Previous Day Option Data

Retrieve the previous trading day’s OHLC bar for a single option contract — open, high, low, close, volume, plus volume-weighted average price (VWAP), bar timestamp, and trade count when the upstream source provides them.

Use case: Show “yesterday vs. today” change on an option position, draw daily option charts, or baseline today’s intraday activity against the prior session.

GET /v1/options/previous-day

Get Previous Day Option Data

cURL

curl --request GET \
  --url https://api.aries.com/v1/options/previous-day \
  --header 'Authorization: Bearer <token>'

200

success

{
  "ticker": "AAPL251219C00150000",
  "open": 13.5,
  "high": 15.25,
  "low": 13.2,
  "close": 13.75,
  "volume": 25430,
  "volumeWeighted": 14.18,
  "timestamp": 1734652800000,
  "transactionCount": 1842
}

Authorizations

Authorization · string · header · required

OAuth2 Bearer token: obtain an access token from the token endpoint and send it in the Authorization header.

Query Parameters

ticker · string · required

Option contract identifier in OCC/OSI format. The 21-character form is ROOT + YYMMDD + C/P + strike-in-cents (e.g. AAPL251219C00150000 = AAPL Dec-19-2025 $150 Call). The optional O: prefix is accepted and stripped (so O:AAPL251219C00150000 works too).

Response

200

application/json

Previous-day bar for the requested option contract.

ticker · string · required

Canonical OCC/OSI option symbol the data is for (always returned in uppercase, without the O: prefix even if you sent one).

open · number · required

Opening trade price of the contract during the previous regular trading session, in U.S. dollars per contract.

high · number · required

Highest trade price reached during the previous regular trading session, in U.S. dollars per contract.

low · number · required

Lowest trade price reached during the previous regular trading session, in U.S. dollars per contract.

close · number · required

Closing trade price of the contract at the end of the previous regular trading session, in U.S. dollars per contract.

volume · number · required

Total number of contracts that traded during the previous regular trading session. Higher volume usually means tighter bid/ask spreads and easier fills.

volumeWeighted · number

Volume-Weighted Average Price (VWAP) for the previous session — the average trade price weighted by contract size. Useful as a 'fair' reference price for the day. Omitted if the upstream source did not provide it.

timestamp · integer<int64>

When the bar applies to, as a Unix timestamp in milliseconds (UTC). Omitted if the upstream source did not provide it.

transactionCount · integer<int64>

Number of individual trade prints that made up the previous session's bar. (Each transaction can be many contracts — see volume for total contract count.) Omitted if the upstream source did not provide it.