get_greeks
Fetch Black-Scholes Greeks (delta, gamma, theta, vega, rho) with theoretical price and mispricing for options contracts on a ticker, filterable by expiration, moneyness, and ATM range.
Instructions
Black-Scholes Greeks (Delta, Gamma, Theta, Vega, Rho) plus theoretical price and mispricing for every contract in the chain.
Plan: Trader and up.
Args: symbol: Underlying ticker. expiration: Unix timestamp of a specific expiry, or "all". Omit for the nearest expiry. range: Pass "atm" to restrict the chain to at-the-money contracts. moneyness: A "low,high" pair (e.g. "0.9,1.1") to filter contracts by strike/spot ratio. limit: Cap the number of contracts returned (per side).
Returns GreeksResponse JSON: symbol, spotPrice, timestamp, and contracts[] each with delta/gamma/theta/vega/rho, iv, theoreticalPrice, mispricing, inTheMoney.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| limit | No | ||
| range | No | ||
| symbol | Yes | ||
| moneyness | No | ||
| expiration | No |