Navigate the complexities of options trading with Massive. This category offers detailed data on option chains, pricing, strategies, and market analysis, essential for informed trading decisions.
Knowledge Base/Options
Knowledge Base
Options
- Title
- Does Massive support Greeks for index option contracts?
- Data Coverage Category
Data Coverage
- Options Category
Options
- Description
- Yes. Index option contracts carry the same Greeks, implied volatility and open interest as equity options. Query the chain from the options snapshot with the prefixed index, as I:SPX; the bare SPX returns the same contracts with no Greeks.
- Title
- Does Massive support options data for index contracts?
- Data Coverage Category
Data Coverage
- Indices Category
Indices
- Options Category
Options
- Description
- Yes. Index options are covered by the Options subscription, and every options endpoint accepts them. The snapshot endpoints need the prefixed index, as in I:SPX, to return Greeks, while the reference endpoints only accept the bare symbol, as in SPX.
- Title
- How do you read an options symbol?
- FAQ Category
FAQ
- How To Category
How To
- Options Category
Options
- Description
- A Massive options ticker is four parts joined together: O: then the underlying, the expiry as YYMMDD, C or P, and the strike in thousandths padded to eight digits. So O:SPY260918C00650000 is a SPY call expiring 18 September 2026 at a strike of 650.
- Title
- Where does Massive's options data come from?
- FAQ Category
FAQ
- Options Category
Options
- Sources Category
Sources
- Description
- From OPRA, the consolidated feed that every US options exchange reports to. That is 20 exchanges on one tape, so the coverage is the whole US options market rather than a selection of exchanges.
- Title
- Why is my snapshot missing the last trade, last quote or other fields on my plan?
- Data Coverage Category
Data Coverage
- Options Category
Options
- Stocks Category
Stocks
- Description
- Snapshot fields follow your plan: the last trade is returned only on plans that include trades, the last quote only on plans that include quotes and fair market value only on Business plans, and in the unified snapshot a ticker your plan does not cover comes back as a NOT_ENTITLED row.
- Title
- Does Massive have data for any options that are traded after 4 PM ET?
- Data Coverage Category
Data Coverage
- Options Category
Options
- Description
- Yes for the sessions that run on from the 16:00 Eastern close: broad ETF options such as SPY and a set of single-stock options such as AAPL and NVDA trade until 16:15, Cboe index options such as SPX and VIX until 17:00, and Massive's trades feed carries those prints like any other.
- Title
- Does Massive have historical open interest for options?
- Data Coverage Category
Data Coverage
- Options Category
Options
- Description
- No, Massive returns options open interest only on its snapshots, as the latest daily figure for contracts that have not yet expired, so a history of past values has to be built by saving that figure once each trading day.
- Title
- Does Massive have options data before 9:30 AM ET?
- Data Coverage Category
Data Coverage
- Options Category
Options
- Description
- Yes for single-stock and ETF options in the early session that began on 19 October 2026, such as AAPL, NVDA and SPY, whose trades, quotes and minute bars start at 07:30 Eastern; other options start at 09:30, and Cboe's overnight SPX and VIX session is not covered beyond some early-morning trades.
- Title
- How does Massive handle adjusted options contracts?
- FAQ Category
FAQ
- Options Category
Options
- Description
- The same way the US options market does: an adjusted series usually appears with a digit after the underlying, such as O:GME1261016C00003000, alongside the standard series. Massive publishes both and does not merge them.
- Title
- What are pro and non-pro classifications for Massive's options data?
- Business Category
Business
- FAQ Category
FAQ
- Options Category
Options
- Description
- Massive asks one set of eleven registration questions for every asset class: answer yes to question one and no to the other ten and you are non-professional. Individual plans are for non-professional use; professional use needs a Business plan.
- Title
- What is implied volatility (IV)?
- Options Category
Options
- Technical Indicators Category
Technical Indicators
- Description
- The volatility figure that makes an option pricing model return the option's actual market price. It is the market's expectation of how much the underlying will move, backed out of the price rather than measured from history. Massive returns it on the options snapshot.
- Title
- What symbols and exchanges are included in Massive's data?
- Data Coverage Category
Data Coverage
- Options Category
Options
- Stocks Category
Stocks
- Description
- All of the US equities and options exchanges plus the off-exchange reporting facilities, five crypto exchanges, institutional banks for forex, and the four CME Group futures exchanges. Outside futures, the exchanges endpoint is the authoritative list of the integer ids in every trade and quote.
- Title
- Why are greeks and implied volatility missing from the options snapshot?
- FAQ Category
FAQ
- Options Category
Options
- Description
- The options snapshot leaves greeks and implied volatility out when they cannot be solved from the contract's bid/ask midpoint, most often because an in-the-money stock or ETF option is quoted below its intrinsic value, and for index options requested with the bare root, such as SPX instead of I:SPX.
- Title
- Why does the options contracts endpoint return nothing for a past expiration date?
- Options Category
Options
- Reference Data Category
Reference Data
- Description
- By default the options contracts endpoint lists only contracts that have not expired as of today, so a past expiration returns status OK with no results; add expired=true, or set as_of to the expiration date, for the full set, and remember that expired is judged relative to as_of.
