Knowledge Base/Does Polygon support Greeks for index option contracts?

Does Polygon support Greeks for index option contracts?

Yes, Polygon supports Greeks data for all index option contracts.

For instance, to query for the SPX index, your API request would look like this: https://api.polygon.io/v3/snapshot/options/I:SPX?apiKey=***

Here is an example response:

{
  "results": [
    {
      "day": {
        "change": 0.35,
        "change_percent": 25.926,
        "close": 1.7,
        "high": 3.5,
        "last_updated": 1689120000000000000,
        "low": 1.35,
        "open": 3.3,
        "previous_close": 1.35,
        "volume": 41840,
        "vwap": 2.5245
      },
      "details": {
        "contract_type": "call",
        "exercise_style": "european",
        "expiration_date": "2023-07-12",
        "shares_per_contract": 100,
        "strike_price": 4500,
        "ticker": "O:SPXW230712C04500000"
      },
      "greeks": {
        "delta": 0.1747164662893937,
        "gamma": 0.015204164984227357,
        "theta": -5.994369119247097,
        "vega": 0.38594323616299553
      },
      "implied_volatility": 0.11856240507153987,
      "last_quote": {
        "ask": 1.65,
        "ask_size": 37,
        "bid": 1.6,
        "bid_size": 123,
        "last_updated": 1689174023516476700,
        "midpoint": 1.625,
        "timeframe": "REAL-TIME"
      },
      "last_trade": {
        "sip_timestamp": 1689174023261703200,
        "conditions": [
          209
        ],
        "price": 1.65,
        "size": 1,
        "exchange": 302,
        "timeframe": "REAL-TIME"
      },
      "open_interest": 4501,
      "underlying_asset": {
        "last_updated": 1680814651655000000,
        "value": 4483.78,
        "ticker": "I:SPX",
        "timeframe": "REAL-TIME"
      }
    }
  ]
}



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