Greeks Bundle

verified

Full Greeks snapshot for a single option contract with computation basis.

Verification note

Verified against Tastytrade, Tradier, and Schwab adapters.

Example payload

Realistic wire-shaped payload a conforming producer would emit. Validates against the schema above.

{
  "option_symbol": "AAPL  260918C00235000",
  "underlying": "AAPL",
  "quote": {
    "bid": 4.6,
    "ask": 4.8,
    "mid": 4.7
  },
  "greeks": {
    "delta": 0.52,
    "gamma": 0.031,
    "theta": -0.041,
    "vega": 0.18,
    "rho": 0.09,
    "computation_basis": {
      "model": "BLACK_SCHOLES",
      "iv": 0.28,
      "rate": 0.045,
      "div_yield": 0.005,
      "as_of": "2026-07-21T14:30:00Z"
    }
  },
  "iv": 0.28,
  "as_of": "2026-07-21T14:30:00Z"
}

JSON Schema

draft/2020-12

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://rebeltrade.com/options-schema/v0.1/data-feeds/quote.greeks-bundle.json",
  "type": "object",
  "required": [
    "option_symbol",
    "underlying",
    "quote",
    "greeks",
    "as_of"
  ],
  "properties": {
    "option_symbol": {
      "$ref": "https://rebeltrade.com/options-schema/v0.1/types/OptionSymbol.json"
    },
    "underlying": {
      "$ref": "https://rebeltrade.com/options-schema/v0.1/types/Ticker.json"
    },
    "quote": {
      "type": "object",
      "required": [
        "bid",
        "ask",
        "mid"
      ],
      "properties": {
        "bid": {
          "type": "number"
        },
        "ask": {
          "type": "number"
        },
        "mid": {
          "type": "number"
        }
      }
    },
    "greeks": {
      "$ref": "https://rebeltrade.com/options-schema/v0.1/types/Greeks.json"
    },
    "iv": {
      "type": "number"
    },
    "as_of": {
      "$ref": "https://rebeltrade.com/options-schema/v0.1/types/Timestamp.json"
    }
  }
}