Options Prices (OHLC) (/derivatives/bars/daily/options)

GET /v2/derivatives/bars/daily/options

You can obtain Options data (OHLC, settlement price, etc.).

Overview

Information on the OHLC, settlement price, and theoretical price of Options can be obtained through this API.
Please refer to Derivative Product Category Codes for the data that can be obtained.

Attention

About Issue Code
- Please refer to Securities Code Related Materials for the numbering rules of futures and options trading identification codes.
About Trading Session
- Prior to February 10, 2011, Trading session consists of the night session, the morning session, and the afternoon session.
- Morning session data for this period is not recorded, and afternoon session data is recorded as day session data. (Note that the whole day data reflects all sessions.)
- After February 14, 2011, Trading session consists of the night session and the day session.
About Holiday Trading
- Trading days for holiday trading are treated as the same trading day as the night session that starts on the weekday immediately preceding the holiday (business day before the holiday) and the day session on the weekday immediately following the holiday (business day after the holiday).
About key items in response
- When emergency margin is triggered, data as of both the clearing price calculation and the emergency margin calculation are generated for the same trading day and issue. Therefore, it is possible to uniquely identify the record by combining Date, Code and EmMrgnTrgDiv (EmergencyMarginTriggerDivision).

Get daily Options prices (OHLC)

GET https://api.jquants.com/v2/derivatives/bars/daily/options

"date" must be specified.

Requests

Headers

x-api-keystringrequired: API Key

Query Parameters

date must be specified.

categorystringoptional: Derivative Product Category
codestringoptional: Underlying securities code
Set when specifying securities options in category
datestringrequired: Date (e.g. 20210901 or 2021-09-01)
contract_flagstringoptional: Central contract month flag
pagination_keystringoptional: The primary key of the first item that this operation will evaluate.
Use the value that was returned for pagination_key in the previous operation.

Sample Code

Request

GET

/v2/derivatives/bars/daily/options

curl -G https://api.jquants.com/v2/derivatives/bars/daily/options \
-H "x-api-key: {loading}" \
-d date="20230324"

Responses

Data Item

Codestring: Issue code
ProdCatstring: Derivative Product Category
UndSSOstring: Underlying securities for securities options
"-" is set for non-securities options
Datestring: Trading day (YYYY-MM-DD)
Onumber: Open price (whole day)
Hnumber: High price (whole day)
Lnumber: Low price (whole day)
Cnumber: Close price (whole day)
MOnumber / string: Open price (morning session)
If the stock is not eligible for morning/afternoon session, a blank character is set.
MHnumber / string: High price (morning session)
If the stock is not eligible for morning/afternoon session, a blank character is set.
MLnumber / string: Low price (morning session)
If the stock is not eligible for morning/afternoon session, a blank character is set.
MCnumber / string: Close price (morning session)
If the stock is not eligible for morning/afternoon session, a blank character is set.
EOnumber / string: Open price (night session)
For the issue on the first day of trading, blank is set since there is no night session.
EHnumber / string: High price (night session)
For the issue on the first day of trading, blank is set since there is no night session.
ELnumber / string: Low price (night session)
For the issue on the first day of trading, blank is set since there is no night session.
ECnumber / string: Close price (night session)
For the issue on the first day of trading, blank is set since there is no night session.
AOnumber: Open price (day session)
AHnumber: High price (day session)
ALnumber: Low price (day session)
ACnumber: Close price (day session)
Vonumber: Volume
OInumber: Open interest
Vanumber: Trading value
CMstring: Contract month (YYYY-MM)
For Nikkei 225 mini options, it shows weeks instead of months (e.g. 2024-51 is the 51st week of 2024).
Strikenumber: Strike price
VoOAnumber: Volume (only auction) (*1)
EmMrgnTrgDivstring: Emergency margin trigger division
001: When emergency margin is triggered, 002: When settlement price is calculated.
"001" is recorded only if the emergency margin was triggered after July 19, 2016.
PCDivstring: Put Call division
1: Put, 2: Call
LTDstring: Last trading day (YYYY-MM-DD) (*1)
SQDstring: Special quotation day (YYYY-MM-DD) (*1)
Settlenumber: Settlement price (*1)
Theonumber: Theoretical price (*1)
BaseVolnumber: Base volatility (*1)
UnderPxnumber: Underlying price (*1)
IVnumber: Implied volatility (*1)
IRnumber: Interest rate for theoretical price calculation (*1)
CCMFlagstring: Flag of the central contract month (1: Central contract month, 0: Others) (*1)

*1 Data after July 19, 2016 contains value for these fields.

Response Sample

{
    "data": [
        {
            "Code": "140014505",
            "ProdCat": "TOPIXE",
            "UndSSO": "-",
            "Date": "2024-07-23",
            "O": 0.0,
            "H": 0.0,
            "L": 0.0,
            "C": 0.0,
            "MO": "",
            "MH": "",
            "ML": "",
            "MC": "",
            "EO": 0.0,
            "EH": 0.0,
            "EL": 0.0,
            "EC": 0.0,
            "AO": 0.0,
            "AH": 0.0,
            "AL": 0.0,
            "AC": 0.0,
            "Vo": 0.0,
            "OI": 0.0,
            "Va": 0.0,
            "CM": "2025-01",
            "Strike": 2450.0,
            "VoOA": 0.0,
            "EmMrgnTrgDiv": "002",
            "PCDiv": "2",
            "LTD": "2025-01-09",
            "SQD": "2025-01-10",
            "Settle": 377.0,
            "Theo": 380.3801,
            "BaseVol": 18.115,
            "UnderPx": 2833.39,
            "IV": 17.2955,
            "IR": 0.3527,
            "CCMFlag": "0"
        }
    ],
    "pagination_key": "value1.value2."
}