshotRequest'
        description: Snapshot Request Object
      responses:
        '200':
          description: Snapshot Response Object
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/snapshotResponse'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '415':
          $ref: '#/components/responses/415'
        '500':
          $ref: '#/components/responses/500'
  /factset-options/v1/references:
    post:
      tags:
      - Factset Options
      summary: Factset Returns basic reference details for the options such as currency, exchange, symbols, flags and more
      description: "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"
      operationId: getOptionsReferencesForList
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/optionsReferencesRequest'
        description: Options Reference Request Body
      responses:
        '200':
          description: Options Reference Response Object
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/optionsReferencesResponse'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '415':
          $ref: '#/components/responses/415'
        '500':
          $ref: '#/components/responses/500'
  /factset-options/v1/dates:
    post:
      tags:
      - Factset Options
      summary: Factset Returns option security dates such as expiration and trade.
      description: "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"
      operationId: getOptionsDatesForList
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/optionsDatesRequest'
      responses:
        '200':
          description: Options Dates Response Object
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/optionsDatesResponse'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '415':
          $ref: '#/components/responses/415'
        '500':
          $ref: '#/components/responses/500'
  /factset-options/v1/prices:
    post:
      tags:
      - Factset Options
      summary: Factset Returns the pricing related information for the specified option identifier
      operationId: getOptionsPricesForList
      description: "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"
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/optionsPricesRequest'
        description: Options Prices Request Body
      responses:
        '200':
          description: Options Prices Response Object
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/optionsPricesResponse'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '415':
          $ref: '#/components/responses/415'
        '500':
          $ref: '#/components/responses/500'
  /factset-options/v1/underlying-volume:
    post:
      tags:
      - Factset Options
      summary: Factset Returns the aggregate volume and open interest for the list of the options under the specified security identifier
      operationId: getUnderlyingVolumeForList
      description: "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"
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/underlyingVolumeRequest'
        description: Underlying Volume Request Body
      responses:
        '200':
          description: Underlying Volume and Open Interest Response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/underlyingVolumeResponse'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '415':
          $ref: '#/components/responses/415'
        '500':
          $ref: '#/components/responses/500'
  /factset-options/v1/volume:
    post:
      tags:
      - Factset Options
      summary: Factset Returns the volume details for the specified option identifier
      description: "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"
      operationId: getOptionsVolumeForList
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/optionsVolumeRequest'
        description: Volume Request Object
      responses:
        '200':
          description: Volume Response Object
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/optionsVolumeResponse'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '415':
          $ref: '#/components/responses/415'
        '500':
          $ref: '#/components/responses/500'
  /factset-options/v1/greeks:
    post:
      tags:
      - Factset Options
      summary: Factset Returns all the Greeks details for the specified option identifier
      operationId: getOptionsGreeksForList
      description: "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 will increase by $0.70. Put option deltas, on the other hand, will be negative, because as the underlying security increases, the value of the option will decrease. So a put option with a delta of -0.7 will decrease by $0.70 for every $1 the underlying increases in price. As an in-the-money call option nears expiration, it will approach a delta of 1.00, and as an in-the-money put option nears expiration, it will approach a delta of -1.00.|\n|Gamma| The rate of change for delta with respect to the underlying asset's price. Mathematically, gamma is the first derivative of delta and is used when trying to gauge the price of an option relative to the amount it is in or out of the money. When the option being measured is deep in or out of the money, gamma is small. When the option is near the money, gamma is largest.|\n|Rho|The rate at which the price of a derivative changes relative to a change in the risk-free rate of interest. Rho measures the sensitivity of an option or options portfolio to a change in interest rate.|\n|Theta|A measure of the rate of decline in the value of an option due to the passage of time. Theta can also be referred to as the time decay on the value of an option. If everything is held constant, then the option will lose value as time moves closer to the maturity of the option. For example, if the strike price of an option is $1,150 and theta is 53.80, then in theory the value of the option will drop $53.80 per day. The measure of theta quantifies the risk that time imposes on options as options are only exercisable for a certain period of time.|\n|Vega|The amount that the price of an option changes compared to a 1% change in volatility. Vega changes when there are large price movements in the underlying asset and vega falls as the option gets closer to maturity. Vega can change even if there is no change in the price of the underlying asset, this would happen if there is a change in expected volatility. For example, if the vega of an option is -96.94 and if implied volatility were to rise by 1% then the option value would fall by $96.94.|\n\nNote\n  * Each step in the binomial model represents a change in time, therefore, point estimates of the Greeks can be calculated for American options. The following can be used to calculate the Greeks for the Binomial Option Pricing Model (BOPM) pricing model, using the notation fstep,node so f1,1 represents the option price at the first step, top node (nodes are counted at each step starting with 0 at the bottom. See [Constructing the Tree](https://my.apps.factset.com/oa/pages/17735#tree) for more information).\n  \nFor more detials on calculation methodologies, visit [OA 14933](https://my.apps.factset.com/oa/pages/14933). \n\n  *Currently only OPRA Exchange is supported with exchange ISO \"USA\"*\n"
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/greeksRequest'
        description: Greeks Request Object
      responses:
        '200':
          description: Options Greeks Response Object
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/greeksResponse'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '415':
          $ref: '#/components/responses/415'
        '500':
          $ref: '#/components/responses/500'
  /factset-options/v1/implied-volatility:
    post:
      tags:
      - Factset Options
      summary: Factset Returns the implied volatility information for the specified option identifier
      description: '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)


        *Currently the following exchanges are not supported for API use cases - CME, CMEE, CBT, CBTE, NYM, NYME*

        '
      operationId: getOptionsVolatilityForList
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/impliedVolatilityRequest'
        description: Volatility Request Object
      responses:
        '200':
          description: Volatility Response Object
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/impliedVolatilityResponse'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '415':
          $ref: '#/components/responses/415'
        '500':
          $ref: '#/components/responses/500'
  /factset-options/v1/atm-implied-volatility:
    post:
      tags:
      - Factset Options
      summary: Factset Returns the at-the-money (ATM) implied volatility details for the specified underlying security identifier
      operationId: getOptionsATMImpliedVolatilityForList
      description: "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, or the composite of both the calls and puts.\nThis at-the-money implied volatility market can calculated for different periods -\n* One Month\n* Two Months\n* Three Months\n* Four Months\n* Five Months\n* Six Months\n\n*For more details regarding ATM Volatility calculations, visit [OA 16276](https://my.apps.factset.com/oa/pages/16276)*\n\n  *Currently only OPRA Exchange traded options are supported*\n"
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/atmImpliedVolatilityRequest'
      responses:
        '200':
          description: ATM Implied Volatility Response Object
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/atmImpliedVolatilityResponse'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '415':
          $ref: '#/components/responses/415'
        '500':
          $ref: '#/components/responses/500'
components:
  schemas:
    chains:
      title: chains
      type: object
      properties:
        fsymId:
          description: FactSet's Security Permanent Identifier in XXXXXX-S format for the underlying security requested.
          type: string
          example: WWDPYB-S
          x-fds-fql-formula: FSYM_SECURITY_PERM_ID
          nullable: true
        optionId:
          description: The option id, in the format requested via `idType` parameter.
          type: string
          example: TSLA.US#C00LP
          x-fds-fql-formula: P_OPT_SYMBOL
          nullable: true
        idType:
          description: The type of id requested in the query. This is a straight pass-through value.
          type: string
          example: FOS
          x-fds-fql-formula: NOT APPLICABLE - PASSTHROUGH
          nullable: true
        date:
          description: The date the data is as of in YYYY-MM-DD format.
          type: string
          format: date
          example: '2021-05-07'
          x-fds-fql-formula: P_DATE
          nullable: true
        requestId:
          description: The inputed value for the id parameter.
          type: string
          example: TSLA
    underlyingIds:
      title: underlyingIds
      type: array
      description: "Underlying Security Identifier of which can be used to return respective options chain. Only **one** security id is permitted per request. \n"
      items:
        type: string
      minItems: 1
      maxItems: 1
      example:
      - TSLA-US
    snapshot:
      title: snapshot
      type: object
      description: Snapshot Response fields
      properties:
        fsymId:
          description: FactSet's Option Symbol. For more detail, visit [OA 12636](https://my.apps.factset.com/oa/pages/12636#options)
          type: string
          example: TSLA.US#CD33M-USA
          x-fds-fql-formula: P_OPT_SYMBOL
          nullable: true
        date:
          description: The date the data is as of in YYYY-MM-DD
          type: string
          format: date
          example: '2021-04-13'
          x-fds-fql-formula: P_DATE
          nullable: true
        delta:
          description: '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 will increase by $0.70. Put option deltas, on the other hand, will be negative, because as the underlying security increases, the value of the option will decrease. So a put option with a delta of -0.7 will decrease by $0.70 for every $1 the underlying increases in price. As an in-the-money call option nears expiration, it will approach a delta of 1.00, and as an in-the-money put option nears expiration, it will approach a delta of -1.00.

            '
          type: number
          format: double
          example: 0.77158491
          x-fds-fql-formula: P_OPT_DELTA
          nullable: true
        expirationDate:
          description: The expiration date of the option contract in YYYY-MM-DD format
          type: string
          format: date
          example: '2021-12-17'
          x-fds-fql-formula: P_OPT_EXP_DATEN
          nullable: true
        impliedVolatility:
          description: 'The implied volatility for the option identifier. Visit [OA 14932](https://my.apps.factset.com/oa/pages/14932)

            '
          type: number
          format: double
          example: 66.226879
          x-fds-fql-formula: P_OPT_IMPV
          nullable: true
        name:
          description: The name of the option security.
          type: string
          example: Tesla Inc Call DEC21 590.00
          x-fds-fql-formula: P_OPT_SECURITY_NAME
          nullable: true
        openInterest:
          description: The total number of options and/or futures contracts that are not closed or delivered on a particular day.
          type: integer
          example: 92
          x-fds-fql-formula: P_OPT_OPEN_INTEREST
          nullable: true
        price:
          description: 'The calculated price quote, based on the calculated status. For US Options - Returns "Ask Price" if calc status==20, otherwise returns "Mid Bid/Ask Price". For International Options - Returns "Settlement Price".

            '
          type: number
          format: double
          example: 247.425
          x-fds-fql-formula: P_OPT_CALC_QUOTE
          nullable: true
        requestId:
          description: The input value for the id parameter.
          type: string
          example: TSLA.US#CD33M-USA
        style:
          description: "Returns the style of the option id requested, where - \n\n|style|description|\n|||\n|0|American|\n|1|European|\n\nAn American style option can be exercised anytime during its life. The majority of exchange-traded options are American. \n\nSince investors have the freedom to exercise their American options at any point during the life of the contract, they are more valuable than European options which can only be exercised at maturity. \n\nConsider this example- If you bought a Ford March Call option expiring in March of 2006, in March 2005 you would have the right to exercise the call option at anytime up until its expiration date. Had the Ford option been a European option, you could only exercise the option at the expiry date in March 2006. During the year, the share price could have been most optimal for exercise in December of 2005, but you would have to wait to exercise your option until March 2006, where it could be out of the money and virtually worthless. The name of this option style has nothing to do with the geographic location.\n"
          type: integer
          example: 0
          x-fds-fql-formula: P_OPT_STYLE
          nullable: true
        type:
          description: "The option type code, where \n|code|description|\n|||\n|0|Equity Option|\n|2|Index Option|\n|99|Option on an ETF|\n|60|Option on a Future|\n|19|Option on a Spot FX Rate|\n"
          type: integer
          example: 1
          x-fds-fql-formula: P_OPT_OPTION_TYPE
          nullable: true
        underlyingFsymSecurityId:
          description: 'The Symbol of the security that must be delivered when a derivative contract, such as a put or call option, is exercised. This is represented in FactSet''s Permanent Security Identifier format (XXXXXX-S).

            '
          type: string
          example: WWDPYB-S
          x-fds-fql-formula: P_OPT_UNDERLYING_SECURITY
          nullable: true
        underlyingPrice:
          description: 'The price of the underyling security as of the date requested.

            '
          type: number
          format: double
          example: 762.32
          x-fds-fql-formula: P_OPT_UNDERLYING_PRICE
          nullable: true
    atmImpliedVolatilityResponse:
      title: atmImpliedVolatilityResponse
      type: object
      properties:
        data:
          type: array
          items:
            $ref: '#/components/schemas/atmImpliedVolatility'
    atmImpliedVolatilityRequest:
      title: atmImpliedVolatilityRequest
      type: object
      description: At-the-Money Implied Volatility Request Object
      properties:
        ids:
          $ref: '#/components/schemas/underlyingIds'
        startDate:
          $ref: '#/components/schemas/startDate'
        endDate:
          $ref: '#/components/schemas/endDate'
        frequency:
          $ref: '#/components/schemas/frequency'
        exchange:
          $ref: '#/components/schemas/exchange'
        period:
          $ref: '#/components/schemas/period'
      required:
      - ids
    underlyingVolumeRequest:
      title: underlyingVolumeRequest
      type: object
      description: Underlying Volume Request Object
      properties:
        ids:
          $ref: '#/components/schemas/underlyingIds'
        startDate:
          $ref: '#/components/schemas/startDate'
        endDate:
          $ref: '#/components/schemas/endDate'
        frequency:
          $ref: '#/components/schemas/frequency'
        exchange:
          $ref: '#/components/schemas/exchange'
      required:
      - ids
    optionsPricesRequest:
      title: optionsPricesRequest
      type: object
      properties:
        ids:
          $ref: '#/components/schemas/optionIds'
        startDate:
          $ref: '#/components/schemas/startDate'
        endDate:
          $ref: '#/components/schemas/endDate'
        frequency:
          $ref: '#/components/schemas/frequency'
        currency:
          $ref: '#/components/schemas/currency'
        calendar:
          $ref: '#/components/schemas/calendar'
      required:
      - ids
    optionsReferencesRequest:
      type: object
      properties:
        ids:
          $ref: '#/components/schemas/optionIds'
      required:
      - ids
    optionIds:
      title: optionIds
      type: array
      description: 'Option Security Identifier. For more details visit [OA 12636 - Options Identifiers](https://my.apps.factset.com/oa/pages/12636#options)

        '
      items:
        type: string
      minItems: 1
      maxItems: 1000
      example:
      - TSLA.US#CD33M-USA
    optionsPricesResponse:
      title: optionsPricesResponse
      type: object
      description: Options Prices Response
      properties:
        data:
          type: array
          items:
            $ref: '#/components/schemas/optionsPrices'
    impliedVolatility:
      title: volatility
      type: object
      description: Volatility Response fields
      properties:
        impliedVolatility:
          description: 'The estimated volatility of a security''s price

            * In general, implied volatility increases when the market is bearish and decreases when the market is bullish. This is due to the common belief that bearish markets are more risky than bullish markets.


            * In addition to known factors such as market price, interest rate, expiration date, and strike price, implied volatility is used in calculating an option''s premium.


            * Barone-Adesi model used for American Style options and Black-Scholes model for European Style options.

            '
          type: number
          format: double
          example: 61.744664
          x-fds-fql-formula: P_OPT_IMPV
          nullable: true
        date:
          description: The date the data is as of in YYYY-MM-DD format.
          type: string
          format: date
          example: '2021-05-07'
          nullable: true
        fsymId:
          description: FactSet's Option Symbol. For more detail, visit [OA 12636](https://my.apps.factset.com/oa/pages/12636#options)
          type: string
          example: TSLA.US#CD33M
          x-fds-fql-formula: P_OPT_SYMBOL('FOS')
          nullable: true
        requestId:
          description: The requested identifier submitted in the query.
          type: string
          example: TSLA.US#CD33M-USA
    calendar:
      type: string
      enum:
      - FIVEDAY
      - SEVENDAY
      - LOCAL
      default: FIVEDAY
      description: Calendar of data returned. SEVENDAY includes weekends. LOCAL calendar will default to the securities' trading calendar which excludes date records for respective holiday periods.
      example: FIVEDAY
    greeksRequest:
      title: greeksRequest
      type: object
      description: Options greeks request
      properties:
        ids:
          $ref: '#/components/schemas/optionIds'
        startDate:
          $ref: '#/components/schemas/startDate'
        endDate:
          $ref: '#/components/schemas/endDate'
        frequency:
          $ref: '#/components/schemas/frequency'
        priceType:
          $ref: '#/components/schemas/priceType'
        calendar:
          $ref: '#/components/schemas/calendar'
      required:
      - ids
    endDate:
      title: endDate
      type: string
      description: The end date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint.
      example: '2021-05-03'
    snapshotResponse:
      title: snapshotResponse
      type: object
      properties:
        data:
          type: array
          items:
            $ref: '#/components/schemas/snapshot'
    greeksResponse:
      title: greeksResponse
      type: object
      properties:
        data:
          type: array
          items:
            $ref: '#/components/schemas/greeks'
      description: Greeks Response Object
    chainsResponse:
      title: chainsResponse
      type: object
      properties:
        data:
          type: array
          items:
            $ref: '#/components/schemas/chains'
    optionsVolume:
      title: optionsVolume
      type: object
      description: Options Volume Response Object
      properties:
        fsymId:
          description: FactSet's Option Symbol. For more detail, visit [OA 12636](https://my.apps.factset.com/oa/pages/12636#options)
          type: string
          example: TSLA.US#PYG8L
          x-fds-fql-formula: P_OPT_SYMBOL('FOS')
          nullable: true
        date:
  

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