CME Options Analytics - Greeks and Implied Volatility REST API
The CME Options Analytics: Greeks and Implied Volatility Rest API offers five-minute snapshot calculations of Greeks and Implied Volatility data using CME Group Globex market data for the top 40 liquid products spanning seven asset classes. The data is provided in JSON format, facilitating easy integration into trading, risk, or distribution systems. This API delivers data for the current trading week. Historical data can be accessed through CME DataMine.
Additional details are available in Options Analytics: Greeks and Implied Volatility - FAQ
Contents
Revision History
Date | Description |
|---|---|
October 30, 2025 | Updated the following parameters: |
August 1, 2025 | Initial publication of the CME Options Analytics: Greeks and Implied Volatility REST API. |
Onboarding
CME Options Analytics: Greeks and Implied Volatility REST API requires an OAuth API ID. OAuth is an open protocol that supports secure authorization in a simple, standard method and decouples authentication from authorization. More details about OAuth API ID, authorization and authentication are available in Client API Service Adoption using OAuth 2.0 Protocol.
To access the Options Analytics: Greeks and Implied Volatility REST API, client API IDs must be entitled.
Request access from the CME Group Market Data API self-service onboarding page or contact CME Group Data Sales or Global Account Management (GAM).
Testing and Certification
Certification for Options Analytics: Greeks and Implied Volatility REST API is not required.
Availability
The Options Analytics: Greeks and Implied Volatility REST API is available 24/7 and new calculations happen when the Options market is open. Client systems should consider all returned data to be accurate at the time of the request submission.
Data will only be available from shortly after the Sunday start up until the end of Friday shutdown, with the data refreshed weekly and building up the history for that week only.
Accessing Options Analytics: Greeks and Implied Volatility REST API
This section describes the message specifications and URLs to access Options Analytics: Greeks and Implied Volatility REST API.
Base URL
Following is the base URL to access the Options Analytics: Greeks and Implied Volatility REST API, to be prepended to the endpoints available in the message specification:
Environment | Base URL |
|---|---|
Production | https://markets.api.cmegroup.com/greeks/v1 |
Message Specifications
Options Analytics: Greeks and Implied Volatility REST API business message specifications are detailed below.
The Path value with Base URL prefix will be a specific end point for the HTTPS GET call.
Each HTTPS GET call must have the header parameter "Authorization" with the value "Bearer" pre-pended to the OAuth token (including a space separator).
Example: "Bearer <OAuth Access token>"
Name | Path | Method | Description |
|---|---|---|---|
/latest | GET | Get the latest CME Group Options Analytics for the current date. | |
/history | GET | Gets historical CME Group Options Analytics based on a single date or range of dates provided by the customer. By default, returns all historical CME Group Options Analytics Rates for the current week. | |
/products | GET | Gets a list of products that are available for querying CME Group Options Analytics based on the specific products / asset classes they are entitled to. |
Contact Information
For production requests, contact the Global Command Center (GCC).
For other inquiries, contact CME Group Data Sales or Global Account Management (GAM).
How was your Client Systems Wiki Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.