Implied Volatility

- 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.

byTheta Data

300+calls

N/Alatency

Updated: Oct 25, 2026, 9:11 AM

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Selected tool: theta_data.option.history.greeks.impliedvolatility.retrieve.v3.77270e7b
Provider scope: Theta Data
Catalog updated: 2026-10-25T09:11:38.845768+00:00
Business task: Pending verification

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Tool IDtheta_data.option.history.greeks.impliedvolatility.retrieve.v3.77270e7b

Request parametersJSON

Before this Call

4.8 credits / call

The final charge is settled from actual provider usage and will appear in Usage.

Field reference

datestringOptional

The date to fetch data for. If present, this overrides start_date and end_date.

symbolstringRequired

The stock or index symbol, or underlying symbol for options.

expirationstringRequired

The expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format.

strikestringOptional

The strike price of the contract in dollars (ie `100.00` for `$100.00`), or `*` for all strikes.

rightstringOptional

The right (call or put) of the contract.

start_timestringOptional

The start time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS).

end_timestringOptional

The end time (inclusive) in the specified day (format 24-hour HH:MM:SS.SSS).

intervalstringRequired

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.

annual_dividendnumberOptional

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

rate_typestringOptional

The interest rate type to be used in a Greeks calculation.

rate_valuenumberOptional

The interest rate, as a percent, to be used in a Greeks calculation.

versionstringOptional

Used to adjust Greeks calculation methodology. "1" uses a fixed .15 DTE for 0DTE; "latest" uses real TTE (down to a minimum of 1 hour)

strike_rangeintegerOptional

Used to specify a filter to limit the number of contracts returned relative to the underlying's spot price. Will return the specified number of strikes above and below the spot price, as well as the at-the-money strike.

formatstringOptional

The format of the data when returned to the user.

start_datestringOptional

The start date (inclusive).

end_datestringOptional

The end date (inclusive).

Implied Volatility

300+calls

N/Alatency

Updated: Oct 25, 2026, 9:11 AM

Continue setup in your AI

Selected tool

theta_data.option.history.greeks.impliedvolatility.retrieve.v3.77270e7b

Provider scope

Theta Data

Catalog updated

2026-10-25T09:11:38.845768+00:00

Business task

Pending verification

Continue setupYou can return to this tool page if the selection is incomplete or expires.