ThetaData v3

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Implied Volatility (v3) ​

StandardPro

REQUIRED

The v3 Theta Terminal must be running to access data.

Returns implied volatilies calculated using the national best bid, mid, and ask price
of the option respectively. The underlying price represents whatever the last underlying price was at the
underlying_timestamp field. You can read more about how Thetadata calculates greeks
here.

Sample URL ​

Paste the URL below into your browser while the Theta Terminal is running.

Returns implied volatility for an option contract
http://localhost:25503/v3/option/snapshot/greeks/implied_volatility?symbol=AAPL&expiration=20260116&strike=275.000&right=call

Returns implied volatility for all option contracts
http://localhost:25503/v3/option/snapshot/greeks/implied_volatility?symbol=AAPL&expiration=*

Query Parameters ​

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.

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
annual_dividend  -

The annualized expected dividend amount to be used in Greeks calculations.

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
stock_price  -

The underlying stock price to be used in the Greeks calculation.

Type: number
format  -

The format of the data when returned to the user.

Type: string (Default: csv)
Enumcsv, json, ndjson

Sample Code ​

py