ThetaData

Appearance

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.
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?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