> For the complete documentation index, see [llms.txt](https://docs.openalgo.in/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.openalgo.in/api-documentation/v1/data-api/multioptiongreeks.md).

# 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

```http
POST /api/v1/multioptiongreeks
```

```bash
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

```json
{
  "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.

**Back to**: [API documentation](/api-documentation/v1.md)
