Lukka · Example Payload

Lukka Derivatives Get Latest Markets Greeks

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Lukka Derivatives Get Latest Markets Greeks is an example object payload from Lukka, with 4 top-level fields. It illustrates the shape of data this provider's APIs accept or return.

Top-level fields

dataTypecountdatanextPageUrl

Example Payload

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{
 "dataType": "greeks",
 "count": 5,
 "data": [
  {
   "sourceId": 4005,
   "entityCode": "BINA",
   "entityName": "Binance",
   "derivativeCode": "BNB-260422-615-C.BINA",
   "underlyingAssetCode": "BNB",
   "quoteAssetCode": "USDT",
   "lukkaInstrumentClassification": "Option",
   "optionType": "C",
   "strikePrice": "615.0",
   "expiryTime": "2026-04-22T08:00:00Z",
   "latestPrice": "19.9",
   "latestPriceUsd": "19.903383",
   "latestSize": "0.07",
   "latestSizeUsd": "1.39323681",
   "aggressor": "B",
   "spotPrice": "632.5375131",
   "forwardPrice": "632.543157850426",
   "impliedForwardRate": "0.0106319098872809",
   "riskFreeRate": "0.0366698585651162",
   "timeToExpiry": "0.0008393541333942",
   "impliedVolatility": "1.1602341906270601",
   "delta": "0.8032983099606948",
   "gamma": "0.0130342444697076",
   "theta": "-2.945658751348726",
   "vega": "0.0507875286097051",
   "rho": "-0.0001670598678959",
   "modelType": "BLACK76",
   "latestPriceTs": "2026-04-22T00:38:31.926Z"
  },
  {
   "sourceId": 4005,
   "entityCode": "BINA",
   "entityName": "Binance",
   "derivativeCode": "BNB-260422-620-C.BINA",
   "underlyingAssetCode": "BNB",
   "quoteAssetCode": "USDT",
   "lukkaInstrumentClassification": "Option",
   "optionType": "C",
   "strikePrice": "620.0",
   "expiryTime": "2026-04-22T08:00:00Z",
   "latestPrice": "12.1",
   "latestPriceUsd": "12.101331",
   "latestSize": "0.32",
   "latestSizeUsd": "3.87242592",
   "aggressor": "B",
   "spotPrice": "632.1",
   "forwardPrice": "632.1097851397548",
   "impliedForwardRate": "0.0084829561121654",
   "riskFreeRate": "0.0368693920310197",
   "timeToExpiry": "0.0018248646601769",
   "impliedVolatility": "0.0000000000454747",
   "delta": "0.9999327206127999",
   "gamma": "0.0",
   "theta": "0.0008147115151455",
   "vega": "0.0",
   "rho": "-0.0002209723215561",
   "modelType": "BLACK76",
   "latestPriceTs": "2026-04-21T16:00:11.583Z"
  },
  {
   "sourceId": 4005,
   "entityCode": "BINA",
   "entityName": "Binance",
   "derivativeCode": "BNB-260422-625-C.BINA",
   "underlyingAssetCode": "BNB",
   "quoteAssetCode": "USDT",
   "lukkaInstrumentClassification": "Option",
   "optionType": "C",
   "strikePrice": "625.0",
   "expiryTime": "2026-04-22T08:00:00Z",
   "latestPrice": "15.0",
   "latestPriceUsd": "15.0015",
   "latestSize": "0.6",
   "latestSizeUsd": "9.0009",
   "aggressor": "B",
   "spotPrice": "640.69",
   "forwardPrice": "640.6931831860604",
   "impliedForwardRate": "0.009005500274662",
   "riskFreeRate": "0.0366698585651162",
   "timeToExpiry": "0.0005517027593987",
   "impliedVolatility": "0.0000000000454747",
   "delta": "0.9999797693424853",
   "gamma": "0.0",
   "theta": "0.0003174802028807",
   "vega": "0.0",
   "rho": "-0.0000865779731102",
   "modelType": "BLACK76",
   "latestPriceTs": "2026-04-22T03:09:49.509Z"
  },
  {
   "sourceId": 4005,
   "entityCode": "BINA",
   "entityName": "Binance",
   "derivativeCode": "BNB-260422-630-P.BINA",
   "underlyingAssetCode": "BNB",
   "quoteAssetCode": "USDT",
   "lukkaInstrumentClassification": "Option",
   "optionType": "P",
   "strikePrice": "630.0",
   "expiryTime": "2026-04-22T08:00:00Z",
   "latestPrice": "3.6",
   "latestPriceUsd": "3.60036",
   "latestSize": "1.0",
   "latestSizeUsd": "3.60036",
   "aggressor": "B",
   "spotPrice": "631.153109",
   "forwardPrice": "631.1657726710662",
   "impliedForwardRate": "0.0108101749959782",
   "riskFreeRate": "0.0368693920310197",
   "timeToExpiry": "0.0018560420627678",
   "impliedVolatility": "0.3836117645172842",
   "delta": "-0.4521606373839011",
   "gamma": "0.0379679877243074",
   "theta": "-2.065353092440549",
   "vega": "0.107692185706962",
   "rho": "-0.0000668241960111",
   "modelType": "BLACK76",
   "latestPriceTs": "2026-04-21T15:43:47.695Z"
  },
  {
   "sourceId": 4005,
   "entityCode": "BINA",
   "entityName": "Binance",
   "derivativeCode": "BNB-260422-635-C.BINA",
   "underlyingAssetCode": "BNB",
   "quoteAssetCode": "USDT",
   "lukkaInstrumentClassification": "Option",
   "optionType": "C",
   "strikePrice": "635.0",
   "expiryTime": "2026-04-22T08:00:00Z",
   "latestPrice": "9.3",
   "latestPriceUsd": "9.299907",
   "latestSize": "0.48",
   "latestSizeUsd": "4.46395536",
   "aggressor": "B",
   "spotPrice": "644.8",
   "forwardPrice": "644.8008305409462",
   "impliedForwardRate": "0.0053085595378116",
   "riskFreeRate": "0.0366698585651162",
   "timeToExpiry": "0.0002426381283748",
   "impliedVolatility": "0.0000000000454747",
   "delta": "0.9999911025337327",
   "gamma": "0.0",
   "theta": "0.0000872021711877",
   "vega": "0.0",
   "rho": "-0.0000237803402031",
   "modelType": "BLACK76",
   "latestPriceTs": "2026-04-22T05:52:22.851Z"
  }
 ],
 "nextPageUrl": "https://data-pricing-api.lukka.tech/v1/pricing/latest-markets/GREEKS?sourceIds=4005&limit=5&offset=5"
}