---
title: "Market greeks"
method: GET
path: "/timeseries/market-greeks"
tags: ["Timeseries"]
---

# Market greeks

`GET /timeseries/market-greeks`

Returns greeks for option markets.<br/> Results are ordered by tuple `(market, time)`.<br/> To fetch the next page of results use `next_page_url` JSON response field.<br/> Option greeks represent the sensitivity of the price of an options contract with respect to changes in its underlying parameters. Greeks are used in risk management and hedging so that market participants can achieve their desired exposure.

## Query parameters

- `markets` string[], required
- `start_time` string
- `end_time` string
- `start_inclusive` boolean
- `end_inclusive` boolean
- `timezone` string
- `page_size` integer
- `paging_from` 'start' | 'end', PagingFrom
- `limit_per_market` integer
- `granularity` 'raw' | '1m' | '1h' | '1d'
- `pretty` boolean
- `format` 'json' | 'csv'
- `next_page_token` string

## Response `200`

Time series of market greeks.

- MarketGreeksResponse
  - `data` MarketGreeks[], required
    - `market` string, required — Unique name of the market.
    - `time` string, required — The time in ISO 8601 date-time format. Always with nanoseconds precision.
    - `vega` string — The first derivative of the option's price to the volatility of the underlying asset's price.
    - `theta` string — The first derivative of the option's price to the passage of time.
    - `rho` string — The first derivative of the option's price to the risk free interest rate.
    - `delta` string — The first derivative of the option's price to the underlying asset's price.
    - `gamma` string — The second derivative of the option's price to the underlying asset's price.
    - `database_time` string, required — A time when we saved the data in the database. The time is in ISO 8601 date-time format. Always with nanoseconds precision.
    - `exchange_time` string — Time corresponding to option ticker data point, according to the exchange. Can be NULL, if exchange doesn't support it.
  - `next_page_token` string — Token of the next page results for a given request.
  - `next_page_url` string — URL of the next page results for a given request.

## Other responses

- `400` — Market not found.
- `401` — Requested resource requires authorization.
- `403` — Requested resource is not available with supplied credentials.
- `414` — Provided URI is too long. It must not be greater than 10000 symbols.

---

[API](https://skmtc.net/coinmetrics/apis/coin-metrics-api-v4.md) · [All operations](https://skmtc.net/coinmetrics/apis/coin-metrics-api-v4/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/coinmetrics/coin-metrics-api-v4/revisions/774268c0a4fe/schema)