# Greeks

`GET` `https://api.unusualwhales.com/api/stock/{ticker}/greeks`

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


## Authentication

```
Authorization: Bearer YOUR_API_KEY
```

## Path Parameters

| Name | Type | Required | Description |
|------|------|----------|-------------|
| `ticker` | SingleTicker | Yes | A single ticker |

## Query Parameters

| Name | Type | Required | Description |
|------|------|----------|-------------|
| `date` | Optional Market Date | No | A trading date in the format of YYYY-MM-DD.
This is optional and by default the last trading date.
 |
| `expiry` | Single expiry date | Yes | A single expiry date in ISO date format. |


## Response (200)

| Field | Type | Description |
|-------|------|-------------|
| `call_charm` | Charm |  |
| `call_delta` | Delta | The delta of the option trade. |
| `call_gamma` | Gamma | The gamma of the option trade. |
| `call_rho` | Rho | The rho of the option trade. |
| `call_theta` | Theta | The theta of the option trade. |
| `call_vanna` | Vanna |  |
| `call_vega` | Vega | The vega of the option trade. |
| `call_volatility` | Implied Volatility | The implied volatility of the option trade. |
| `date` | General ISO Date | An ISO date. |
| `expiry` | General ISO Date | An ISO date. |
| `put_charm` | Charm |  |
| `put_delta` | Delta | The delta of the option trade. |
| `put_gamma` | Gamma | The gamma of the option trade. |
| `put_rho` | Rho | The rho of the option trade. |
| `put_theta` | Theta | The theta of the option trade. |
| `put_vanna` | Vanna |  |
| `put_vega` | Vega | The vega of the option trade. |
| `put_volatility` | Implied Volatility | The implied volatility of the option trade. |
| `strike` | Strike | The strike price of an option contract. |


## Example

### curl

```bash
curl -X GET "https://api.unusualwhales.com/api/stock/{ticker}/greeks?expiry=VALUE" \
  -H "Authorization: Bearer YOUR_API_KEY" \
  -H "Accept: application/json"
```

### Python

```python
import http.client

conn = http.client.HTTPSConnection("api.unusualwhales.com")
headers = {"Authorization": "Bearer YOUR_API_KEY", "Accept": "application/json"}
conn.request("GET", "/api/stock/{ticker}/greeks?expiry=VALUE", headers=headers)
response = conn.getresponse()
print(response.read().decode("utf-8"))
```

## Response Example

```json
{
  "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": "2024-01-01",
      "expiry": "2024-01-05",
      "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": "2024-01-01",
      "expiry": "2024-01-05",
      "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"
    }
  ]
}
```