Greek Exposure By Expiry
The greek exposure of a ticker grouped by expiry dates across all contracts on a given market date.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Path Parameters
A single ticker
"AAPL"
Query Parameters
A trading date in the format of YYYY-MM-DD. This is optional and by default the last trading date.
"2024-01-18T00:00:00.000Z"
Response
The sum of the charm values of all call transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
"102382359.5786"
The sum of the delta values of all call transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
"227549667.4651"
The sum of the gamma values of all call transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
"9356683.4241"
The sum of the vanna values of all call transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
"152099632406.9564"
The expiry date of an option contract in ISO format.
"2022-05-30T00:00:00.000Z"
The sum of the charm values of all put transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
"-943028472.4815"
The sum of the delta values of all put transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
"-191893077.7193"
The sum of the gamma values of all put transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
"-12337386.0524"
The sum of the vanna values of all put transactions that executed multiplied by the open interest and the number of shares per contract (typically 100 shares per contract).
"488921784213.1121"
