Greek Data

The Greek Data API provides essential option Greeks and analytical metrics for options contracts. Option Greeks (Delta, Gamma, Theta, Vega, and Rho) measure the sensitivity of an option’s price to various market variables such as underlying price movement, time decay, volatility fluctuations, and interest rate changes.

Along with the Greeks, this endpoint returns implied volatility (IV), open interest metrics, trade volume, and latest trade information, allowing algorithmic traders and risk managers to evaluate option pricing and hedge positions effectively.

Endpoint: /api/v1/greekdata/:exchange/:token
Method-Type: GET

Headers

Header Name	Value	Description
Authorization	`Bearer <your_access_token>`	Valid Bearer access token for authentication
clientid	`<client_id>`	Unique client identifier
accept	`application/json`	Response content type format

Path Parameters

Field Name	Data Type	Description
exchange	`String`	Exchange segment (e.g. `NFO`, `BFO`)
token	`String`	Instrument token of the option contract (e.g. `90197`)

Example

response = pocket.greekdata('NFO', 90197)

Example CURL Request

curl -X 'GET' \
  'https://algo.pocketful.in/api/v1/greekdata/NFO/90197' \
  -H 'accept: application/json' \
  -H 'clientid: <client_id>' \
  -H 'Authorization: Bearer <your_access_token>'

Response

{
  "data": {
    "IV": 0,
    "current_open_interest": 0,
    "delta": 0,
    "exchange": "NFO",
    "exchange_timestamp": 0,
    "gamma": 0,
    "initial_open_interest": 0,
    "instrument_token": 90197,
    "last_trade_price": 0,
    "last_trade_quantity": 0,
    "last_trade_time": 0,
    "rho": 0,
    "theta": 0,
    "trade_volume": 0,
    "ul_token": 0,
    "vega": 0
  },
  "message": "",
  "status": "success"
}

Response Parameters

Key	Data Type	Description
`data`	`Object`	Main container holding Greek calculations and market statistics.
`IV`	`Float`	Implied Volatility (IV) of the option contract (annualized measure of expected price movement).
`current_open_interest`	`Integer`	Current total number of open/outstanding option contracts in the market.
`delta`	`Float`	Delta: Sensitivity of the option price relative to a 1-point change in the underlying price.
`exchange`	`String`	Exchange where the option contract is listed (e.g. `NFO`).
`exchange_timestamp`	`Integer`	Epoch timestamp (in seconds) of the last update received from the exchange.
`gamma`	`Float`	Gamma: Rate of change in Delta for a 1-point move in the underlying asset’s price.
`initial_open_interest`	`Integer`	Open interest at the start of the trading session (day open).
`instrument_token`	`Integer`	Unique identifier assigned to the option contract.
`last_trade_price`	`Float`	Last traded price (LTP) of the option contract.
`last_trade_quantity`	`Integer`	Quantity traded in the most recent execution.
`last_trade_time`	`Integer`	Epoch timestamp (in seconds) of the last executed trade.
`rho`	`Float`	Rho: Sensitivity of the option price relative to changes in the risk-free interest rate.
`theta`	`Float`	Theta: Rate of decay in the option value over time (time decay per day).
`trade_volume`	`Integer`	Total cumulative traded quantity/volume during the current trading day.
`ul_token`	`Integer`	Instrument token of the underlying security (e.g. index or underlying stock).
`vega`	`Float`	Vega: Sensitivity of the option price relative to a 1% change in implied volatility.
`message`	`String`	Informational or error message returned by the server (empty string on success).
`status`	`String`	Status of the API request (`success` or `error`).

Error Response

{
  "data": {},
  "message": "Invalid parameters",
  "status": "error"
}