ALPHA TIER
HISTORICAL
Historical Options Chain API
Per-contract quotes + full BSM greeks + OI at any minute since 2018. Filter by expiry/strike/type for a single contract, or query a chain. Same shape as live /v1/optionquote.
Coverage
2018-04-16 → 2026-04-02
Granularity
1 minute
Tier
Alpha+
Format
JSON (REST)
Endpoint
Host:
historical.flashalpha.comAuth: X-Api-KeyTier: Alpha| Name | In | Required | Description |
|---|---|---|---|
ticker | path | yes | Underlying symbol |
at | query | yes | As-of timestamp (ET) |
expiry | query | no | yyyy-MM-dd |
strike | query | no | Numeric strike |
type | query | no | C / Call / P / Put |
With all three of expiry+strike+type → single object. Otherwise → array.
curl -H "X-Api-Key: YOUR_API_KEY" \
"https://historical.flashalpha.com/v1/optionquote/SPY?at=2026-03-05T15:30:00&expiry=2026-03-06&strike=680&type=C"Response (single contract)
{
"type": "C",
"expiry": "2026-03-06",
"strike": 680,
"bid": 3.42, "ask": 3.44, "mid": 3.43,
"lastUpdate": "2026-03-05T15:30:00",
"implied_vol": 0.2579,
"delta": 0.4824, "gamma": 0.0435, "theta": -1.8617, "vega": 0.1417, "rho": 0.0089,
"vanna": 0.0891, "charm": -0.0147,
"open_interest": 6284,
"volume": 0
}Field gaps vs live: bidSize/askSize/volume always 0 (minute-resolution table doesn't carry sizes); svi_vol always null with "svi_vol_gated": "backtest_mode".
What This Unlocks
- Replay any contract's life — minute-by-minute IV / greeks / OI from list to expiry.
- Backtest contract-level strategies — accurate fills against historical mid, with greeks for hedging/sizing.
- Build training data for ML models that use per-contract IV/greek features.
- Audit specific trades — verify entry/exit price, IV, greeks against the historical record.