Polygon · Example Payload

Polygon Options Chain Snapshot Example

FinanceFintechMarket DataStocksOptionsForexCryptoIndicesFuturesWebSocketsReal-TimeHistoricalPublic APIs

Polygon Options Chain Snapshot Example is an example object payload from Polygon, with 2 top-level fields. It illustrates the shape of data this provider's APIs accept or return.

Top-level fields

requestresponse

Example Payload

{
  "request": {
    "method": "GET",
    "url": "https://api.polygon.io/v3/snapshot/options/AAPL?contract_type=call&expiration_date=2026-06-19&limit=3",
    "headers": {
      "Authorization": "Bearer YOUR_POLYGON_API_KEY"
    }
  },
  "response": {
    "status": "OK",
    "request_id": "9c3e2f01-polygon-options-chain-example",
    "results": [
      {
        "break_even_price": 198.45,
        "details": {
          "contract_type": "call",
          "exercise_style": "american",
          "expiration_date": "2026-06-19",
          "shares_per_contract": 100,
          "strike_price": 195,
          "ticker": "O:AAPL260619C00195000",
          "underlying_ticker": "AAPL"
        },
        "greeks": { "delta": 0.62, "gamma": 0.041, "theta": -0.083, "vega": 0.224 },
        "implied_volatility": 0.246,
        "open_interest": 38214
      },
      {
        "break_even_price": 203.10,
        "details": {
          "contract_type": "call",
          "exercise_style": "american",
          "expiration_date": "2026-06-19",
          "shares_per_contract": 100,
          "strike_price": 200,
          "ticker": "O:AAPL260619C00200000",
          "underlying_ticker": "AAPL"
        },
        "greeks": { "delta": 0.48, "gamma": 0.045, "theta": -0.091, "vega": 0.231 },
        "implied_volatility": 0.252,
        "open_interest": 52891
      },
      {
        "break_even_price": 207.85,
        "details": {
          "contract_type": "call",
          "exercise_style": "american",
          "expiration_date": "2026-06-19",
          "shares_per_contract": 100,
          "strike_price": 205,
          "ticker": "O:AAPL260619C00205000",
          "underlying_ticker": "AAPL"
        },
        "greeks": { "delta": 0.34, "gamma": 0.040, "theta": -0.082, "vega": 0.215 },
        "implied_volatility": 0.261,
        "open_interest": 41003
      }
    ]
  }
}

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