API Reference

Returns a snapshot of options contracts for one underlying equity: per-contract pricing context, Greeks, implied volatility, open interest, latest quote and trade (when your plan includes them), and underlying reference. Use it for chain overviews, comparing strikes and expirations, research, and strategy work.

Quick definition: an option chain snapshot is the current cross-section of listed contracts for one underlying, useful for comparing strikes and expirations before drilling into one contract's history.

If you are still learning what the columns mean, read How to Read an Options Chain and Options Greeks Explained first.

For one contract by underlying + OCC ticker, use Contract snapshot instead.

When to use a chain snapshot

Use the chain endpoint when the user or model needs to compare many candidate contracts at once. It is the right surface for strike ladders, expiration views, scanner filters, watchlist setup, and pre-trade diagnostics. It is not the right surface for replaying a historical fill, because the snapshot describes current or plan-specific latest state rather than a timestamped quote stream.

For a robust workflow, treat the chain as a candidate generator. First select the underlying and expiration, then filter by contract type, strike range, liquidity, open interest, volume, Greeks, or implied volatility. After a contract survives those filters, request quotes, trades, aggregates, or a contract snapshot depending on the next decision.

Implementation checklist

• Narrow the request by expiration_date, contract_type, and strike range when the UI already knows those filters.
• Store the returned OCC ticker for any contract the user selects.
• Display quote and trade timestamps when those fields influence a decision.
• Treat missing Greeks, IV, quote, or trade fields as data availability states, not rendering errors.
• Use quotes or trades for historical replay instead of reusing the latest chain snapshot.

Endpoint

GET /v1/options/chain/{ticker}

Path parameters

Query parameters

Response

Top-level fields:

Each element of results may include:

Example requests

curl \
  "https://api.cutemarkets.com/v1/options/chain/NFLX/?limit=2" \
  -H "Authorization: Bearer YOUR_API_KEY"

Filtered chain (example):

curl \
  "https://api.cutemarkets.com/v1/options/chain/NFLX/?contract_type=call&limit=50&sort=strike_price&order=asc" \
  -H "Authorization: Bearer YOUR_API_KEY"

Higher limit (up to 100):

curl \
  "https://api.cutemarkets.com/v1/options/chain/NFLX/?limit=100" \
  -H "Authorization: Bearer YOUR_API_KEY"

Sample response

Sample with two results.

{
  "results": [
    {
      "break_even_price": 100.025,
      "day": {
        "change": -0.08,
        "change_percent": -80,
        "close": 0.02,
        "high": 0.15,
        "last_updated": 1775016000000000000,
        "low": 0.02,
        "open": 0.11,
        "previous_close": 0.1,
        "volume": 11788,
        "vwap": 0.03614
      },
      "details": {
        "contract_type": "call",
        "exercise_style": "american",
        "expiration_date": "2026-04-02",
        "shares_per_contract": 100,
        "strike_price": 100,
        "ticker": "O:NFLX260402C00100000"
      },
      "greeks": {
        "delta": 0.02481795338171621,
        "gamma": 0.022072818287936315,
        "theta": -0.13121396656786571,
        "vega": 0.0019964356066287225
      },
      "implied_volatility": 0.6950024226241469,
      "last_quote": {
        "ask": 0.03,
        "ask_size": 486,
        "ask_exchange": 309,
        "bid": 0.02,
        "bid_size": 238,
        "bid_exchange": 322,
        "last_updated": 1775072652441254747,
        "midpoint": 0.025,
        "timeframe": "REAL-TIME"
      },
      "last_trade": {
        "sip_timestamp": 1775073506446593186,
        "conditions": [
          227
        ],
        "price": 0.02,
        "size": 50,
        "exchange": 312,
        "timeframe": "REAL-TIME"
      },
      "open_interest": 14078,
      "underlying_asset": {
        "change_to_break_even": 5.235,
        "last_updated": 1775123022067431274,
        "price": 94.79,
        "ticker": "NFLX",
        "timeframe": "DELAYED"
      }
    },
    {
      "break_even_price": 97.255,
      "day": {
        "change": -0.45,
        "change_percent": -65.2,
        "close": 0.24,
        "high": 1.11,
        "last_updated": 1775016000000000000,
        "low": 0.16,
        "open": 0.91,
        "previous_close": 0.69,
        "volume": 11096,
        "vwap": 0.3416
      },
      "details": {
        "contract_type": "call",
        "exercise_style": "american",
        "expiration_date": "2026-04-02",
        "shares_per_contract": 100,
        "strike_price": 97,
        "ticker": "O:NFLX260402C00097000"
      },
      "greeks": {
        "delta": 0.18593220522845647,
        "gamma": 0.10775236828790113,
        "theta": -0.5784063493211438,
        "vega": 0.010167595059336215
      },
      "implied_volatility": 0.6600286584180963,
      "last_quote": {
        "ask": 0.27,
        "ask_size": 63,
        "ask_exchange": 318,
        "bid": 0.24,
        "bid_size": 60,
        "bid_exchange": 315,
        "last_updated": 1775073599203471487,
        "midpoint": 0.255,
        "timeframe": "REAL-TIME"
      },
      "last_trade": {
        "sip_timestamp": 1775073599506207795,
        "conditions": [
          209
        ],
        "price": 0.24,
        "size": 1,
        "exchange": 309,
        "timeframe": "REAL-TIME"
      },
      "open_interest": 13473,
      "underlying_asset": {
        "change_to_break_even": 2.465,
        "last_updated": 1775123022067431274,
        "price": 94.79,
        "ticker": "NFLX",
        "timeframe": "DELAYED"
      }
    }
  ],
  "status": "OK",
  "request_id": "cm_adce10cb073745c7b859fc8131b203b0"
}

Related workflow pages

• Options chain API
• ETF options data API
• Options data API
• Put/Call Ratio API

How to use chain snapshots well

The chain endpoint is the right starting point when the application needs to compare many contracts at once. A scanner can filter by expiration, strike range, contract type, delta, implied volatility, open interest, volume, or bid/ask width after the response arrives. A strategy builder can use the chain to choose candidate legs, then request historical quotes, trades, or aggregates for the exact OCC tickers that survive the filter.

Keep the chain request narrow enough for the job. If a user has already selected an expiration, pass expiration_date instead of loading every listed contract. If the workflow only needs calls near the money, use contract_type=call and a strike range. Narrow requests make the UI faster and reduce the chance that pagination splits a user-visible chain across multiple pages.

Do not treat every field as equally fresh. The underlying price, latest quote, latest trade, open interest, and daily bar can have different update behavior and plan-dependent freshness. When a chain powers an order-ticket-like UI or a backtest, display or store the relevant timestamp fields beside the values. That is especially important for short-dated options where stale quotes and wide spreads can change the conclusion.

Common chain patterns

• Expiration table: fetch listed expirations first, then request one expiration at a time.
• Strike ladder: sort by strike_price and filter by contract_type.
• Liquidity scan: combine open interest, volume, quote freshness, and spread width.
• Greeks screen: filter the chain response by delta, gamma, theta, or vega after checking liquidity.
• Backtest setup: use the chain to select a contract, then use historical quotes for fill evidence.

The main rule is simple: use the chain for selection, then use contract-specific endpoints for proof. A chain snapshot tells you which contracts are interesting now; historical quotes and trades tell you what was available at the timestamp your model is trying to reconstruct.