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Bulk Greeks ​

StandardPro

REQUIRED

The Theta Terminal must be running to access data.

Behavior

  • Retrieve a real-time last 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.

http://127.0.0.1:25510/v2/bulk_snapshot/option/greeks?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

rootRequired  -

The symbol of the security. Option underlyings for indices might have special tickers.

Type: string
expRequired  -

The expiration date of the option contract formatted as YYYYMMDD.

Type: integer
under_price  -

The underlying price to be used in the Greeks calculation for a snapshot.

Type: number
rate  -

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.

Type: string
EnumSOFR, TREASURY_M1, TREASURY_M3, TREASURY_M6, TREASURY_Y1, TREASURY_Y2, TREASURY_Y3, TREASURY_Y5, TREASURY_Y7, TREASURY_Y10, TREASURY_Y20, TREASURY_Y30
annual_div  -

The annualized expected dividend amount to be used in Greeks calculations.

Type: number
rate_value  -

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.

Type: number
use_csv  -

Output is in comma-separated values if true, legacy JSON if false.

Type: boolean (Default: false)
pretty_time  -

If this value is set to true, ms_of_day and date will take the format of 09:30:00.000 and 2020-01-01; if set to false, ms_of_day will return the timestamp in milliseconds since midnight EST.

Type: boolean (Default: false)

Responses ​

OK

Sample Code

py