Market Value

FreeValueStandardPro

Get the latest market value snapshot for an option contract.

• Returns a real-time market value derived from the last NBBO quote of an option contract.

SPY · 20250321

Client

Auth

Style

symbolstring*

expirationdate*

strikestring

rightstring

max_dteint

strike_rangeint

min_timestring

from thetadatadx import Client

client = Client.from_env()

rows = client.market_data.option_snapshot_market_value(
    "SPY", "20250321",
    strike="570", right="C",
)
for t in rows:
    print(t.date, t.market_price)

Sample response · JSON

[
  {
    "market_ask": 6.09,
    "market_bid": 6.01,
    "market_price": 6.05
  }
]

Parameters

Name	Type	Required	Default	Description
symbol	string	yes	—	Ticker symbol (e.g. AAPL)
expiration	date	yes	—	Expiration date YYYYMMDD. Pass * to select all expirations for the underlying (chain-wide; query one date at a time).
strike	string	no	*	Strike price in dollars as a string (e.g. 500 or 17.5). Use * for wildcard selection.
right	string	no	both	Option side. Use both or * (alias) for calls and puts. Accepted values: call, put, both, *.
max_dte	int	no	—	Maximum days to expiration
strike_range	int	no	—	Strike range filter
min_time	string	no	—	Minimum time filter
timeout_ms	int	no	—	Per-request deadline in milliseconds. 0 means no deadline.

Response

Rows of MarketValueTick:

Field	Type	Description
ms_of_day	i32	Milliseconds since midnight Eastern Time.
market_bid	f64	Last market bid.
market_ask	f64	Last market ask.
market_price	f64	Market value derived from the last NBBO.
date	i32	Trading date as a YYYYMMDD integer.

Wildcard requests additionally populate expiration (YYYYMMDD), strike (dollars), and right ("C" / "P") on every row to identify the contract; on single-contract requests these are absent (None / null / undefined; the Rust and C rows carry the documented 0 / 0.0 / '\0' fills).