From MarketData.app — Options Chain & Quotes¶

Looking for a second source of option Greeks alongside MarketData.app? Lavender delivers independently computed Greeks through MarketData.app's own wire format — no code changes required.

Already fetching option Greeks from MarketData.app? Change the host — everything else stays the same.

What Changes¶

Your current callWith Lavender

curl -H "Authorization: Bearer YOUR_TOKEN" \
     "https://api.marketdata.app/v1/options/chain/AAPL"

curl "http://localhost:2112/v1/options/chain/AAPL"

Change the host. No API key needed. The path, parameters, field names, and columnar JSON format are all identical.

Try it in your browser¶

http://localhost:2112/v1/options/chain/AAPL?dte=30&format=html

Endpoints¶

Endpoint	Description
`/v1/options/chain/{underlying}`	Full options chain for an underlying
`/v1/options/quotes/{optionSymbol}`	Single contract by OCC symbol

Chain Parameters¶

Parameter	Type	Required	Description
`side`	string	No	`call` or `put`
`expiration`	string	No	Exact date (`yyyy-MM-dd`) or `all`
`dte`	integer	No	Closest expiration to N days from today
`from`	string	No	Expiration floor (`yyyy-MM-dd`)
`to`	string	No	Expiration ceiling (`yyyy-MM-dd`)
`strike`	string	No	Exact value, comma-list, range (`400-410`), or expression (`>=400`, `<500`)
`range`	string	No	`itm`, `otm`, or `all`
`delta`	string	No	Single value (nearest) or range (`.30,.60`)
`strikeLimit`	integer	No	Limit to N strikes nearest ATM
`format`	string	No	`json` (default), `csv`, `ndjson`, `html` (csv/ndjson/html are Lavender extensions)

Response Format¶

The default JSON response uses MarketData.app's columnar format — each field is a parallel array, with a status string "s":

{
  "s": "ok",
  "optionSymbol": ["AAPL261218C00230000", "AAPL261218P00230000"],
  "underlying":   ["AAPL", "AAPL"],
  "expiration":   [1797552000, 1797552000],
  "side":         ["call", "put"],
  "strike":       [230.0, 230.0],
  "dte":          [276, 276],
  "iv":           [0.245, 0.312],
  "delta":        [0.583, -0.417],
  "gamma":        [0.0198, 0.0198],
  "theta":        [-0.1425, -0.1025],
  "vega":         [0.312, 0.312],
  "underlyingPrice": [252.71, 252.71],
  "bid":          [0, 0],
  "ask":          [0, 0],
  "mid":          [0, 0],
  "last":         [null, null],
  "volume":       [0, 0],
  "openInterest": [0, 0],
  "inTheMoney":   [true, false],
  "intrinsicValue": [22.71, 0],
  "extrinsicValue": [0, 0],
  "updated":      [1710450600, 1710450600],
  "firstTraded":  [0, 0],
  "bidSize":      [0, 0],
  "askSize":      [0, 0]
}

Market data fields are zeroed

Fields like bid, ask, mid, last, volume, openInterest, bidSize, askSize are zeroed. The iv, delta, gamma, theta, vega, and computed fields contain Lavender's values.

Field Reference¶

Greeks & Computed¶

Field	Type	Description
`optionSymbol`	string	OCC contract symbol (compact, no padding)
`underlying`	string	Underlying ticker
`expiration`	long	Expiration as Unix timestamp (seconds)
`side`	string	`call` or `put`
`strike`	double	Strike price
`dte`	int	Calendar days to expiration
`iv`	double	Implied volatility (decimal: 0.25 = 25%)
`delta`	double	Per $1 spot move
`gamma`	double	Per $1 spot move
`theta`	double	Per calendar day
`vega`	double	Per 1% vol move
`underlyingPrice`	double	Current underlying price
`inTheMoney`	bool	`true` if ITM
`intrinsicValue`	double	Max(0, spot−K) for calls, Max(0, K−spot) for puts
`extrinsicValue`	double	Model value minus intrinsic
`updated`	long	Computation time as Unix timestamp (seconds)

Market Data (zeroed)¶

bid, ask, mid, last, volume, openInterest, bidSize, askSize, firstTraded — present for wire compatibility but zeroed.

Single Contract Quotes¶

http://localhost:2112/v1/options/quotes/AAPL261218C00230000

Returns the same columnar JSON format with a single element per array. If the contract is not found, returns {"s":"no_data","errmsg":"No data for ..."}.

Greek Scaling¶

All Greeks pass through without conversion — MarketData.app uses the same per-1% convention for vega as the Lavender API.

Greek	Convention
Delta	Per share, −1 to +1
Gamma	Per share, per $1
Theta	Per calendar day
Vega	Per 1% vol move
IV	Decimal (0.25 = 25%)

All output values are rounded to up to 4 decimal places.

How Lavender's Greeks Differ¶

MarketData.app computes Greeks using a standard Black-Scholes model. Running Lavender alongside MarketData.app gives you a second perspective that accounts for:

Early exercise — Lavender prices American options, which matters for equity options near ex-dividend dates
Discrete dividends — Lavender uses the actual dividend schedule rather than a continuous yield approximation
Implied borrow rates — Lavender solves for the borrow rate per expiry to enforce put-call parity, producing consistent call/put Greeks even in hard-to-borrow names
Two views of time decay — conventional theta ($\partial V / \partial t$) on this endpoint, plus a separate decay metric (expected change to next trading day, accounting for weekends and holidays) on the Lavender API
Extended Greeks — access vanna, charm, volga, speed, and more via the Lavender API

Migrating to the Lavender Native API¶

MarketData.app	Lavender API
`/{underlying}` in path	`underlying=` query param
`optionSymbol`	`osym` (always included)
`iv`	`lav_vol`
`side`	`right`
`underlyingPrice`	`und_price`
Columnar JSON	Flat array of objects

Error Responses¶

Status	Condition
`200`	Success (or `{"s":"no_data"}` for valid symbol with no matching contracts)
`400`	Missing symbol, invalid format
`404`	Unsupported route
`502`	Upstream data unavailable

Error responses use JSON: {"s":"error","errmsg":"description"}.