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 ``underlying_timestamp`` field. You can read more about how Theta Data calculates greeks [here](/Articles/Data-And-Requests/Option-Greeks.html).
- Provider
- Theta Data
- Input summary
- {"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, or `*` for all expirations."}, {"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":"annual_dividend","type":"number","required":false,"description":"The annualized expected dividend amount to be used in Greeks calculations."}, {"name":"rate_type","type":"string","required":false,"description":"The interest rate type to be used in a Greeks calculation.","enum":["sofr","treasury_m1","treasury_m3","treasury_m6","treasury_y1","treasury_y2","treasury_y3","treasury_..., {"name":"rate_value","type":"number","required":false,"description":"The interest rate, as a percent, to be used in a Greeks calculation."}, {"name":"stock_price","type":"number","required":false,"description":"The underlying stock price to be used in the Greeks calculation."}
- Output summary
- Not available
- Billing
- 4.8
- Freshness
- Not available
- Verification
- Not available
