Option Price Over Time
Overview
Option Price Over Time returns OHLC and volume bars for a single options contract, bucketed over time. Each bucket carries openPrice, highPrice, lowPrice, closePrice, and volume.
curl -X POST https://api.quantdata.us/v1/options/tool/option-price-over-time \ -H "Authorization: Bearer <YOUR_API_KEY>" \ -H "Content-Type: application/json" \ -d '{ "sessionDate": "2026-05-13", "filter": { "osi": "AAPL260516C00220000" } }'
Required: contract identifier
filter is required and must identify exactly one contract. Two equivalent modes, mutually exclusive:
{ "sessionDate": "2026-05-13", "filter": { "ticker": "AAPL", "expirationDate": "2026-05-16", "strikePrice": 220.0, "contractType": "CALL" } }
Selecting the time window
The endpoint accepts sessionDate, timeRange, or neither. The two are mutually exclusive; if both are omitted, the most recent trading session is used. aggregationPeriod sets the bucket size and defaults to a span-appropriate value (see Conventions for the resolution table).
{ "timeRange": { "startTime": "2026-05-12T13:30:00Z", "endTime": "2026-05-14T20:00:00Z" }, "aggregationPeriod": "15m", "filter": { "osi": "AAPL260516C00220000" } }
Response shape
datais an object keyed by each bucket's start time (Unix epoch milliseconds). The entries are ordered by timestamp in ascending order. Each entry is a standard OHLC bar for the contract over the bucket window.
{ "data": { "1747137600000": { "openPrice": 2.85, "highPrice": 2.94, "lowPrice": 2.81, "closePrice": 2.92, "volume": 1428 }, "1747137900000": { "openPrice": 2.92, "highPrice": 3.05, "lowPrice": 2.90, "closePrice": 3.01, "volume": 2103 } } }