GetOptionGreeks
Get the Greeks for an option contract, calculated using Black-Scholes formulas.
GET
GetOptionGreeksPublicReturns delta, gamma, theta, vega, and rho for the specified option contract. Greeks are recalculated on each request using current market conditions.
Request
| Parameter | Type | Description |
|---|---|---|
contract_idrequired | uint32 | Option contract ID |
Response
| Field | Type | Description |
|---|---|---|
delta | int64 | Rate of change of option price with respect to underlying (8 decimals, -1 to +1) |
gamma | int64 | Rate of change of delta (8 decimals) |
theta | int64 | Time decay per day (8 decimals, usually negative) |
vega | int64 | Sensitivity to 1% change in volatility (8 decimals) |
rho | int64 | Sensitivity to 1% change in interest rate (8 decimals) |
calculated_at | uint64 | Block height when calculated |
Understanding Greeks
| Greek | Meaning | Call Range | Put Range |
|---|---|---|---|
| Delta (Δ) | Price change per $1 underlying move | 0 to +1 | -1 to 0 |
| Gamma (Γ) | Delta change per $1 underlying move | Always positive, highest ATM | |
| Theta (Θ) | Daily time decay | Usually negative (option loses value) | |
| Vega (ν) | Price change per 1% vol change | Always positive | |
| Rho (ρ) | Price change per 1% rate change | Positive | Negative |