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x402stock Options OHLCV Historical Bars
x402stock Options OHLCV Historical Bars is a paid API for AI agents from agents.x402stock.xyz, paid per call via MPP, $0.02/call, status unknown (last checked 2026-09-12).
Returns historical OHLCV price bars for a single options contract over a specified date range at configurable timespans and multipliers.
Price / call$0.02
Success—
StatusUnknown
How this service works
Historical OHLCV price bars for one option contract over any date range. Pass the option contract ticker in the path (e.g. O:AAPL260620C00150000) and tune ?multiplier=, ?timespan=minute|hour|day|week|month, ?from= and ?to= (optional; default to the trailing year), ?adjusted=, ?sort=, and ?limit=. Use for backtesting or charting a single option's price history. From x402stock
Output
A JSON object containing the option contract ticker, an array of OHLCV bars (each with open, high, low, close, volume, VWAP, trade count, and timestamp), the total bar count, adjustment status, and an as_of timestamp indicating data freshness. The source field confirms data origin as x402stock.
Example use cases
Options backtesting strategy research
“Get me daily OHLCV price bars for the SPY December 2025 $580 put (O:SPY251219P00580000) for the entire year 2025 so I can backtest a simple put-buying strategy.”
Charting a recent options trade
“I bought the TSLA March 2026 $300 call last month — can you pull hourly OHLCV bars for O:TSLA260320C00300000 from June 1 2025 to today so I can chart how it's moved?”
Analyzing options volume around earnings
“Fetch minute-level OHLCV data for the NVDA August 2025 $130 call (O:NVDA250815C00130000) for the two weeks around August 2025 earnings — I want to see how volume and price spiked.”
Technical details
Endpoint
GEThttps://agents.x402stock.xyz/api/v1/options-aggregates/{contract}When to prefer
Use this endpoint when you need historical price bar data for a specific, named options contract in OCC/Polygon format. It is ideal for backtesting single-contract options strategies, charting price history, or analyzing volume patterns around events. Prefer this over stock OHLCV endpoints when the asset is specifically an options contract, and over options snapshot endpoints when you need a time series rather than current state.
Side effects
- Invalid or malformed contract ticker (e.g. missing O: prefix) returns an error or empty result
- Date range with no trading data for the contract (expired or not yet active) returns zero bars
- Exceeding the limit of 50000 bars silently truncates or returns an error
- Invalid timespan enum value returns a validation error
- from date after to date returns an error or empty dataset
- Payment failure (insufficient USDC balance) results in 402 response before data is returned
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| to | string | |
| from | string | |
| sort | string | |
| limit | integer | |
| adjusted | boolean | |
| contractrequired | string | Option contract ticker (OCC/Polygon format), e.g. O:AAPL260620C00150000. |
| timespan | string | |
| multiplier | integer |
Output
Schema · Response
| Field | Type | Description |
|---|---|---|
| datarequired | object | |
| as_ofrequired | string | |
| sourcerequired | string | |
| tickerrequired | string | |
| feedback | object |
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