ThetaData v3

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Second Order Greeks (v3) ​

REQUIRED

The v3 Theta Terminal must be running to access data.

  • Retrieve a real-time last second order greeks calculation for all option contracts that lie on a provided expiration.
  • You might need to change the default expiration date to a different date if it is past the current date. Some quotes are omitted in the example to reduce the space of the sample output.
  • Make expiration * if you want to get the snapshot for every expiration chain for the underlying.

This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.

Sample URL ​

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

Returns second order greeks for an option contract
http://localhost:25503/v3/option/snapshot/greeks/second_order?symbol=AAPL&expiration=20260116&strike=275.00

Returns second order greeks for all option contracts
http://localhost:25503/v3/option/snapshot/greeks/second_order?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