cboe.com APIcboe.com ↗
Retrieve CBOE delayed options chains with full Greeks, open interest, and volume for equities, indices, and VX futures. Includes short sale circuit breaker alerts.
curl -X POST 'https://api.parse.bot/scraper/bb4298e7-0f8a-49f8-9476-a9065fe9a282/get_options_chain' \
-H 'X-API-Key: $PARSE_API_KEY' \
-H 'Content-Type: application/json' \
-d '{
"symbol": "SPY"
}'Retrieve detailed options chain data for equities, indices, and VX futures. Returns all option contracts with full Greeks, pricing, and volume data. Supports equity symbols (SPY, AAPL), index symbols (SPX, VIX, NDX - auto-prefixed with underscore), and caret-prefixed symbols (^SPX).
| Param | Type | Description |
|---|---|---|
| symbolrequired | string | Ticker symbol. Equities: SPY, AAPL, MSFT. Indices: SPX, VIX, NDX (auto-prefixed with underscore). Also accepts ^SPX format. |
{
"type": "object",
"fields": {
"puts": "array - List of put option objects with Greeks, pricing, and volume",
"calls": "array - List of call option objects with Greeks, pricing, and volume",
"symbol": "string - Original symbol input (uppercased)",
"timestamp": "string - Data timestamp",
"total_puts": "integer - Number of put options",
"total_calls": "integer - Number of call options",
"total_options": "integer - Total number of option contracts",
"normalized_symbol": "string - Symbol as sent to API (e.g., _SPX for indices)"
},
"sample": {
"data": {
"puts": [
{
"iv": 0,
"ask": 0.01,
"bid": 0,
"low": 0,
"rho": 0,
"high": 0,
"open": 0,
"theo": 0,
"tick": "no_change",
"vega": 0,
"delta": 0,
"gamma": 0,
"theta": 0,
"change": 0,
"volume": 0,
"ask_size": 2059,
"bid_size": 0,
"option_type": "Put",
"strike_price": 400,
"open_interest": 2530,
"option_symbol": "SPY260501P00400000",
"percent_change": 0,
"prev_day_close": 0.005,
"expiration_date": "2026-05-01",
"last_trade_time": "2026-04-30T16:07:15",
"last_trade_price": 0.01,
"underlying_symbol": "SPY"
}
],
"calls": [
{
"iv": 0,
"ask": 320.43,
"bid": 320.2,
"low": 322.88,
"rho": 0,
"high": 322.89,
"open": 322.89,
"theo": 320.35,
"tick": "down",
"vega": 0,
"delta": 1,
"gamma": 0,
"theta": 0,
"change": 3.35,
"volume": 29,
"ask_size": 12,
"bid_size": 12,
"option_type": "Call",
"strike_price": 400,
"open_interest": 153,
"option_symbol": "SPY260501C00400000",
"percent_change": 1.04842,
"prev_day_close": 319.53,
"expiration_date": "2026-05-01",
"last_trade_time": "2026-05-01T13:45:57",
"last_trade_price": 322.88,
"underlying_symbol": "SPY"
}
],
"symbol": "SPY",
"timestamp": "2026-05-02 22:18:38",
"total_puts": 6506,
"total_calls": 6506,
"total_options": 13012,
"normalized_symbol": "SPY"
},
"status": "success"
}
}About the cboe.com API
The CBOE API exposes 3 endpoints covering delayed options chain data and regulatory alerts from cboe.com. The get_options_chain endpoint returns full option contracts for equities (SPY, AAPL), indices (SPX, VIX, NDX), and caret-prefixed symbols, including all six Greeks — IV, Delta, Gamma, Theta, Vega, and Rho — alongside strike prices, expiration dates, volume, and open interest. A dedicated endpoint covers VX futures options, and a third returns short sale circuit breaker alerts under Rule 201.
Options Chain Data
The get_options_chain endpoint accepts a single symbol parameter. Equity symbols (e.g., SPY, AAPL, MSFT) are passed as-is. Index symbols like SPX, VIX, and NDX are automatically prefixed with an underscore internally, and the normalized_symbol field in the response confirms how the symbol was resolved. The response splits contracts into puts and calls arrays, each containing full Greeks (implied volatility, Delta, Gamma, Theta, Vega, Rho), bid/ask pricing, volume, and open interest. Top-level fields include total_puts, total_calls, total_options, and a timestamp indicating when the delayed data was captured.
VX Futures Options
The get_vx_futures_options endpoint covers options on CBOE Volatility Index futures contracts. Symbols follow the format VX + month code + 2-digit year — for example, VXK26 for May 2026, where K is the CME/CBOE month code for May. The response includes the same puts and calls structure with full Greeks, plus contract_month (e.g., "May") and contract_year (e.g., "2026") fields for easy display. Only active or near-term contracts carry options data; requests for expired contracts return a not-found error.
Short Sale Circuit Breaker Alerts
The get_short_sale_circuit_breaker endpoint returns all securities that triggered a short sale price test restriction under SEC Rule 201 for a given year. The year parameter is optional and accepts a 4-digit year string. Each object in the alerts array includes symbol, security_name, exchange, start_time, end_time, status, and an is_rescinded boolean. The total_alerts field gives the count for that year. A ttl field from the server indicates cache freshness.
Data Scope and Freshness
All options data is delayed, consistent with CBOE's public data publication policy. The API does not expose real-time streaming quotes or intraday tick data. Coverage spans the symbols and contract months that CBOE publishes on its public-facing options pages, including major equity ETFs, single stocks, broad indices, and VX futures.
- Building an options screener that filters contracts by Delta and implied volatility across SPY, QQQ, or SPX.
- Monitoring open interest and volume changes across all strikes for a given expiration date.
- Calculating options Greeks-based risk metrics (Theta decay, Gamma exposure) for a portfolio of equity options.
- Tracking VX futures options premiums across near-term contracts to analyze volatility term structure.
- Logging short sale circuit breaker alerts by year to build a historical compliance dataset for Rule 201 events.
- Identifying which securities triggered Rule 201 restrictions on a specific exchange, using the
exchangeandstart_timefields. - Comparing put/call ratios across multiple symbols using
total_putsandtotal_callsresponse fields.
| Tier | Price | Credits/month | Rate limit |
|---|---|---|---|
| Free | $0/mo | 100 | 5 req/min |
| Hobby | $30/mo | 1,000 | 20 req/min |
| Developer | $100/mo | 5,000 | 250 req/min |
One credit = one API call regardless of which marketplace API you call. Exceeding the rate limit returns a 429 response. Authenticate with the X-API-Key header.
Does CBOE have an official developer API?+
What Greeks does get_options_chain return for each contract?+
puts and calls arrays includes implied volatility (IV), Delta, Gamma, Theta, Vega, and Rho. These are returned alongside bid, ask, last price, volume, and open interest for every strike and expiration in the chain.How do I request index options like SPX or VIX?+
SPX or VIX. The API normalizes index symbols by prepending an underscore before resolving, and the normalized_symbol field in the response confirms the resolved form (e.g., _SPX). Caret-prefixed symbols like ^SPX are also accepted.