From Tradier — Option Chains¶

Looking for a second source of option Greeks alongside Tradier, or an alternative option chain API with extended Greeks? Lavender delivers independently computed Greeks through Tradier's own wire format — no code changes required.

Already fetching option chains and Greeks from Tradier? Swap the host — your existing code works unchanged.

Beta compatibility

This compatibility layer has automated test coverage but has not yet been validated against live Tradier API traffic. If you encounter any inconsistencies with Tradier's wire format, please contact support@lavender-ts.com.

What Changes¶

Your current callSame call through Lavender

curl -H "Authorization: Bearer YOUR_TRADIER_TOKEN" \
     "https://api.tradier.com/v1/markets/options/chains?symbol=SPY&expiration=2026-12-18&greeks=true"
#      ^^^^^^^^^^^^^^^^^^^^^

curl "http://localhost:2112/v1/markets/options/chains?symbol=SPY&expiration=2026-12-18&greeks=true"
#     ^^^^^^^^^^^^^^^^^^^^^^^^^^^

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

Try it in your browser¶

http://localhost:2112/v1/markets/options/chains?symbol=SPY&greeks=true&format=html

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

Same Response Format¶

The JSON you get back has the same options.option structure Tradier returns:

{
  "options": {
    "option": [
      {
        "symbol": "SPY261218C00570000",
        "description": "SPY Dec 18 2026 $570.00 Call",
        "exch": "X",
        "type": "option",
        "last": 0,
        "change": 0,
        "change_percentage": null,
        "volume": 0,
        "average_volume": 0,
        "last_volume": 0,
        "trade_date": 1710417600,
        "open": null,
        "high": null,
        "low": null,
        "close": null,
        "prevclose": null,
        "week_52_high": 0,
        "week_52_low": 0,
        "bid": 0,
        "bidsize": 0,
        "bidexch": "X",
        "bid_date": 1710417600,
        "ask": 0,
        "asksize": 0,
        "askexch": "X",
        "ask_date": 1710417600,
        "open_interest": 0,
        "underlying": "SPY",
        "strike": 570.0,
        "contract_size": 100,
        "expiration_date": "2026-12-18",
        "expiration_type": "standard",
        "option_type": "call",
        "root_symbol": "SPY",
        "greeks": {
          "delta": 0.4512,
          "gamma": 0.0223,
          "theta": -0.0877,
          "vega": 0.2514,
          "rho": 0.3124,
          "phi": 0,
          "bid_iv": 0.2100,
          "mid_iv": 0.2346,
          "ask_iv": 0.2592,
          "smv_vol": 0.2346,
          "updated_at": "2026-03-14 12:00:00"
        }
      }
    ]
  }
}

Market data fields are zeroed

Fields like bid, ask, last, volume, and open_interest are zeroed. The greeks object and IV fields contain Lavender's computed values.

Endpoint¶

GET /v1/markets/options/chains

Parameters¶

Parameter	Type	Required	Description
`symbol`	string	Yes	Underlying ticker (e.g., `SPY`)
`expiration`	string	No	`YYYY-MM-DD` or `*` for all expirations
`greeks`	string	No	`true` to include the nested `greeks` object

Response Fields¶

Per-Contract — Identification¶

Field	Type	Description
`symbol`	string	OCC symbol (e.g., `SPY261218C00570000`)
`description`	string	Human-readable description
`exch`	string	Exchange code
`type`	string	Always `"option"`
`underlying`	string	Underlying ticker
`strike`	number	Strike price
`option_type`	string	`"call"` or `"put"`
`expiration_date`	string	`YYYY-MM-DD`
`expiration_type`	string	Always `"standard"`
`root_symbol`	string	Root symbol
`contract_size`	integer	Always `100`

Per-Contract — Market Data (zeroed)¶

The remaining per-contract fields (last, change, change_percentage, volume, average_volume, last_volume, trade_date, open, high, low, close, prevclose, week_52_high, week_52_low, bid, bidsize, bidexch, bid_date, ask, asksize, askexch, ask_date, open_interest) are present for wire compatibility but contain zeroed or null values. The JSON example above shows the exact structure and values for each field.

Greeks (when `greeks=true`)¶

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	\(\partial V / \partial r\)
`phi`	number	Dividend rho (always `0`)
`bid_iv`	number	Implied volatility at bid
`mid_iv`	number	Implied volatility at mid
`ask_iv`	number	Implied volatility at ask
`smv_vol`	number	Smoothed model volatility
`updated_at`	string	Timestamp (`YYYY-MM-DD HH:MM:SS`)

Greek Scaling¶

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

How Lavender's Greeks Compare¶

Tradier sources its Greeks from Orats, which uses a sophisticated modeling approach — more advanced than standard Black-Scholes. If you're using Tradier today, your Greeks already handle many real-world effects.

Running Lavender alongside Tradier gives you a second, independently computed perspective on the same contracts:

Independent model — Lavender computes Greeks using the Lavender model with different assumptions. Where the two reports agree, you have confirmation. Where they diverge, you have a signal worth investigating.
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 second and third-order Greeks via the Lavender API.

Migrating to the Lavender Native API¶

Tradier	Lavender API
`symbol`	`root`
`expiration_date`	`expiry`
`greeks.delta`	`delta` (flat)
`greeks.smv_vol`	`lav_vol`
`greeks.mid_iv`	`lav_vol`

Error Responses¶

Status	Condition
`200`	Success
`400`	Missing `symbol` parameter