MultiOptionGreeks

Calculate Black-76 Greeks and implied volatility for 1 to 50 option symbols. The service batches option quote retrieval, reuses underlying quotes, and uses a per-expiry synthetic forward when available, with spot as fallback.

Endpoint

POST /api/v1/multioptiongreeks

curl -X POST 'http://127.0.0.1:5000/api/v1/multioptiongreeks' \
  -H 'Content-Type: application/json' \
  -d '{
    "apikey": "<your_app_apikey>",
    "symbols": [
      {"symbol": "NIFTY30JUL2625000CE", "exchange": "NFO"},
      {"symbol": "NIFTY30JUL2625000PE", "exchange": "NFO"}
    ],
    "interest_rate": 7.0,
    "expiry_time": "15:30"
  }'

Request

Field	Required	Description
apikey	Yes	OpenAlgo API key
symbols	Yes	Array containing 1 to 50 option requests
interest_rate	No	Common annualized rate from 0 to 100 percent
expiry_time	No	Common expiry time in HH:MM form

Each symbols item requires symbol and exchange. Valid exchanges are NFO, BFO, CDS, MCX, and CRYPTO. Optional underlying_symbol and underlying_exchange override underlying resolution for that item.

Response

{
  "status": "success",
  "data": [
    {
      "status": "success",
      "symbol": "NIFTY30JUL2625000CE",
      "exchange": "NFO",
      "implied_volatility": 15.25,
      "greeks": {
        "delta": 0.52,
        "gamma": 0.0001,
        "theta": -4.97,
        "vega": 30.76,
        "rho": 0.001
      }
    }
  ],
  "summary": {"total": 2, "success": 1, "failed": 1}
}

Individual items can fail while the batch response remains successful; inspect every item and the summary. Expired options are normalized to an expired-option Greeks response instead of failing the entire request.

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