Bulk Greeks Second Order
REQUIRED
The Theta Terminal must be running to access data.
Behavior
Retrieve a real-time last second order greeks calculation for all option contracts that lie on a provided expiration. You might need to change the default expiration date to a different date if it is past the current date. Some quotes are omitted in the example to reduce the space of the sample output. Make exp 0 if you want to get the snapshot for every expiration chain for the underlying.
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_snapshot/option/greeks_second_order?root=AAPL&exp=20260116
This endpoint will return no data if the market was closed for the day. Theta Data resets the snapshot cache at midnight ET every night.
Parameters
Query Parameters
The symbol of the security. Option underlyings for indices might have special tickers.
The expiration date of the option contract formatted as YYYYMMDD.
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 underlying price to be used in the Greeks calculation for EOD data or a snapshot.
The annualized expected dividend amount to be used in Greeks calculations.
Uses CSV if true, legacy JSON if false.