+1, specifically for historical/EOD greeks on the dated option-chain endpoint (/v1/options/chain/{symbol}/?date=...). We run an automated options strategy and currently have to solve delta ourselves (Black-76 with a put-call-parity forward) because the dated chain returns blank greeks. Vendor-supplied historical greeks would remove that whole solver and make our backtests methodology-consistent with the live path.

I have been trying out the service, and was looking forward to EoD Greeks for option chains. Was told this would be in Q3, but I dont see any indication on the roadmap for this. Based on the spotty changelog, not sure of the commitment for new features. EoD greeks is a differentiator across data providers, but not sure this is recognized. Would want to see a real commitment before I commit money to a subscription!

Is here an update or ETA when we'll have greeks for historical data? It's "planned" since a loooooooong time

HI! Yes, I've noticed that no greeks are available for historical requests using OPTIONDATA() in Google Sheet, e.g. now NFLX240920C00700000, all greeks columns are blank any period you choose. Pls add this feature! )

After implementing this, MarketData may become a data feed for several Option Analysis software that requires historical greeks options for backtesting (Ie, OptionNet Explorer). This will open a bunch of new potential users for MarketData.