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:

ATM filtering now uses real underlying price:

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 nexturl (see massivepaginate 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

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)

All functions return the raw JSON from upstream. HTTP errors raise via Response.raiseforstatus().

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, lastquote, lasttrade 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 MASSIVEAPIKEY 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.