From LiveVol — Option Quotes¶

Looking for a second source of option Greeks alongside LiveVol, or an independent set of Greeks to compare against the LiveVol analytics? Lavender delivers independently computed Greeks through LiveVol's own wire format — no code changes required.

Already fetching option quotes from the LiveVol All Access API? Swap the host — your existing code works unchanged.

Differences from LiveVol¶

Lavender matches LiveVol's wire format with a few specific differences worth knowing when migrating:

Market-data fields are zeroed. option_bid, option_ask, option_volume, open_interest, and other quote/trade fields come back with 0 or null values. Lavender computes Greeks; it does not redistribute OPRA quotes.
Auth header accepted-but-ignored. Your LiveVol Bearer token is accepted by the listener and discarded.

What Changes¶

Your current callSame call through Lavender

curl -H "Authorization: Bearer YOUR_LIVEVOL_TOKEN" \
     "https://api.livevol.com/v1/live/allaccess/market/option-and-underlying-quotes?symbol=SPY&date=2026-03-14"
#      ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

curl "http://localhost:2112/allaccess/market/option-and-underlying-quotes?symbol=SPY"
#     ^^^^^^^^^^^^^^^^^^

Swap the host. Your LiveVol auth header is accepted and ignored.

Try it in your browser¶

http://localhost:2112/allaccess/market/option-and-underlying-quotes?symbol=SPY&format=html

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

Same Response Format¶

The JSON you get back is an envelope object with a top-level options[] array plus aggregate snapshot fields (timestamp, symbol, iv30 family, underlying NBBO + OHLC) — the same structure LiveVol returns:

{
  "symbol": "SPY",
  "timestamp": "15:30:45.123",
  "iv30": 0,
  "iv30_change": 0,
  "iv30_change_percent": 0,
  "seq_no": 1842,
  "implied_underlying_bid": 567.41,
  "implied_underlying_ask": 567.41,
  "implied_underlying_mid": 567.41,
  "implied_underlying_bid_size": 0,
  "implied_underlying_ask_size": 0,
  "implied_underlying_indicator": "green",
  "underlying_bid": 567.41,
  "underlying_ask": 567.41,
  "underlying_mid": 567.41,
  "underlying_last_trade_price": null,
  "underlying_last_trade_size": null,
  "underlying_open": null,
  "underlying_high": null,
  "underlying_low": null,
  "underlying_close": null,
  "underlying_prev_day_close": null,
  "underlying_volume": null,
  "options": [
    {
      "symbol": "SPY",
      "root": "SPY",
      "expiry": "2026-12-18",
      "strike": 570.0,
      "option_type": "C",
      "timestamp": "15:30:45.123",
      "option": "SPY261218C00570000",
      "delta": 0.4512,
      "gamma": 0.0223,
      "theta": -0.0877,
      "vega": 0.2514,
      "rho": 0.3124,
      "iv": 0.2346,
      "mid_iv": 0.2346,
      "cboe_theo": 18.23,
      "option_bid": 0,
      "option_ask": 0,
      "option_mid": 0,
      "option_last_trade_price": null,
      "option_volume": 0,
      "option_trade_count": 0,
      "open_interest": 0,
      "option_bid_size": 0,
      "option_ask_size": 0
    }
  ]
}

CSV and NDJSON are flat per-row (one row per option, no envelope wrap).

Market data fields are zeroed

Per-option option_bid, option_ask, option_volume, and open_interest are zeroed. Top-level underlying NBBO is synthesized from the root mid; OHLC fields are null. The Greeks, iv, mid_iv, and cboe_theo fields contain Lavender's computed values.

Endpoint¶

GET /allaccess/market/option-and-underlying-quotes

Parameters¶

Parameter	Type	Required	Description
`symbol`	string	Yes	Underlying ticker (e.g., `SPY`)
`option_type`	string	No	`C` for calls, `P` for puts (omit for both)
`root`	string	No	Filter by root symbol
`min_strike`	number	No	Minimum strike price
`max_strike`	number	No	Maximum strike price
`min_expiry`	string	No	Minimum expiration (`YYYY-MM-DD`)
`max_expiry`	string	No	Maximum expiration (`YYYY-MM-DD`)

Response Fields¶

The response is an envelope object: top-level fields describe the snapshot as a whole, and options[] is the per-option array.

Top-level fields¶

Field	Type	Description
`symbol`	string	Underlying ticker the request was for
`timestamp`	string	Snapshot time, `HH:mm:ss.fff`
`seq_no`	integer	Monotonic per-process counter
`iv30`, `iv30_change`, `iv30_change_percent`	number	30-day implied vol family. All `0` -- Lavender does not compute a 30-day surface IV here.
`implied_underlying_bid`, `_ask`, `_mid`	number	Synthesized from the root mid with a zero spread.
`implied_underlying_bid_size`, `_ask_size`	integer	`0`
`implied_underlying_indicator`	string	`"green"`
`underlying_bid`, `_ask`, `_mid`	number	Synthesized from the root mid.
`underlying_last_trade_price`, `_last_trade_size`, `_open`, `_high`, `_low`, `_close`, `_prev_day_close`, `_volume`	number/null	All `null` -- Lavender computes Greeks; it does not redistribute OPRA quotes.

Per-option identification¶

Field	Type	Description
`symbol`	string	Underlying ticker (matches the top-level `symbol`)
`root`	string	Option root
`expiry`	string	Expiration date (`YYYY-MM-DD`)
`strike`	number	Strike price
`option_type`	string	`"C"` (call) or `"P"` (put)
`timestamp`	string	Snapshot time, `HH:mm:ss.fff`
`option`	string	OCC symbol (spaces removed)

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 & Pricing¶

Field	Type	Description
`iv`	number	Theoretical implied volatility
`mid_iv`	number	Mid-market implied volatility
`cboe_theo`	number	Theoretical option price

Option Market Data (zeroed)¶

The remaining per-option fields (option_bid, option_ask, option_mid, option_last_trade_price, option_open, option_high, option_low, option_close, option_prev_day_close, option_volume, option_trade_count, open_interest, option_bid_size, option_ask_size) are present in the response with zeroed or null values.

Greek Scaling¶

All Greeks are in natural units. Theta is returned per calendar day. All output values are rounded to 4 decimal places.

Migrating to the Lavender Native API¶

LiveVol	Lavender API
`symbol`	`underlying=` (expands to all roots)
`root` (filter)	`root=` (single root)
`expiry`	`expiry`
`iv`	`vol`
`cboe_theo`	`theo`

Error Responses¶

Status	Condition
`200`	Success
`400`	Missing `symbol` parameter
`502`	Upstream data unavailable

Error response body¶

Errors return a JSON envelope:

{
  "Message": "Missing symbol"
}