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 ``underlying_timestamp`` field. You can read more about how Theta Data calculates greeks [here](/Articles/Data-And-Requests/Option-Greeks.html).

byTheta Data

500+calls

N/Alatency

Updated: Oct 25, 2026, 10:11 AM

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Selected tool: theta_data.option.snapshot.greeks.impliedvolatility.retrieve.v3.444e8616
Provider scope: Theta Data
Catalog updated: 2026-10-25T10:11:33.655191+00:00
Business task: Pending verification

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Tool IDtheta_data.option.snapshot.greeks.impliedvolatility.retrieve.v3.444e8616

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

symbolstringRequired

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

expirationstringRequired

The expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format, or `*` for all expirations.

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.

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.

stock_pricenumberOptional

The underlying stock price to be used in the 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)

max_dteintegerOptional

If specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned.

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.

min_timestringOptional

Filters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format).

use_market_valuebooleanOptional

Use the market value bid, ask, and price

formatstringOptional

The format of the data when returned to the user.

Implied Volatility

500+calls

N/Alatency

Updated: Oct 25, 2026, 10:11 AM

Continue setup in your AI

Selected tool

theta_data.option.snapshot.greeks.impliedvolatility.retrieve.v3.444e8616

Provider scope

Theta Data

Catalog updated

2026-10-25T10:11:33.655191+00:00

Business task

Pending verification

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