Bulk All Greeks
REQUIRED
The Theta Terminal must be running to access data.
Behavior
Returns the data for all contracts that share the same provided root and expiration.
Sample URL & Code
Paste the URL below into your browser while the Theta Terminal is running.
You can use the "request sample" box to the right of this box obtain sample
code in any programming language.
http://127.0.0.1:25510/v2/bulk_hist/option/all_greeks?root=AAPL&exp=20231117&start_date=20231110&end_date=20231110&ivl=900000
Parameters
Query Parameters
The expiration date of the option contract formatted as YYYYMMDD.
The start date (inclusive) of the request formatted as YYYYMMDD.
The end date (inclusive) of the request formatted as YYYYMMDD.
Uses CSV if true, legacy JSON if false.
The symbol of the security. Option underlyings for indices might have special tickers.
The annualized expected dividend amount to be used in Greeks calculations.
The underlying price to be used in the Greeks calculation for EOD data or a snapshot.
The interest rate type to be used in a Greeks calculation. Omitting this parameter will default to SOFR or 0 if no rate exists for the date in question.
The annualized interest rate value to be used in a Greeks calculation. A 3.42% interest rate would be represented as .0342. This will override the rate parameter if it is specified.
The interval size in milliseconds. 1 minute intervals is 60000. Omitting this value or setting it to 0will provide tick-level data instead of aggregated / intervalized data.