Index Option Prices(OHLC)(/option/index_option)

Nikkei 225 Options prices (OHLC).

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

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 is reflected data in all sessions.)

• After February 10, 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 EmergencyMarginTriggerDivision.

Parameter and Response

Daily Nikkei 225 Options prices (OHLC).

GET https://api.jquants.com/v1/option/index_option

When acquiring data, "date" must be specified.

"*" Required.

Query Parameters

Name	Type	Description
date*	String	date of data （e.g. 20210901 or 2021-09-01）
pagination_key	String	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.

Headers

Name	Type	Description
Authorization*	String	Access Key

200: OK

{
    "index_option": [
        {
            "Date": "2023-03-22",
            "Code": "130060018",
            "WholeDayOpen": 0.0,
            "WholeDayHigh": 0.0,
            "WholeDayLow": 0.0,
            "WholeDayClose": 0.0,
            "NightSessionOpen": 0.0,
            "NightSessionHigh": 0.0,
            "NightSessionLow": 0.0,
            "NightSessionClose": 0.0,
            "DaySessionOpen": 0.0,
            "DaySessionHigh": 0.0,
            "DaySessionLow": 0.0,
            "DaySessionClose": 0.0,
            "Volume": 0.0,
            "OpenInterest": 330.0,
            "TurnoverValue": 0.0,
            "ContractMonth": "2025-06",
            "StrikePrice": 20000.0,
            "Volume(OnlyAuction)": 0.0,
            "EmergencyMarginTriggerDivision": "002",
            "PutCallDivision": "1",
            "LastTradingDay": "2025-06-12",
            "SpecialQuotationDay": "2025-06-13",
            "SettlementPrice": 980.0,
            "TheoreticalPrice": 974.641,
            "BaseVolatility": 17.93025,
            "UnderlyingPrice": 27466.61,
            "ImpliedVolatility": 23.1816,
            "InterestRate": 0.2336
        }
    ],
    "pagination_key": "value1.value2."
}

400: Bad Request

{
    "message": "<Error Message>"
}

401: Unauthorized

{
　　　　"message": "The incoming token is invalid or expired."
}

403: Forbidden

{
　　　　"message": "Missing Authentication Token. The method or resources may not be supported."
}

500: Internal Server Error

{
　　　　"message": "Unexpected error. Please try again later."
}

413: Payload Too Large

{
    "message": "Response data is too large. Specify parameters to reduce the acquired data range."
}

Data Item

Variable	Description	Data type	Remark
Date	Trading day	String	YYYY-MM-DD
Code	Issue code	String
WholeDayOpen	Open price(whole day)	Number
WholeDayHigh	High price(whole day)	Number
WholeDayLow	Low price(whole day)	Number
WholeDayClose	Close price(whole day)	Number
NightSessionOpen	Open price(night session)	Number/String	For the issue on the first day of trading, blank is set since there is no night session for the issue on the first trading day.
NightSessionHigh	High price(night session)	Number/String	same as above
NightSessionLow	Low price(night session)	Number/String	same as above
NightSessionClose	Close price(night session)	Number/String	same as above
DaySessionOpen	Open price(day session)	Number
DaySessionHigh	High price(day session)	Number
DaySessionLow	Low price(day session)	Number
DaySessionClose	Close price(day session)	Number
Volume	Volume	Number
OpenInterest	Open interest	Number
TurnoverValue	Trading value	Number
ContractMonth	Contract month	String	YYYY-MM
StrikePrice	Strike price	Number
Volume(OnlyAuction)	Volume(only auction)	Number	*1
EmergencyMarginTriggerDivision	Emergency margin trigger division	String	001: When emergency margin is triggered 002: When settlement price is calculated *1
PutCallDivision	Put Call division	String	1: Put,2: Call
LastTradingDay	Last trading day	String	YYYY-MM-DD *1
SpecialQuotationDay	Special quotation day	String	YYYY-MM-DD *1
SettlementPrice	Settlement price	Number	*1
TheoreticalPrice	Theoretical price	Number	*1
BaseVolatility	Base volatility	Number	Intermediate implied volatilities of at-the-money (ATM) put and call. *1
UnderlyingPrice	Underlying asset price	Number	*1
ImpliedVolatility	Implied volatility	Number	*1
InterestRate	Interest rate for theoretical price calculation	Number	*1

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

Sample Code

Curl

idToken=<YOUR idToken> && curl https://api.jquants.com/v1/option/index_option?date=20230324 -H "Authorization: Bearer $idToken" 

Python

import requests
import json

idToken = "YOUR idToken"
headers = {'Authorization': 'Bearer {}'.format(idToken)}
r = requests.get("https://api.jquants.com/v1/option/index_option?date=20230324", headers=headers)
r.json()