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All Greeks (v3) ​

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REQUIRED

The v3 Theta Terminal must be running to access data.

  • Returns the data for all contracts that share the same provided symbol and expiration.
  • Calculated using the option and underlying midpoint price. If an interval size is specified (highly recommended), the option quote used in the calculation follows the same rules as the quote endpoint.
  • The underlying price represents whatever the last underlying price was at the timestamp field. You can read more about how Theta Data calculates greeks here.
  • Multi-day requests are limited to 1 month of data.

Query Parameters ​

date  -

The date to fetch data for. If present, this overrides start_date and end_date.

Type: string
symbolRequired  -

The stock or index symbol, or underlying symbol for options.

Type: string
expirationRequired  -

The expiration of the contract in YYYY-MM-DD or YYYYMMDD format, or * for all expirations. * is limited to one day at a time and an interval of at least 1m; tick and sub-minute intervals are rejected.

Type: string
strike  -

The strike price of the contract in dollars (ie 100.00 for $100.00), or * for all strikes.

Type: string (Default: *)
right  -

The right (call or put) of the contract.

Type: string (Default: both)
Enumcall, put, both
start_time  -

The start time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS).

Type: string (Default: 09:30:00)
end_time  -

The end time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS).

Type: string (Default: 16:00:00)
intervalRequired  -

The size of the time interval must be one of the available options listed below. Intervals less than 1m are available only for single-day requests.

Type: string (Default: 1s)
Enumtick, 10ms, 100ms, 500ms, 1s, 5s, 10s, 15s, 30s, 1m, 5m, 10m, 15m, 30m, 1h
annual_dividend  -

The annualized continuous dividend yield used in Greeks calculations, as a decimal (e.g. 0.0042 for a 0.42% yield). To pass a dollar amount instead, use annual_dividend_amount. Must be non-negative.

Type: number
rate_type  -

The interest rate type to be used in a Greeks calculation.

Type: string (Default: sofr)
Enumsofr, treasury_m1, treasury_m3, treasury_m6, treasury_y1, treasury_y2, treasury_y3, treasury_y5, treasury_y7, treasury_y10, treasury_y20, treasury_y30
rate_value  -

The interest rate, as a percent, to be used in a Greeks calculation.

Type: number
version  -

Used to adjust Greeks calculation methodology. "1" uses a fixed .15 DTE for 0DTE; "latest" uses real TTE (down to a minimum of 1 hour)

Type: string (Default: latest)
Enumlatest, 1
strike_range  -

Limits the number of contracts returned relative to the underlying's spot price. For a specified value 'n', this returns 'n' strikes above and 'n' strikes below the spot price, plus one at-the-money (ATM) strike (where spot price = strike price), if available. This results in a maximum of 2n + 1 strikes.

Type: integer
format  -

The format of the data when returned to the user.

Type: string (Default: csv)
Enumcsv, json, ndjson, html
start_date  -

The start date (inclusive).

Type: string
end_date  -

The end date (inclusive).

Type: string
annual_dividend_amount  -

The annual dividend per share in dollars used in Greeks calculations (e.g. 0.96 for $0.96 per year). It is converted to a yield for each tick by dividing by the underlying price used for that tick. Must be non-negative, and cannot be combined with a non-zero annual_dividend.

Type: number

Responses ​

Returns all greeks for an option contract

array of:

Sample Code ​

py