Option Greeks provide a way to measure the sensitivity of an option's price to numerous factors such as the underlying asset price, time till expiration, market volatility, and so on. Our API provides daily historical option Greek values. There is a limit of 300 records per API call.
https://financialdata.net/api/v1/option-greeks?identifier=MSFT260828C00505000&key=API_KEY| Name | Type | Description | Example |
|---|---|---|---|
| identifier | string | The contract name for a stock option. | MSFT260828C00505000 |
| offset | integer | (Optional) The initial position of the record subset, which indicates how many records to skip. Defaults to 0. | 300 |
| format | string | (Optional) The format of the returned data, either JSON or CSV. Defaults to JSON. | json, csv |
[
{
"contract_name": "MSFT260828C00505000",
"date": "2026-08-27",
"delta": 0.51566628857879,
"gamma": 0.000356430952392721,
"theta": -0.63693396516154,
"vega": 0.105383246434758,
"rho": 0.0071003784641348
},
{
"contract_name": "MSFT260828C00505000",
"date": "2026-08-26",
"delta": 0.0238077685523568,
"gamma": 3.60826824883594e-5,
"theta": -0.0609284239023405,
"vega": 0.020611333295108,
"rho": 0.000645452253225214
},
...
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