From Alpaca — Options Snapshots¶

Looking for a second source of option Greeks alongside Alpaca, or an alternative options API with dividend-aware, early-exercise-aware pricing and extended Greeks? Lavender delivers independently computed Greeks through Alpaca's own wire format — no code changes required.

Already fetching option snapshots from Alpaca? Swap the host — everything else stays the same.

Differences from Alpaca¶

Lavender matches Alpaca's wire format with two specific differences worth knowing when migrating:

latestTrade and latestQuote are null. Lavender computes Greeks; it does not redistribute OPRA quotes.
Auth headers accepted-but-ignored. APCA-API-KEY-ID and APCA-API-SECRET-KEY are accepted by the listener and discarded. Leave them or remove them.

What Changes¶

Your current callWith Lavender

curl -H "APCA-API-KEY-ID: YOUR_KEY" -H "APCA-API-SECRET-KEY: YOUR_SECRET" \
     "https://data.alpaca.markets/v1beta1/options/snapshots/AAPL"
#      ^^^^^^^^^^^^^^^^^^^^^^^^^

curl "http://localhost:2112/v1beta1/options/snapshots/AAPL"
#     ^^^^^^^^^^^^^^^^^^^^^^^^^^^

Swap the host. Your Alpaca auth headers are accepted and ignored — leave them or remove them. Same path, same response shape.

Try it in your browser¶

http://localhost:2112/v1beta1/options/snapshots/SPY?format=html

Paste this into any browser to see Alpaca-format Greeks rendered as an HTML table. No code needed.

Same Response Format¶

The JSON you get back has the same structure — a snapshots dictionary keyed by OCC symbol:

{
  "snapshots": {
    "AAPL20261218C00230000": {
      "greeks": {
        "delta": 0.583,
        "gamma": 0.0198,
        "theta": -0.1425,
        "vega": 0.312,
        "rho": 0.301
      },
      "impliedVolatility": 0.245,
      "latestTrade": null,
      "latestQuote": null
    },
    "AAPL20261218P00230000": {
      "greeks": {
        "delta": -0.417,
        "gamma": 0.0198,
        "theta": -0.0983,
        "vega": 0.312,
        "rho": -0.269
      },
      "impliedVolatility": 0.248,
      "latestTrade": null,
      "latestQuote": null
    }
  },
  "next_page_token": null
}

No market data

latestTrade and latestQuote are null. The greeks and impliedVolatility fields contain Lavender's computed values.

Endpoint¶

GET /v1beta1/options/snapshots/{underlying}

The underlying symbol is part of the URL path (e.g., /v1beta1/options/snapshots/SPY). Case-insensitive.

Query Parameters¶

All parameters are optional:

Parameter	Type	Description
`type`	string	`call` or `put`
`limit`	integer	Max results (default 100, max 1000)
`page_token`	string	Pagination cursor (OCC symbol from `next_page_token`)
`expiration_date`	string	Exact expiration (`YYYY-MM-DD`)
`expiration_date_gte`	string	Expiration >= date
`expiration_date_lte`	string	Expiration <= date
`strike_price_gte`	number	Strike >= value
`strike_price_lte`	number	Strike <= value
`root_symbol`	string	Filter by root symbol

Alpaca's feed and updated_since parameters are accepted but not applied. If your workflow depends on either, contact support@lavender-ts.com.

Response Fields¶

Top Level¶

Field	Type	Description
`snapshots`	object	Dictionary of option contracts, keyed by OCC symbol (spaces removed)
`next_page_token`	string/null	Pagination cursor for next page, or `null` if no more results

Per-Contract Snapshot¶

Each key in snapshots is an OCC symbol without spaces (e.g., AAPL20261218C00230000).

Greeks¶

Field	Type	Description
`delta`	number	\(\partial V / \partial S\)
`gamma`	number	\(\partial^2 V / \partial S^2\)
`theta`	number	\(\partial V / \partial t\) — per calendar day
`vega`	number	\(\partial V / \partial \sigma\)
`rho`	number	\(\partial V / \partial r\)

Volatility¶

Field	Type	Description
`impliedVolatility`	number	Annualized implied volatility (decimal, e.g., 0.245 = 24.5%)

Market Data¶

latestTrade and latestQuote are null — Lavender computes Greeks; it does not redistribute OPRA quotes.

Greek Scaling¶

Theta is returned per calendar day. All other Greeks pass through without rescaling. All output values are rounded to up to 4 decimal places.

Migrating to the Lavender Native API¶

Alpaca	Lavender API
OCC key in snapshots dict	`osym` (always included)
`greeks.delta`	`delta` (flat)
`impliedVolatility`	`vol`
`/{underlying}` in path	`underlying=` query param

Error Responses¶

Status	Condition
`200`	Success
`400`	Missing underlying symbol in path
`502`	Upstream data unavailable

Error response body¶

Errors return a JSON envelope:

{
  "code": 40000000,
  "message": "Missing underlying symbol in path"
}