Option Greeks

Finance Freemium View on RapidAPI ↗

Option greeks provides rapid access to all of the greek calculations for options in the world of finance.

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11 endpoints

The in-depth APIMemo review for this API hasn't been published yet — the data below comes straight from the public marketplace listing.

Option Greeks endpoints

Method	Endpoint	Description
POST	Option Vega /option/vega	Retrieves the option's vega value for the data provided.
POST	Option Theta /option/theta	Retrieves the option's theta value for the data provided.
POST	Option Rho /option/rho	Retrieves the option's rho value for the data provided.
POST	Option Shields Implied Volatility /option/shields_iv	Retrieves the option's Shields Implied Volatility for the data provided.
POST	Option All Greeks /option/all	Retrieves all available greeks, the value, and both implied volatility calculations for the provided option data.
POST	Option Third Order greeks /option/third_order_greeks	Retrieves the option's third order greeks for the data provided. These included: vanna, vomma, charm, veta, speed, zomma, and color.
POST	Option Omega /option/omega	Retrieves the option's omega value for the data provided.
POST	Option Gamma /option/gamma	Retrieves the option's gamma value for the data provided.
POST	Option Delta /option/delta	Retrieves the option's delta value for the data provided.
POST	Black Scholes Fair Market Value /option/value	Calculates the BSM fair market value for the provided option.
POST	Spread Delta /spread/delta	Calculates the shares needed to hedge of the underlying to become delta neutral on a given spread

Plan	Price	Rate limit	Quotas
BASIC	Free	100 / minute	Requests: 100 / monthly
PRO	$200 / month	1000 / minute	Requests: 5,000 / monthly (then $0.0050 each)
ULTRA	$350 / month	1000 / minute	Requests: 15,000 / monthly (then $0.0025 each)