Multi Option Greeks

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	Tradeboard 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

These four fields are the complete top-level MultiOptionGreeksSchema. Any other top-level field returns HTTP 400. There is no per-item interest_rate and no per-item expiry_time: both are set once for the whole batch.

Each symbols item requires symbol and exchange. Valid exchanges are the derivatives list: NFO, BFO, MCX, CDS, NCO, BCD, NCDEX, and CRYPTO. Optional underlying_symbol and underlying_exchange override underlying resolution for that item. Those four keys are the whole item schema; anything else returns HTTP 400 for the entire request.

This endpoint uses the shared API_RATE_LIMIT, not the GREEKS_RATE_LIMIT that the single-symbol Option Greeks endpoint uses.

Response

{
  "status": "success",
  "data": [
    {
      "status": "success",
      "symbol": "NIFTY30JUL2625000CE",
      "exchange": "NFO",
      "underlying": "NIFTY",
      "strike": 25000.0,
      "option_type": "CE",
      "expiry_date": "30-Jul-2026",
      "days_to_expiry": 28.5071,
      "spot_price": 25966.05,
      "option_price": 435,
      "interest_rate": 7.0,
      "implied_volatility": 15.25,
      "greeks": {
        "delta": 0.52,
        "gamma": 0.0001,
        "theta": -4.97,
        "vega": 30.76,
        "rho": 0.001
      }
    },
    {
      "status": "success",
      "symbol": "NIFTY30JUL2625000PE",
      "exchange": "NFO",
      "underlying": "NIFTY",
      "strike": 25000.0,
      "option_type": "PE",
      "expiry_date": "30-Jul-2026",
      "days_to_expiry": 28.5071,
      "spot_price": 25966.05,
      "option_price": 128.4,
      "interest_rate": 7.0,
      "implied_volatility": 14.9,
      "greeks": {
        "delta": -0.48,
        "gamma": 0.0001,
        "theta": -4.12,
        "vega": 30.41,
        "rho": -0.001
      }
    }
  ],
  "summary": {"total": 2, "success": 2, "failed": 0}
}

Each successful item carries the same field set as the single-symbol Option Greeks response. Failed items carry only status, symbol, exchange, and message. Items are returned in the order they were requested.

Top-Level Status Is Three-Valued

status	Meaning
success	Every symbol succeeded
partial	At least one succeeded and at least one failed
error	Every symbol failed

Do not test for status == "success" alone. When any item fails, the response also gains a message string summarizing up to three distinct failure reasons. Always read summary and inspect the per-item status.

All three cases return HTTP 200, including status: "error" where every symbol failed. The HTTP status code is not a usable signal for per-symbol outcomes.

Expired options are normalized to an expired-option Greeks response and counted as successes, rather than failing the request.

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