Options Contracts API for OCC symbols, `as_of` discovery, and expiration filters
CuteMarkets contract endpoints help developers discover option contracts by underlying, expiration, strike, type, and historical `as_of` date before requesting chains, snapshots, quotes, or trades.
Why teams use it
What contract discovery solves in options APIs
OCC symbol lookup
Fetch a single contract detail record when you already have the OSI-style ticker.
Historical `as_of`
Recreate the contract universe that existed on a research date.
Expiration filters
Use exact and range filters to find contracts in a specific cycle or date window.
Strike and type filters
Narrow discovery to calls, puts, strike ranges, and underlyings before deeper requests.
Backtest hygiene
Separate contract selection from quote, trade, and aggregate fetches so studies are reproducible.
Parser-friendly outputs
Use standardized contract fields to build symbol search, validation, and export workflows.
Use cases
What you can build with this options data API
Historical universe rebuilds
Ask what was listed before selecting contracts for a backtest or event study.
Contract validation
Validate OCC symbols from broker exports, logs, or user inputs before querying snapshots.
Expiration windows
Find candidate contracts in weekly, monthly, LEAPS, or custom date ranges.
Data pipelines
Use contract discovery as the first job in quote, trade, aggregate, and snapshot pipelines.
Developer examples
Two code paths teams usually need first
curl "https://api.cutemarkets.com/v1/options/contracts/?underlying_ticker=NVDA&as_of=2026-04-17&expiration_date.gte=2026-05-01&expiration_date.lte=2026-06-18&limit=100" \
-H "Authorization: Bearer YOUR_API_KEY"curl "https://api.cutemarkets.com/v1/options/contracts/O:NVDA260515C01000000/" \
-H "Authorization: Bearer YOUR_API_KEY"Evaluate and compare
Why chain snapshots alone are not enough
Focused endpoint pages are useful because most teams do not evaluate an options data API in the abstract. They evaluate one workflow first, then expand into chains, contracts, quotes, trades, and expirations.
Docs to open next
Relevant API docs
Tutorials and research
Related articles
Backtest options without stale contracts
See why contract discovery with historical dates matters before a backtest is trusted.
Why option quotes beat last price
Understand bid/ask context, last-sale gaps, and quote-aware research workflows.
Quote-aware options fills
A research-to-product bridge from the CuteMarkets backtesting work.
FAQ
Common questions about this options data API
Why does an options contracts API need an `as_of` parameter?
`as_of` lets a workflow ask which contracts existed on a historical date. That matters for backtests, event studies, and any system that must avoid using today’s listings for past decisions.
Does CuteMarkets provide both real-time and historical options data?
Yes. CuteMarkets supports real-time snapshots and historical workflows across contracts, trades, quotes, aggregates, and expirations, with plan-specific live or delayed access.
Do you provide quotes, trades, and historical contracts?
Yes. The platform includes contracts, chain snapshots, contract snapshots, trade history, quote history, aggregates, and expiration lookups for U.S.-listed options.
Do you provide the earnings calendar too?
CuteMarkets provides the options data layer. Earnings timing should come from a dedicated earnings calendar source that you combine with the options data.
Start every historical workflow with contract discovery
Discover the listed universe first, then request chains, snapshots, quotes, trades, or aggregates for the contracts that pass your filters.
Canonical URL: https://cutemarkets.com/options-contracts-api