--- title: "US Options Daily Analytics" method: GET path: "/v1/data/us-equity-opt/greeks-daily/{identifier}" tags: ["us-equity-opt-daily"] --- # US Options Daily Analytics `GET /v1/data/us-equity-opt/greeks-daily/{identifier}` The U.S. Options Daily Analytics dataset provides end-of-day option valuation and risk metrics computed using the last-minute mid-price of each trading session. For each listed U.S. options contract, the dataset includes the theoretical option price, implied volatility, and the full set of standard Greeks: delta, gamma, theta, vega, and rho. Calculations are performed using the Black-Scholes-Merton framework, with closed-form analytical formulas applied to European-style options and a finite-difference numerical pricing model applied to American-style options. To support transparency and downstream validation, the dataset also provides the underlying asset mid-price at the calculation minute and implied volatility convergence codes, indicating the numerical stability and outcome of the volatility solve. This dataset is designed for daily risk monitoring, portfolio analytics, volatility research, and options valuation workflows, where consistent, model-based end-of-day metrics are required. For more details, please refer to the dataset documentation: [US Options Daily Analytics Guide](https://us-options-market-data-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.Daily.Analytics.pdf).
**Advanced Filtering** You can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. For example, `StartDate.gt=2023-01-01&StartDate.lt=2023-12-31`, `Ticker=AAPL`. Please refer to the Advanced Filtering Guide for the extensive reference.
## Path parameters - `identifier` string, required — Dataset's security identifier ## Query parameters - `period` string, nullable — A string representing the time period for which to retrieve data. The format and accepted values depend on the dataset. If not provided, data for all available periods will be returned. - `sort` string, nullable — Sorting criteria for the results. Provide a column name with optional prefix '+' for ascending order, or prefix with '-' for descending order. Multiple sorting fields may be supported depending on the dataset. If sort prefix is not provided, the ascending order is applied. - `columns` string, nullable — A comma-separated list of columns to include in the response. Use this parameter to select only specific fields from the dataset. If not provided, all available columns will be returned. - `offset` integer — Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0. - `limit` integer — Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details. - `response_format` 'json' | 'csv' | 'csv_gzip' — Note the lowercase which is used for the consistency with other projects and tools ## Response `200` JSON, CSV file, or gzip-compressed CSV file, depending on the value of `response_format` query parameter - USOptionsDailyAnalyticsDataOut - `data` USOptionsDailyAnalyticsDataDetailsOut[], required - `TradeDate` string, date, nullable — The trading day - `Ticker` string, nullable — Symbol name - `CallPut` string, nullable — Option contract class: C for Call or P for Put - `OptionStyle` string, nullable — Option contract expiration style: A for American or E for European - `Strike` number, nullable — Option contract strike price - `ExpirationDate` string, date, nullable — Expiration date of the option contract - `YearsToMaturity` number, nullable — The amount of time in years until the contract expires - `DaysToMaturity` integer, nullable — The number of days until the contract expires - `UnderLastMidPrice` number, nullable — Underlying Ticker NBBO Mid price at the last minute traded - `UnderLastMidTime` string, date-time, nullable — The minute bar for UnderLastMidPrice - `LastBidPrice` number, nullable — The NBBO bid price at the last minute traded - `LastBidTime` string, date-time, nullable — Time of the last bid price - `LastMidPrice` number, nullable — The NBBO mid price at the last minute traded - `LastAskPrice` number, nullable — The NBBO ask price at the last minute traded - `LastAskTime` string, date-time, nullable — Time of the last bid price - `MidImpliedVol` number, nullable — The implied volatility as per LastMidPrice - `MidTheoPrice` number, nullable — The theoretical price calculated for LastMidPrice - `MidDelta` number, nullable — The change in option price with respect to underlying price - `MidGamma` number, nullable — The change in option delta with respect to underlying price - `MidTheta` number, nullable — The change in option price with respect to time - `MidVega` number, nullable — The change in option price with respect to implied volatility - `MidRho` number, nullable — The change in option price with respect to interest rate - `ImpliedVolConvergence` string, nullable — The status indicating if the implied volatility was calculated using the pricing model directly, interpolated using nearby contracts, or showing calculations could not converge - `pagination` PaginationDetailsOut, required - `offset` integer — The number of records skipped to fetch the current page - `limit` integer, required — The maximum number of records in the current page - `next_offset` integer, nullable — The number of records to skip to fetch the next page ## Other responses - `403` — Forbidden - `422` — Validation Error - `429` — Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota. --- [API](https://skmtc.net/algoseek/apis/datasets-api.md) · [All operations](https://skmtc.net/algoseek/apis/datasets-api/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/algoseek/datasets-api/revisions/1c983de099e2/schema)