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.

Differences from Intrinio¶

Lavender matches Intrinio's wire format with two specific differences worth knowing when migrating:

price object is zeroed. last, bid, ask, volume, open_interest, and other market-data fields come back with 0 values; timestamps reflect the current time. Lavender computes Greeks; it does not redistribute OPRA quotes.
api_key and Authorization accepted-but-ignored. Leave either / both or remove.

For the modeling differences (American exercise, discrete dividends, calibrated borrow), see How Lavender's Greeks Differ below.

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": "2026-12-18T16:00:00-04:00",
        "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
`page_size`	integer	No	Page size for pagination (default 100, max 10000). Sending this or `next_page` opts in to pagination.
`next_page`	string	No	Opaque pagination token from the previous response. Round-trip only.
`api_key`	string	No	API key — accepted and ignored

Pagination¶

Pagination is opt-in. Without page_size or next_page, the response returns the full chain with "next_page": null.

To paginate, send page_size and follow next_page from each response:

import requests

url = "http://localhost:2112/options/chain/SPY/*/realtime"
params = {"page_size": 500, "show_stats": "true"}
while True:
    r = requests.get(url, params=params).json()
    for item in r["chain"]:
        ...  # process item
    if r["next_page"] is None:
        break
    params["next_page"] = r["next_page"]

next_page is opaque; round-trip it as-is. If the cursor references a contract that no longer exists, results start from page 1 with HTTP 200.

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	ISO 8601 datetime with ET offset (e.g., `2026-12-18T16:00:00-04:00` for PM settlement, `2026-12-18T09:30:00-04:00` for AM settlement)
`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.

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`	`vol`
`stats.delta`	`delta` (flat)

Error Responses¶

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

Error response body¶

Errors return a JSON envelope:

{
  "error": "Missing symbol"
}