DOCS

Options data

Realtime CME futures options plus index & equity option chains. Included on the Pro plan.

The Pro plan adds options across two universes, both on the same options channel — subscribe by underlying:

• CME futures options — every strike on the futures you already stream, with live trades, quotes, open interest and greeks, straight off the same low-latency feed.
• Index & equity options — full chains with computed greeks (delta, gamma, theta, vega) and implied volatility.

CME futures options

Live, every strike — trades, top-of-book quotes, open interest and Black-76 greeks (IV, delta, gamma, theta, vega):

More underlyings (CL, GC, ZN, NQ weeklies…) on request — any futures product we carry.

Index & equity options

Full chains with greeks & IV on every contract:

Stream options

Subscribe by underlying on the options channel — you receive every strike across the nearest expiries, updating live:

from tickstream import Stream
stream = Stream("sk_live_…")
# ES = CME futures options · SPX = index options
for o in stream.options("ES", "SPX"):
    print(o.symbol, o.expiry, o.strike, o.right, o.bid, o.ask, o.oi)

{ "op": "subscribe", "channel": "options", "symbols": ["ES", "SPX"] }

The option message

{
  "type": "option",
  "symbol": "ES",
  "expiry": "20260618",
  "strike": 5300,
  "right": "call",
  "bid": 42.1, "ask": 42.6, "price": 42.3,
  "oi": 11820,
  "iv": 0.142, "delta": 0.55, "gamma": 0.004, "theta": -0.38, "vega": 1.92,
  "ts": 1749556800
}