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

Does Polygon support Greeks for index option contracts?

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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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