option_history_greeks_all

FreeValueStandardPro

Retrieve all Greeks (first, second, and third order) sampled at a given interval throughout a trading day.

Code Example

Rust

let g: Vec<GreeksTick> = tdx.option_history_greeks_all(
    "SPY", "20241220", "500000", "C", "20240315", "60000"
).await?;

Python

g = tdx.option_history_greeks_all("SPY", "20241220", "500000", "C",
                                      "20240315", "60000")

Go

g, err := client.OptionHistoryGreeksAll("SPY", "20241220", "500000", "C",
    "20240315", "60000")

C++

auto g = client.option_history_greeks_all("SPY", "20241220", "500000", "C",
                                           "20240315", "60000");

Parameters

symbolstringrequired

Underlying symbol

expirationstringrequired

Expiration date in YYYYMMDD format

strikestringrequired

Strike price as scaled integer

rightstringrequired

"C" for call, "P" for put

datestringrequired

Date in YYYYMMDD format

intervalstringrequired

Sampling interval in milliseconds

annual_dividendfloatoptional

Override annual dividend

rate_typestringoptional

Interest rate type

rate_valuefloatoptional

Override interest rate value

versionstringoptional

Greeks calculation version

strike_rangeintoptional

Strike range filter

Response

implied_volatilityfloat

Implied volatility

deltafloat

Delta

thetafloat

Theta

vegafloat

Vega

rhofloat

Rho

epsilonfloat

Epsilon

lambdafloat

Lambda

gammafloat

Gamma

vannafloat

Vanna

charmfloat

Charm

vommafloat

Vomma

vetafloat

Veta

speedfloat

Speed

zommafloat

Zomma

colorfloat

Color

ultimafloat

Ultima

underlying_pricefloat

Underlying price

datestring

Date

ms_of_dayint

Milliseconds from midnight

Notes

• If you only need a subset of Greeks, use greeks-first-order, greeks-second-order, or greeks-third-order to reduce payload size.