- Returns implied volatilies calculated using the national best bid, mid, and ask price of the option respectively. - The underlying price represents whatever the last underlying price was at the ``timestamp`` field. You can read more about how Theta Data calculates greeks [here](/Articles/Data-And-Requests/Option-Greeks.html). - Multi-day requests are limited to 1 month of data.
- Provider
- Theta Data
- Input summary
- {"name":"date","type":"string","required":false,"description":"The date to fetch data for. If present, this overrides start_date and end_date."}, {"name":"symbol","type":"string","required":true,"description":"The stock or index symbol, or underlying symbol for options."}, {"name":"expiration","type":"string","required":true,"description":"The expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format."}, {"name":"strike","type":"string","required":false,"description":"The strike price of the contract in dollars (ie `100.00` for `$100.00`), or `*` for all strikes."}, {"name":"right","type":"string","required":false,"description":"The right (call or put) of the contract.","enum":["call","put","both"]}, {"name":"start_time","type":"string","required":false,"description":"The start time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS)."}, {"name":"end_time","type":"string","required":false,"description":"The end time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS)."}, {"name":"interval","type":"string","required":true,"description":"The size of the time interval must be one of the available options listed below. Intervals less than 1m are available only for single-day requests.","enum":["tick","10ms",...
- Output summary
- Not available
- Billing
- 4.8
- Freshness
- Not available
- Verification
- Not available
