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GET/api/1/derivatives/options/greeks/{identifier}

Options Greeks

Compute Greeks (delta, gamma, theta, vega, rho) for the options chain of a security. Defaults to the nearest upcoming expiration; pass ?expiration= for a specific date or ?expiration=all for the full chain.

Parameters

2
expirationstring
query

Expiration date (YYYY-MM-DD), or "all" for every expiration. Default: nearest upcoming expiration.

identifierstringrequired
path

Security identifier: ISIN, ticker, CUSIP, SEDOL, or WKN (e.g. US0378331005, AAPL, 037833100)

Responses

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Request
curl -X GET \
  'https://api.eulerpool.com/api/1/derivatives/options/greeks/US0378331005' \
  -H 'Accept: application/json'
200 Response
[
  {
  "ticker": "string",
  "strike": 0,
  "expiration_date": "string",
  "option_type": "string",
  "greeks": {
    "delta": 0,
    "gamma": 0,
    "theta": 0,
    "vega": 0,
    "rho": 0
  }
}
]