Expirations and chains
List the expirations, then pull one expiration's chain with strike, bid and ask, greeks, implied volatility, open interest and the daily bar.
Read the option chain for an active underlying: the listed expiration dates, the full calls-and-puts chain for one expiration with strike, greeks, implied volatility, open interest and the latest daily price, and a single contract by its OCC symbol. Use the REST API in your own code, or ask Claude, ChatGPT or any MCP client to price a spread.
Using ChatGPT or Claude? Add this data to your AI — no code needed.
Expirations are on every plan; chain and contract reads need a paid plan. One account works with REST and MCP.
Both surfaces read the same store the Equibles pages render, so a figure on the site and a figure in your code agree.
List the expirations, then pull one expiration's chain with strike, bid and ask, greeks, implied volatility, open interest and the daily bar.
Read a single contract's quote and greeks by its OCC symbol, the identifier brokers and exchanges use.
Each row dates its daily bar, its open interest and its quote separately, and never substitutes the request time for a missing timestamp.
Every endpoint below is a GET under the api.equibles.com/v1 base URL, authenticated with an API key. Each MCP tool answers the same question in plain English from Claude, ChatGPT or any connected client.
GET /v1/stocks/{ticker}/options/expirationsGET /v1/stocks/{ticker}/options/chainGET /v1/stocks/{ticker}/options/contractGET /v1/stocks/{ticker}/options/contract/barsGET /v1/stocks/{ticker}/options/contract/tradesGET /v1/stocks/{ticker}/options/sessionGET /v1/stocks/{ticker}/options/summaryGET /v1/stocks/{ticker}/options/term-structureGET /v1/stocks/{ticker}/options/strategyGET /v1/stocks/{ticker}/options/volatilityOne key covers the MCP server and the REST API; your plan decides what both return.
curl "https://api.equibles.com/v1/stocks/NVDA/options/chain?expiration=2026-10-02&minStrike=230&maxStrike=230&limit=2" -H "Authorization: Bearer eq_YOUR_KEY"
“Using Equibles, show the NVDA call and put at the $230 strike expiring 2 October 2026, including bid, ask, implied volatility and each quote's timestamp.”
Name Equibles in the prompt so the model calls the tool instead of answering from memory. Connection guides
Recorded 30 September 2026. NVDA options expiring 2 October 2026; consolidated OPRA bid/ask, as available over REST and MCP on Pro.
| Type | Strike | Bid | Ask | Implied volatility | Quote as of (UTC) |
|---|---|---|---|---|---|
| Call | $230 | $1.67 | $1.71 | 34.9% | 2026-09-30 19:59:59.999 |
| Put | $230 | $3.20 | $3.45 | 37.0% | 2026-09-30 19:59:59.991 |
This is a recorded snapshot, not a current quote. Plus returns indicative quotes; Pro returns consolidated OPRA quotes. IV is a model value, independent of the quote timestamp. First list active expirations and replace the dated example's expiration and strike when rerunning it; expired contracts are not a historical-data endpoint.
List active expirations: GET /v1/stocks/NVDA/options/expirations is available on every plan.
Expirations carry no market data and are available on every plan. The chain and single-contract reads need a paid plan: Pro receives real-time consolidated OPRA bid and ask, and Plus receives an indicative feed where trades are delayed by 15 minutes and quotes are modified indicative values.
Chain and contract reads return current snapshots and accept no historical date. Implied volatility has its own stored daily series (IV30, IV rank and percentile, two bases stated apart) in the volatility read; open interest carries its own date, so store the snapshots you receive if you need to compare open interest across sessions.
Choose the interface that fits the work; all three read the same store.
It returns the listed option contracts on an underlying as structured data: the expirations, every call and put for one expiration with strike, bid and ask, greeks, implied volatility and open interest, and a single contract by OCC symbol.
Expirations are on every plan. The chain and single-contract reads need a paid plan: Pro receives real-time consolidated OPRA bid and ask, and Plus an indicative feed with trades delayed 15 minutes. A Free key is refused with a 403 over REST and an in-band note over MCP, each naming the plan and linking to upgrade.
Implied volatility and greeks are model values computed when the snapshot is fetched. Last, day range and volume are the daily bar, dated by its trading session, and the quote carries its own observation time. Confirm current quotes before execution.
Yes. Connect the Equibles MCP server and ask for an underlying's expirations or a chain; GetOptionChain returns one expiration's calls and puts and GetOptionContract one contract by OCC symbol. The REST API returns the same data as JSON.
No self-service plan exposes historical chain snapshots or open interest for a past session. Reads return current snapshots, with the open-interest date telling you when the figure is effective; store what you receive if you need a series.
One key for expirations, chains and contracts over REST and MCP; chain reads on a paid plan.