option_history_trade_greeks_all
Get historical per-trade Greeks for options, requiring an expiration date and covering up to one month.
Instructions
[PROFESSIONAL] Greeks calculated at each trade. Max 1 month, requires expiration.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| date | No | The date to fetch data for. If present, this overrides start_date and end_date. | |
| 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). | |
| end_time | No | The end time (inclusive) in the specified day. | 16:00:00 |
| 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). | |
| start_time | No | The start time (inclusive) in the specified day. | 09:30:00 |
| 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. |