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.
Continue setup in your AI
Only public catalog IDs and a safe return path are handed to the Plugins page. This does not run the tool or confirm current availability, authorization, price, limits, or upstream status; those conditions are checked again before execution.
- Selected tool
- cn_financial_pro.option_greeks.v1
- Provider scope
- cn financial pro 数据 (cn financial pro Data)
- Catalog updated
- 2026-10-31T07:11:35.505824+00:00
- Business task
- Pending verification
Run on this page: Execute is the in-site test path. Continue setup is for adding the public selection to an external AI; the two paths are tracked and validated separately.
Call setup
cn_financial_pro.option_greeks.v1