option_snapshot_greeks_implied_volatility()
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 Theta Data calculates greeks
here.
Parameters
The stock or index symbol, or underlying symbol for options.
The expiration of the contract in YYYY-MM-DD or YYYYMMDD format, or * for all expirations.
The strike price of the contract in dollars (ie 100.00 for $100.00), or * for all strikes.
The right (call or put) of the contract.
The annualized expected dividend amount to be used in Greeks calculations.
The interest rate type to be used in a Greeks calculation.
The interest rate, as a percent, to be used in a Greeks calculation.
The underlying stock price to be used in the Greeks calculation.
Used to adjust Greeks calculation methodology. "1" uses a fixed .15 DTE for 0DTE; "latest" uses real TTE (down to a minimum of 1 hour)
If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned.
Used to specify a filter to limit the number of contracts returned relative to the underlying's spot price. Will return the specified number of strikes above and below the spot price, as well as the at-the-money strike.
Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format).
Use the market value bid, ask, and price
Sample Code
Response
Returns implied volatility for an option contract