Options

Greek exposure profile by strike

Net greek exposure per strike. greek is one of delta (DEX), theta, vanna, charm, vega.

Filters:

  • exchanges — comma-separated venue filter.
  • moneyness_min / moneyness_max — strike/spot ratio bounds, e.g. 0.9..1.1 keeps ATM ±10% exposure only.
  • dte_max — re-aggregates from the raw chain to limit contributing contracts to DTE ≤ dte_max. The default cached greeks profile spans every active expiry; this lets you isolate near-term exposure. Cached 30s per (symbol, greek, dte_max, exchanges) so repeated requests stay cheap.
get/options/greeks/{greek}

Request

  • Base URL: https://docs.backquant.com/v2
  • URL: https://docs.backquant.com/v2/options/greeks/{greek}
  • Auth: API key in header X-API-Key

Path parameters

greek'delta' | 'theta' | 'vanna' | 'charm' | 'vega' required

Which greek profile to return

Query parameters

symbol'BTCUSDT' | 'ETHUSDT' | 'SOLUSDT' | 'HYPEUSDT'

Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.

exchangesstring nullable

Comma-separated venue filter

moneyness_minnumber nullable

Strike/spot lower bound

moneyness_maxnumber nullable

Strike/spot upper bound

dte_maxinteger nullable

Limit aggregation to contracts with DTE ≤ dte_max. Triggers a recomputation from the raw chain.

Headers

X-API-Keystring nullable

Response

Successful Response

unknown required

Changes

No recorded changes to this operation across all 1 revision of this API.