massive-options-data

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US options data: chain snapshots, contracts, trades, quotes, greeks, IV, OI. Use when pulling option chains or contract metrics for analysis (e.g. AAPL Jan calls, SPY chain, NVDA IV, weekly puts).

2installs

Sourcestarchild-ai-agent/official-skills

Added on2026-08-30

NPX Install

npx skill4agent add starchild-ai-agent/official-skills massive-options-data

SKILL.md Content

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Massive Options Data

Data supply layer for US options market data. Wraps the Massive (Polygon) options REST endpoints with a thin, predictable Python interface.

This skill does NOT generate strategies, signals, rankings, or trading advice — it only exposes options data.

Plan: Developer — REAL field availability

We are on Massive Options Developer ($79/mo). Build your callers against what's actually present in the API responses:

Field	Developer returns?	Notes
`details.*` (ticker, strike, expiration, type)	✅	Always present.
`implied_volatility`	✅	Per contract, 15-min delayed.
`greeks` (delta, gamma, theta, vega)	✅	Per contract, 15-min delayed.
`open_interest`	✅	Per contract, previous session.
`day.{open,high,low,close,volume,vwap}`	✅	Option prices (previous session OHLC), 15-min delayed.
`underlying_asset.ticker`	✅	Always present.
`underlying_asset.price`	✅	Current underlying price, 15-min delayed.
`last_trade` (price, size, timestamp)	✅	Last trade, 15-min delayed.
`last_quote` (bid/ask)	❌	Still not returned on Developer. Cannot calculate real-time spread.
Historical IV / IV Rank / IV Percentile	❌	Not exposed on any plan; build your own historical series.

ATM filtering now uses real underlying price:

python

chain = massive_option_chain_snapshot("AAPL")
# No need for twelvedata — underlying price is now included!
spot_price = chain["results"][0]["underlying_asset"]["price"]
atm_low, atm_high = spot_price * 0.95, spot_price * 1.05
for contract in chain["results"]:
    strike = contract["details"]["strike_price"]  
    if atm_low <= strike <= atm_high:
        # This is an ATM contract

If you need real-time bid/ask quotes, upgrade to Advanced ($199/mo).

Pagination — required for any DTE-range scan

Chain snapshots paginate by

ticker

sort order. A 250-row first page often covers just one expiration. To get all contracts in a DTE window you MUST walk

next_url

(see

massive_paginate

in

exports.py

). Skipping this is the #1 reason a "0 results" scan looks broken.

Typical chain sizes for a single underlying with one expiration window can exceed 450 contracts. Allow at least 4 pages.

Script Usage

bash

python3 - <<'EOF'
import sys, json
sys.path.insert(0, "/data/workspace/skills/massive-options-data")
from exports import (
    massive_option_chain_snapshot,
    massive_option_contract_snapshot,
    massive_option_trades,
    massive_option_quotes,
    massive_option_aggregates,
    massive_list_contracts,
    massive_paginate,
)

snap = massive_option_chain_snapshot(underlying="SPY", limit=10)
print(json.dumps(snap.get("results", [])[:2], indent=2))
EOF

Functions (

exports.py

)

Function	Endpoint	Purpose
`massive_option_chain_snapshot(underlying, **filters)`	`GET /v3/snapshot/options/{underlying}`	Full chain snapshot (price/greeks/IV/OI; quote+trade missing on Starter).
`massive_option_contract_snapshot(underlying, option_ticker)`	`GET /v3/snapshot/options/{underlying}/{contract}`	Single contract snapshot.
`massive_list_contracts(underlying_ticker=None, **filters)`	`GET /v3/reference/options/contracts`	Reference list of option contracts (active or expired).
`massive_option_trades(option_ticker, **range)`	`GET /v3/trades/{option_ticker}`	Historical trade ticks. Available on Developer+.
`massive_option_quotes(option_ticker, **range)`	`GET /v3/quotes/{option_ticker}`	Historical NBBO quotes. Still returns 403 on Developer. Requires Advanced.
`massive_option_aggregates(option_ticker, multiplier, timespan, from_, to, **opts)`	`GET /v2/aggs/ticker/{ticker}/range/...`	OHLCV bars. Minute + second bars on Developer, all bars on Advanced.
`massive_paginate(url, params=None, max_pages=20)`	—	Walk `next_url` cursor pagination.

All functions return the raw JSON from upstream. HTTP errors raise via

Response.raise_for_status()

.

Hardening notes

Probe first, code second. Before writing a filter pipeline against a new endpoint, dump one full record and inspect actual fields. Saves hours of "why is everything filtered out?" debugging.
Null handling.
```
greeks
```
,
```
last_quote
```
,
```
last_trade
```
may be absent; keep as
```
None
```
, never fabricate.
Caller-id. Every call should include a
```
caller_id
```
so transparent-proxy can attribute usage.

Credentials

Set

MASSIVE_API_KEY

via the agent's secure input flow. The key is injected by sc-proxy when present; the local script also reads it from the environment so it works in BYOK setups.

Source of truth

Massive options docs: https://massive.com/docs/rest/options/overview
Follow official field names; when upstream changes the contract, update this skill rather than papering over it in callers.

massive-options-data

NPX Install

Tags

SKILL.md Content

Massive Options Data

Plan: Developer — REAL field availability

Pagination — required for any DTE-range scan

Script Usage

Functions (
`exports.py`
)

Hardening notes

Credentials

Source of truth

massive-options-data

NPX Install

Tags

SKILL.md Content

Massive Options Data

Plan: Developer — REAL field availability

Pagination — required for any DTE-range scan

Script Usage

Functions (exports.py)

Hardening notes

Credentials

Source of truth

Functions (
`exports.py`
)