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.

Differences from Tradier¶

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

Market-data fields are zeroed. bid, ask, last, volume, open_interest, and related 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 Tradier Authorization: Bearer header is accepted by the listener and discarded.

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	One of `"standard"` (3rd Friday monthly), `"weeklys"` (weekly/W-root expiries), or `"eom"` (end-of-month)
`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 — \(\partial V / \partial q\), per-1% dividend yield convention
`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.

Migrating to the Lavender Native API¶

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

Error Responses¶

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

Error response body¶

Errors return a JSON envelope:

{
  "errors": {
    "error": ["Missing symbol"]
  }
}