From Intrinio — Options Chain¶

Looking for a second source of option Greeks alongside Intrinio, or an alternative options chain API with dividend-aware, early-exercise-aware pricing? Lavender delivers independently computed Greeks through Intrinio's own wire format — no code changes required.

Already fetching option chains from Intrinio? Swap the host — your existing code works unchanged.

Beta compatibility

This compatibility layer has automated test coverage but has not yet been validated against live Intrinio API traffic. If you encounter any inconsistencies with Intrinio's wire format, please contact support@lavender-ts.com.

What Changes¶

Your current callWith Lavender

curl -H "Authorization: Bearer YOUR_INTRINIO_KEY" \
     "https://api-v2.intrinio.com/options/chain/AAPL/2026-12-18/realtime?show_stats=true"
#      ^^^^^^^^^^^^^^^^^^^^^^^^

curl "http://localhost:2112/options/chain/AAPL/2026-12-18/realtime?show_stats=true"
#     ^^^^^^^^^^^^^^^^^^

Swap the host. Your api_key parameter or auth header is accepted and ignored.

Try it in your browser¶

http://localhost:2112/options/chain/SPY/2026-12-18/realtime?format=html

Paste this into any browser to see Intrinio-format Greeks rendered as an HTML table. No code needed.

Same Response Format¶

The JSON you get back has the same chain array with nested option, price, and stats objects — just like Intrinio:

{
  "chain": [
    {
      "option": {
        "code": "AAPL261218C00230000",
        "ticker": "AAPL",
        "expiration": "2026-12-18",
        "expiration_time": "04:00 PM EST",
        "strike": 230.0,
        "type": "call"
      },
      "price": {
        "last": 0,
        "last_size": 0,
        "last_timestamp": "2026-03-14T14:30:45.123Z",
        "volume": 0,
        "bid": 0,
        "bid_size": 0,
        "bid_timestamp": "2026-03-14T14:30:45.123Z",
        "ask": 0,
        "ask_size": 0,
        "ask_timestamp": "2026-03-14T14:30:45.123Z",
        "open_interest": 0,
        "exercise_style": "A"
      },
      "stats": {
        "implied_volatility": 0.245,
        "delta": 0.5834,
        "gamma": 0.0198,
        "theta": -0.1425,
        "vega": 0.312,
        "underlying_price": 233.15
      }
    }
  ]
}

Market data fields are zeroed

The price object fields (last, bid, ask, volume, open_interest, etc.) are zeroed. The stats object contains Lavender's computed Greeks and implied volatility.

Endpoint¶

GET /options/chain/{symbol}/{expiration}/realtime

Both path parameters are required:

{symbol} — underlying ticker (e.g., AAPL), case-insensitive
{expiration} — expiration date (YYYY-MM-DD) or * for all expirations

Query Parameters¶

Parameter	Type	Required	Description
`show_stats`	string	No	`true` to include the `stats` object with Greeks. Otherwise `stats` is `null`
`type`	string	No	`call` or `put` (omit for both)
`strike`	number	No	Exact strike price
`strike_greater_than`	number	No	Strike > value
`strike_less_than`	number	No	Strike < value
`api_key`	string	No	API key — accepted and ignored

Response Fields¶

Top Level¶

Field	Type	Description
`chain`	array	Array of option chain items

Per-Contract — Option¶

Field	Type	Description
`code`	string	OCC symbol (e.g., `AAPL261218C00230000`)
`ticker`	string	Underlying symbol
`expiration`	string	Expiration date (`YYYY-MM-DD`)
`expiration_time`	string	`"04:00 PM EST"` for PM-settled options, `"09:30 AM EST"` for AM-settled options
`strike`	number	Strike price
`type`	string	`"call"` or `"put"`

Per-Contract — Price (zeroed)¶

The price object is present for wire compatibility. Market data fields (last, last_size, volume, bid, bid_size, ask, ask_size, open_interest) are zeroed. Timestamp fields contain the current time. The exercise_style field is "A" (American) or "E" (European) based on the option root. The JSON example above shows the exact structure.

Per-Contract — Stats (when `show_stats=true`)¶

Field	Type	Description
`implied_volatility`	number	Annualized implied volatility
`delta`	number	\(\partial V / \partial S\)
`gamma`	number	\(\partial^2 V / \partial S^2\)
`theta`	number	\(\partial V / \partial t\) — per calendar day
`vega`	number	\(\partial V / \partial \sigma\)
`underlying_price`	number	Current underlying spot price

When show_stats is not true, the stats field is null.

Greek Scaling¶

Theta is returned per calendar day. All other Greeks pass through without rescaling. All output values are rounded to 4 decimal places.

Migrating from Intrinio¶

One change:

Base URL — replace https://api-v2.intrinio.com with http://localhost:2112

Your api_key parameter or Authorization header is accepted and ignored — leave it or remove it.

The endpoint path, query parameters, response shape, and field names are identical.

How Lavender's Greeks Differ¶

Intrinio computes Greeks using Black-Scholes with European-style assumptions. Running Lavender alongside Intrinio gives you a second perspective that accounts for:

Early exercise — Lavender prices American options, capturing the early exercise premium that Black-Scholes misses
Discrete dividends — Lavender uses the actual dividend schedule rather than a continuous yield approximation
Implied borrow rates — Lavender solves for the borrow rate per expiry to enforce put-call parity, producing consistent call/put Greeks even in hard-to-borrow names
Two views of time decay — conventional theta (\(\partial V / \partial t\)) on this endpoint, plus a separate decay metric (expected change to next trading day, accounting for weekends and holidays) on the Lavender API
Extended Greeks — access vanna, charm, volga, speed, and more via the Lavender API

Migrating to the Lavender Native API¶

Intrinio	Lavender API
`/{symbol}` in path	`underlying=` query param
`option.expiration`	`expiry`
`stats.implied_volatility`	`lav_vol`
`stats.delta`	`delta` (flat)

Error Responses¶

Status	Condition
`200`	Success
`400`	Missing or invalid `symbol` or `expiration` in path
`502`	Upstream data unavailable