Option Greeks and Implied Volatility

Query Greeks risk sensitivities (Delta, Gamma, Theta, Vega, Rho)and implied volatility (IV) for option contracts via the market data service. Accepts option contract codes in the market data service format (e.g. 10010295.SH).Returns one record per contract with all six metrics for the given date. Covers ETF options (SSE/SZSE), index options (CFFEX),and commodity options (SHFE/DCE/CZCE/INE/GFEX).Does not include: option chain T-shaped quotes (see option_chain),static contract reference data (see option_basics),real-time option prices.