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.
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"
A single expiry date in ISO date format.
"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.
"9.2"
The delta of the option trade.
"0.610546281537814"
The gamma of the option trade.
"0.00775013889662635"
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.
The rho of the option trade.
"0.2316546330093438"
The theta of the option trade.
"-0.0640155364004474"
"-0.9"
The vega of the option trade.
"0.3140468475903719"
The implied volatility of the option trade.
"0.604347250962543"
An ISO date.
"2024-01-09T00:00:00.000Z"
An ISO date.
"2024-01-09T00:00:00.000Z"
"9.2"
The delta of the option trade.
"0.610546281537814"
The gamma of the option trade.
"0.00775013889662635"
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.
The rho of the option trade.
"0.2316546330093438"
The theta of the option trade.
"-0.0640155364004474"
"-0.9"
The vega of the option trade.
"0.3140468475903719"
The implied volatility of the option trade.
"0.604347250962543"
The strike price of an option contract.
"150.0"
