Greeks

curl --request GET \
  --url https://api.unusualwhales.com/api/stock/{ticker}/greeks \
  --header 'Authorization: Bearer <token>'

const options = {method: 'GET', headers: {Authorization: 'Bearer <token>'}};

fetch('https://api.unusualwhales.com/api/stock/{ticker}/greeks', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.unusualwhales.com/api/stock/{ticker}/greeks",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"net/http"
	"io"
)

func main() {

	url := "https://api.unusualwhales.com/api/stock/{ticker}/greeks"

	req, _ := http.NewRequest("GET", url, nil)

	req.Header.Add("Authorization", "Bearer <token>")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://api.unusualwhales.com/api/stock/{ticker}/greeks")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Get.new(url)
request["Authorization"] = 'Bearer <token>'

response = http.request(request)
puts response.read_body

{
  "data": [
    {
      "call_charm": "9.32",
      "call_delta": "0.5",
      "call_gamma": "0.0051",
      "call_option_symbol": "SPY240105C00480000",
      "call_rho": "0.0321",
      "call_theta": "-0.62",
      "call_vanna": "-0.91",
      "call_vega": "0.15",
      "call_volatility": "0.3",
      "date": "2024-01-01T00:00:00.000Z",
      "expiry": "2024-01-05T00:00:00.000Z",
      "put_charm": "9.32",
      "put_delta": "-0.51",
      "put_gamma": "0.005",
      "put_option_symbol": "SPY240105P00480000",
      "put_rho": "-0.022",
      "put_theta": "-0.62",
      "put_vanna": "-0.91",
      "put_vega": "0.15",
      "put_volatility": "0.29",
      "strike": "480.0"
    },
    {
      "call_charm": "9.32",
      "call_delta": "0.45",
      "call_gamma": "0.003",
      "call_option_symbol": "SPY240105C00490000",
      "call_rho": "0.0321",
      "call_theta": "-0.62",
      "call_vanna": "-0.91",
      "call_vega": "0.15",
      "call_volatility": "0.33",
      "date": "2024-01-01T00:00:00.000Z",
      "expiry": "2024-01-05T00:00:00.000Z",
      "put_charm": "9.32",
      "put_delta": "-0.55",
      "put_gamma": "0.007",
      "put_option_symbol": "SPY240105P00490000",
      "put_rho": "-0.022",
      "put_theta": "-0.62",
      "put_vanna": "-0.91",
      "put_vega": "0.15",
      "put_volatility": "0.32",
      "strike": "490.0"
    }
  ]
}

{
  "code": "authentication_required",
  "documentation_url": "https://api.unusualwhales.com/docs",
  "expected_format": "uuid",
  "message": "The API token provided is not in the expected format. Unusual Whales API tokens are UUIDs, such as 123e4567-e89b-12d3-a456-426614174000.",
  "reason": "malformed_token",
  "request_id": "GNI_YTC1CRnw2LACGBvE",
  "retryable": false,
  "support_email": "[email protected]",
  "token_url": "https://unusualwhales.com/dashboard/api"
}

{
  "code": "payment_required",
  "documentation_url": "https://api.unusualwhales.com/docs",
  "message": "This API token is paused because the payment for your API subscription failed. Update your card at https://unusualwhales.com/settings. The same token works again once a payment succeeds.",
  "reason": "payment_failed",
  "request_id": "GNI_YTC1CRnw2LACGBvE",
  "retryable": false,
  "support_email": "[email protected]",
  "token_url": "https://unusualwhales.com/dashboard/api"
}

{
  "code": "missing_access",
  "documentation_url": "https://api.unusualwhales.com/docs",
  "message": "The API token provided is valid but is not permitted to access this route.",
  "reason": "route_not_permitted",
  "request_id": "GNI_YTC1CRnw2LACGBvE",
  "retryable": false,
  "support_email": "[email protected]",
  "token_url": "https://unusualwhales.com/dashboard/api"
}

{
  "msg": "Invalid path input: MSFT12 (valid example: AAPL) - Invalid query input(s): date=2023-02-140 (valid example: date=2024-01-18)",
  "path": "/api/darkpool/MSFT12",
  "query": "date=2023-02-140",
  "url": "localhost:4000/api/darkpool/MSFT12?date=2023-02-140"
}

Something went wrong

{
  "error": "Exposure data is temporarily unavailable. Please retry shortly."
}

stock

Greeks

Returns the greeks for each strike for a single expiry date.

expiry is required. Without it, the endpoint returns an empty array rather than an error.

Open interest is not included. For open interest and the full contract set, use /api/stock/{ticker}/option-contracts. That endpoint also returns per-contract delta, gamma, theta, vega and rho. Charm and vanna remain available here. Join call_option_symbol or put_option_symbol to the option contracts response’s option_symbol.

For real time streaming of per-contract greeks across all expiries, subscribe to the greeks:{TICKER} websocket channel, see https://api.unusualwhales.com/docs/websocket/greeks.

GET

api

stock

{ticker}

greeks

Greeks

curl --request GET \
  --url https://api.unusualwhales.com/api/stock/{ticker}/greeks \
  --header 'Authorization: Bearer <token>'

const options = {method: 'GET', headers: {Authorization: 'Bearer <token>'}};

fetch('https://api.unusualwhales.com/api/stock/{ticker}/greeks', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.unusualwhales.com/api/stock/{ticker}/greeks",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"net/http"
	"io"
)

func main() {

	url := "https://api.unusualwhales.com/api/stock/{ticker}/greeks"

	req, _ := http.NewRequest("GET", url, nil)

	req.Header.Add("Authorization", "Bearer <token>")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://api.unusualwhales.com/api/stock/{ticker}/greeks")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Get.new(url)
request["Authorization"] = 'Bearer <token>'

response = http.request(request)
puts response.read_body

{
  "data": [
    {
      "call_charm": "9.32",
      "call_delta": "0.5",
      "call_gamma": "0.0051",
      "call_option_symbol": "SPY240105C00480000",
      "call_rho": "0.0321",
      "call_theta": "-0.62",
      "call_vanna": "-0.91",
      "call_vega": "0.15",
      "call_volatility": "0.3",
      "date": "2024-01-01T00:00:00.000Z",
      "expiry": "2024-01-05T00:00:00.000Z",
      "put_charm": "9.32",
      "put_delta": "-0.51",
      "put_gamma": "0.005",
      "put_option_symbol": "SPY240105P00480000",
      "put_rho": "-0.022",
      "put_theta": "-0.62",
      "put_vanna": "-0.91",
      "put_vega": "0.15",
      "put_volatility": "0.29",
      "strike": "480.0"
    },
    {
      "call_charm": "9.32",
      "call_delta": "0.45",
      "call_gamma": "0.003",
      "call_option_symbol": "SPY240105C00490000",
      "call_rho": "0.0321",
      "call_theta": "-0.62",
      "call_vanna": "-0.91",
      "call_vega": "0.15",
      "call_volatility": "0.33",
      "date": "2024-01-01T00:00:00.000Z",
      "expiry": "2024-01-05T00:00:00.000Z",
      "put_charm": "9.32",
      "put_delta": "-0.55",
      "put_gamma": "0.007",
      "put_option_symbol": "SPY240105P00490000",
      "put_rho": "-0.022",
      "put_theta": "-0.62",
      "put_vanna": "-0.91",
      "put_vega": "0.15",
      "put_volatility": "0.32",
      "strike": "490.0"
    }
  ]
}

{
  "code": "authentication_required",
  "documentation_url": "https://api.unusualwhales.com/docs",
  "expected_format": "uuid",
  "message": "The API token provided is not in the expected format. Unusual Whales API tokens are UUIDs, such as 123e4567-e89b-12d3-a456-426614174000.",
  "reason": "malformed_token",
  "request_id": "GNI_YTC1CRnw2LACGBvE",
  "retryable": false,
  "support_email": "[email protected]",
  "token_url": "https://unusualwhales.com/dashboard/api"
}

{
  "code": "payment_required",
  "documentation_url": "https://api.unusualwhales.com/docs",
  "message": "This API token is paused because the payment for your API subscription failed. Update your card at https://unusualwhales.com/settings. The same token works again once a payment succeeds.",
  "reason": "payment_failed",
  "request_id": "GNI_YTC1CRnw2LACGBvE",
  "retryable": false,
  "support_email": "[email protected]",
  "token_url": "https://unusualwhales.com/dashboard/api"
}

{
  "code": "missing_access",
  "documentation_url": "https://api.unusualwhales.com/docs",
  "message": "The API token provided is valid but is not permitted to access this route.",
  "reason": "route_not_permitted",
  "request_id": "GNI_YTC1CRnw2LACGBvE",
  "retryable": false,
  "support_email": "[email protected]",
  "token_url": "https://unusualwhales.com/dashboard/api"
}

{
  "msg": "Invalid path input: MSFT12 (valid example: AAPL) - Invalid query input(s): date=2023-02-140 (valid example: date=2024-01-18)",
  "path": "/api/darkpool/MSFT12",
  "query": "date=2023-02-140",
  "url": "localhost:4000/api/darkpool/MSFT12?date=2023-02-140"
}

Something went wrong

{
  "error": "Exposure data is temporarily unavailable. Please retry shortly."
}

Authorizations

Authorization

string

header

required

Bearer authentication header of the form Bearer <token>, where <token> is your auth token.

Path Parameters

ticker

string

required

A single ticker

Example:

"AAPL"

Query Parameters

date

string

A trading date in the format of YYYY-MM-DD. This is optional and by default the last trading date.

Example:

"2024-01-18T00:00:00.000Z"

expiry

string

required

A single expiry date in ISO date format.

Example:

"2024-02-02T00:00:00.000Z"

Response

The greek values for a set of call and put contracts at the same strike and expiry for a ticker.

call_charm

string

Example:

"9.2"

call_delta

string

The delta of the option trade.

Example:

"0.610546281537814"

call_gamma

string

The gamma of the option trade.

Example:

"0.00775013889662635"

call_option_symbol

string

The option symbol of the contract.

You can use the following regex to extract underlying ticker, option type, expiry & strike: ^(?<symbol>[\w]*)(?<expiry>(\d{2})(\d{2})(\d{2}))(?<type>[PC])(?<strike>\d{8})$

Keep in mind that the strike needs to be multiplied by 1,000.

call_rho

string

The rho of the option trade.

Example:

"0.2316546330093438"

call_theta

string

The theta of the option trade.

Example:

"-0.0640155364004474"

call_vanna

string

Example:

"-0.9"

call_vega

string

The vega of the option trade.

Example:

"0.3140468475903719"

call_volatility

string

The implied volatility of the option trade.

Example:

"0.604347250962543"

date

string

An ISO date.

Example:

"2024-01-09T00:00:00.000Z"

expiry

string

An ISO date.

Example:

"2024-01-09T00:00:00.000Z"

put_charm

string

Example:

"9.2"

put_delta

string

The delta of the option trade.

Example:

"0.610546281537814"

put_gamma

string

The gamma of the option trade.

Example:

"0.00775013889662635"

put_option_symbol

string

The option symbol of the contract.

You can use the following regex to extract underlying ticker, option type, expiry & strike: ^(?<symbol>[\w]*)(?<expiry>(\d{2})(\d{2})(\d{2}))(?<type>[PC])(?<strike>\d{8})$

Keep in mind that the strike needs to be multiplied by 1,000.

put_rho

string

The rho of the option trade.

Example:

"0.2316546330093438"

put_theta

string

The theta of the option trade.

Example:

"-0.0640155364004474"

put_vanna

string

Example:

"-0.9"

put_vega

string

The vega of the option trade.

Example:

"0.3140468475903719"

put_volatility

string

The implied volatility of the option trade.

Example:

"0.604347250962543"

strike

string

The strike price of an option contract.

Example:

"150.0"

Docs

Endpoints

Greeks

Authorizations

Path Parameters

Query Parameters

Response