# Index Option Prices (OHLC) (/derivatives/bars/daily/options/225) `GET` /v2/derivatives/bars/daily/options/225 ## Overview Information on the OHLC, settlement price, and theoretical price of Nikkei 225 Options can be obtained through this API.\ The data that can be obtained is only for Nikkei 225 Index Options (excluding Weekly Options and Flexible options). ## Attention > **Info** > > - **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 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 Nikkei 225 Options prices (OHLC) `GET` `https://api.jquants.com/v2/derivatives/bars/daily/options/225` "date" must be specified. ### Requests ### Headers | Parameter | Type | Required | Description | | --------- | ------ | -------- | ----------- | | x-api-key | string | Required | API Key | ### Query Parameters > **Note** > > **date** must be specified. | Parameter | Type | Required | Description | | --------------- | ------ | -------- | -------------------------------------------------------------------------------------------------------------------------------------------------------- | | date | string | Required | Date (e.g. 20210901 or 2021-09-01) | | pagination\_key | string | Optional | 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 /v2/derivatives/bars/daily/options/225 **cURL** ```bash curl -G https://api.jquants.com/v2/derivatives/bars/daily/options/225 \ -H "x-api-key: {{apiKey}}" \ -d date="{{date}}" ``` **JavaScript** ```javascript import axios from 'axios' const client = axios.create({ baseURL: "https://api.jquants.com", headers: { "x-api-key": "{{apiKey}}" }, }) await client.get("/v2/derivatives/bars/daily/options/225", { params: { date: '{{date}}', }, }) ``` **Python** ```python import requests headers = {"x-api-key": "{{apiKey}}"} resp = requests.get( "https://api.jquants.com/v2/derivatives/bars/daily/options/225", params={"date": "{{date}}"}, headers=headers, ) print(resp.json()) ``` ### Responses ### Data Item | Parameter | Type | Required | Description | | ------------ | --------------- | -------- | ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Date | string | Required | Trading day (YYYY-MM-DD) | | Code | string | Required | Issue code | | O | number | Required | Open price (whole day) | | H | number | Required | High price (whole day) | | L | number | Required | Low price (whole day) | | C | number | Required | Close price (whole day) | | EO | number / string | Required | Open price (night session) For the issue on the first day of trading, blank is set since there is no night session. | | EH | number / string | Required | High price (night session) For the issue on the first day of trading, blank is set since there is no night session. | | EL | number / string | Required | Low price (night session) For the issue on the first day of trading, blank is set since there is no night session. | | EC | number / string | Required | Close price (night session) For the issue on the first day of trading, blank is set since there is no night session. | | AO | number | Required | Open price (day session) | | AH | number | Required | High price (day session) | | AL | number | Required | Low price (day session) | | AC | number | Required | Close price (day session) | | Vo | number | Required | Volume | | OI | number | Required | Open interest | | Va | number | Required | Trading value | | CM | string | Required | Contract month (YYYY-MM) | | Strike | number | Required | Strike price | | VoOA | number | Required | Volume (only auction) (\*1) | | EmMrgnTrgDiv | string | Required | 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. | | PCDiv | string | Required | Put Call division 1: Put, 2: Call | | LTD | string | Required | Last trading day (YYYY-MM-DD) (\*1) | | SQD | string | Required | Special quotation day (YYYY-MM-DD) (\*1) | | Settle | number | Required | Settlement price (\*1) | | Theo | number | Required | Theoretical price (\*1) | | BaseVol | number | Required | Base volatility Average of the implied volatility of at-the-money put and call (\*1) | | UnderPx | number | Required | Underlying price (\*1) | | IV | number | Required | Implied volatility (\*1) | | IR | number | Required | Interest rate for theoretical price calculation (\*1) | \*1 Data after July 19, 2016 contains value for these fields. ### Response Sample ```bash {{ title: "200:OK" }} { "data": [ { "Date": "2023-03-22", "Code": "130060018", "O": 0.0, "H": 0.0, "L": 0.0, "C": 0.0, "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": 330.0, "Va": 0.0, "CM": "2025-06", "Strike": 20000.0, "VoOA": 0.0, "EmMrgnTrgDiv": "002", "PCDiv": "1", "LTD": "2025-06-12", "SQD": "2025-06-13", "Settle": 980.0, "Theo": 974.641, "BaseVol": 17.93025, "UnderPx": 27466.61, "IV": 23.1816, "IR": 0.2336 } ], "pagination_key": "value1.value2." } ```