The Stall — Options Chain Data is a paid API for AI agents from the-stall.intuitek.ai, paid per call via x402, $0.01/call, status unknown (last checked 2026-09-15).
Fetches the full options chain (calls and/or puts) for a US equity or index ticker, with optional filters for expiration date, option type, and strike proximity to current price.
CBOE delayed options chain for any US equity or index — returns stock price, per-contract IV, greeks (delta/gamma/theta/vega), OI, volume, and bid/ask. Filterable by expiration date and call/put. Free CBOE data, no API key.
Returns a structured options chain for the requested ticker, including available strike prices and premiums for calls and/or puts, organized by expiration date. Optionally filtered to near-the-money strikes or a specific expiration date.
GEThttps://the-stall.intuitek.ai/cap/options-chainUse this endpoint when an agent or user needs live options chain data for US equities or major indexes (SPY, QQQ, NVDA, AAPL, TSLA, etc.) and wants to pay per-call without managing API keys or accounts. Ideal for agents doing options strategy research, screening near-the-money strikes, or building derivative pricing workflows. Prefer this over brokerage APIs when no account relationship is needed.
| Field | Type | Description |
|---|---|---|
| required | string | |
| properties | string |
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