Factset Factset Options API

openapi: 3.2.0
info:
  title: Factset Options API
  version: 1.0.0
  description: 'The Option Prices database provides pricing data such as mid bid-ask price, reference data (e.g., strike price), and risk measures (e.g., Greeks and implied volatility). Visit [Options Overview OA Page # 14925](https://my.apps.factset.com/oa/pages/14925) for details on database coverage. U.S. exchange-traded option bid and ask quotes are continuously updated throughout the day even when no trades have occurred on the option (zero volume). The end-of-day closing bid and ask quotes are always in line with the underlying closing price.


    **Note**

    * Currently in Beta only **OPRA** exchanges are supported.

    '
  contact:
    name: FactSet Research Systems
    email: api@factset.com
servers:
- url: https://api.factset.com/content
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:
    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
          - 'null'
          format: double
          example: 61.744664
          x-fds-fql-formula: P_OPT_IMPV
        date:
          description: The date the data is as of in YYYY-MM-DD format.
          type:
          - string
          - 'null'
          format: date
          example: '2021-05-07'
        fsymId:
          description: FactSet's Option Symbol. For more detail, visit [OA 12636](https://my.apps.factset.com/oa/pages/12636#options)
          type:
          - string
          - 'null'
          example: TSLA.US#CD33M
          x-fds-fql-formula: P_OPT_SYMBOL('FOS')
        requestId:
          description: The requested identifier submitted in the query.
          type: string
          example: TSLA.US#CD33M-USA
    optionScreening:
      title: optionScreening
      type: object
      properties:
        optionId:
          type:
          - string
          - 'null'
          description: The option identifier
          example: AAPL.US#C0185
          x-fds-fql-formula: P_OPT_SCREENING
      description: Option Screening response fields
    greeksResponse:
      title: greeksResponse
      type: object
      properties:
        data:
          type: array
          items:
            $ref: '#/components/schemas/greeks'
      description: Greeks Response Object
    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
    errorResponse:
      type: object
      title: Error Response
      properties:
        status:
          description: status
          type: string
          example: Bad Request
        timestamp:
          description: timestamp in YYYY-MM-DD HH:MM:SS.SSS
          type: string
          example: '2019-11-01 11:09:41.918'
          format: date-time
        path:
          description: The Endpoint path {package}/version/{endpoint}
          type: string
          example: /factset-funds/v1/superRegion
        message:
          description: The plain text error message
          type: string
          example: Validation Error
        subErrors:
          description: subErrors related to the error message. Null if not applicable.
          type: object
          properties:
            object:
              description: the operation ID
              type: string
            field:
              description: Parameter Field Name
              type: string
            message:
              description: Error message
              type: string
            rejectedValue:
              description: Rejected Values in an Array
              type: array
              items:
                type: string
    optionsReferences:
      title: optionsReferences
      type: object
      description: Options Reference 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
          - 'null'
          example: TSLA.US#C00LP
          x-fds-fql-formula: P_OPT_SYMBOL('FOS')
        adjustedFlag:
          description: Indicates whether or not a given option contract is adjusted for corporate actions in Y/N format.
          type:
          - string
          - 'null'
          example: N
          x-fds-fql-formula: P_OPT_ISADJUSTED
        callPutFlag:
          description: Returns a 0 if the option is a call, returns a 1 if the option is a put.
          type:
          - integer
          - 'null'
          example: 0
          x-fds-fql-formula: P_OPT_CALL_OR_PUT
        callPutPairSymbol:
          description: Returns the corresponding put symbol given a call symbol; and vice-versa.
          type:
          - string
          - 'null'
          example: TSLA.US#PGGVL
          x-fds-fql-formula: P_OPT_PC_PAIRS
        contractSize:
          description: The Option Contract Size
          type:
          - integer
          - 'null'
          example: 100
          x-fds-fql-formula: P_OPT_CONTRACT_SIZE
        currency:
          description: Option Currency in ISO3 format.
          type:
          - string
          - 'null'
          example: USD
          x-fds-fql-formula: P_OPT_CURRENCY
        exchange:
          description: Option Exchange ISO. Visit [OA 14925](https://my.apps.factset.com/oa/pages/14925) for a list of Exchange ISOs.
          type:
          - string
          - 'null'
          example: USA
          x-fds-fql-formula: P_OPT_EXCHANGE
        expirationDate:
          description: The date on which an options contract is no longer valid and, therefore, ceases to exist, in YYYY-MM-DD format
          type:
          - string
          - 'null'
          format: date
          example: '2021-09-17'
          x-fds-fql-formula: P_OPT_EXP_DATEN
        expirationFrequency:
          description: Returns the corresponding expiration frequency for a given option symbol. If an option has more than four expiration months, then a Long-term Equity Anticipation Security (LEAPS) indicator will be returned.
          type:
          - string
          - 'null'
          example: LEAPS
          x-fds-fql-formula: P_OPT_EXP_FREQ
        expirationMonth:
          description: Option Expiration month in MMM format.
          type:
          - string
          - 'null'
          example: SEP
          x-fds-fql-formula: P_OPT_EXP_MONTH
        lepoFlag:
          description: Indicates whether or not a given options contract is a Low Exercise Price Option "LEPO" (0/1). This is unique to European Options (e.g. ASX exchange).
          type:
          - integer
          - 'null'
          example: null
          x-fds-fql-formula: P_OPT_IS_LEPO
        name:
          description: Option Descriptive Security Name
          type:
          - string
          - 'null'
          example: Tesla Inc Call SEP21 190.00 (LEAPs)
          x-fds-fql-formula: P_OPT_SECURITY_NAME
        occ21Symbol:
          description: 'Options Clearing Corporation OSI Series Key This option symbol has up to 21 alphanumeric characters (excluding -ISO and # sign) and uses the following syntax- (Underlying Symbol + # + Expiration Year + Expiration Month + Expiration Day + Call/Put Indicator + Five-Digit Strike Dollar + Three-Digit Strike Decimal + - + ISO)

            '
          type:
          - string
          - 'null'
          example: TSLA#210917C00190000
          x-fds-fql-formula: P_OPT_SYMBOL("OCC21")
        opra17Symbol:
          description: 'Options Price Reporting Authority''s OSI Series Key. This option symbol has up to 17 alphanumeric characters (excluding the -ISO and #) and uses the following syntax - (Underlying Symbol + # + Call/Put Expiration Month Code + Expiration Day + Expiration Year + Decimal Indicator + Strike Price + - + ISO)

            '
          type:
          - string
          - 'null'
          example: TSLA#I1721C190000
          x-fds-fql-formula: P_OPT_SYMBOL("OPRA17")
        rootTicker:
          description: The Root Ticker for the underlying security.
          type:
          - string
          - 'null'
          example: TSLA
          x-fds-fql-formula: P_OPT_ROOT_SYMBOL
        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 '06. 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.\n\nNote that the name of this option style has nothing to do with the geographic location.\n"
          type:
          - integer
          - 'null'
          example: 0
          x-fds-fql-formula: P_OPT_STYLE
        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
          - 'null'
          example: 1
          x-fds-fql-formula: P_OPT_OPTION_TYPE
        underlyingFsymSecurityId:
          description: Underlying FactSet Security Permanent Identifier in XXXXXX-S format.
          type:
          - string
          - 'null'
          example: WWDPYB-S
        date:
          description: The date the data is as of in YYYY-MM-DD format.
          type:
          - string
          - 'null'
          format: date
          example: '2021-05-07'
        settlementMethod:
          description: 'The contract settlement method. Possible values are -

            |method|description|

            |||

            |C|Cash|

            |P|Physical|

            |NA|Not Covered|

            '
          type:
          - string
          - 'null'
          example: null
        requestId:
          description: The requested identifier submitted in the query.
          type: string
          example: TSLA.US#C00LP
    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
          - 'null'
          example: TSLA.US#CD33M-USA
          x-fds-fql-formula: P_OPT_SYMBOL
        date:
          description: The date the data is as of in YYYY-MM-DD
          type:
          - string
          - 'null'
          format: date
          example: '2021-04-13'
          x-fds-fql-formula: P_DATE
        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
          - 'null'
          format: double
          example: 0.77158491
          x-fds-fql-formula: P_OPT_DELTA
        expirationDate:
          description: The expiration date of the option contract in YYYY-MM-DD format
          type:
          - string
          - 'null'
          format: date
          example: '2021-12-17'
          x-fds-fql-formula: P_OPT_EXP_DATEN
        impliedVolatility:
          description: 'The implied volatility for the option identifier. Visit [OA 14932](https://my.apps.factset.com/oa/pages/14932)

            '
          type:
          - number
          - '

# --- truncated at 32 KB (75 KB total) ---
# Full source: https://raw.githubusercontent.com/api-evangelist/factset/refs/heads/main/openapi/factset-factset-options-api-openapi.yml