option_history_greeks_eod
Get end-of-day Greeks (delta, gamma, theta, vega) for options by symbol and expiration. Specify '*' to include all expirations and strikes for full analysis.
Instructions
[STANDARD] EOD greeks for all contracts by symbol and expiration. Use expiration=* for all.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| right | No | The right (call or put) of the contract. | both |
| strike | No | The strike price of the contract in dollars (ie `100.00` for `$100.00`), or `*` for all strikes. | * |
| symbol | Yes | The stock or index symbol, or underlying symbol for options. | |
| max_dte | No | If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned. | |
| version | No | 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) | latest |
| end_date | No | The end date (inclusive). | |
| rate_type | No | The interest rate type to be used in a Greeks calculation. | sofr |
| expiration | Yes | The expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format, or `*` for all expirations. | |
| rate_value | No | The interest rate, as a percent, to be used in a Greeks calculation. | |
| start_date | No | The start date (inclusive). | |
| strike_range | No | 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. | |
| annual_dividend | No | The annualized expected dividend amount to be used in Greeks calculations. | |
| underlyer_use_nbbo | No | Used to select underlyer pricing for Greeks calculation. "true" uses the midpoint of the NBBO; "false" uses the last trade price. |