> ## Documentation Index
> Fetch the complete documentation index at: https://docs.fincept.in/llms.txt
> Use this file to discover all available pages before exploring further.

# Calculate Full Greeks Suite

> Computes complete set of option Greeks including first-order (delta, vega, theta, rho), second-order (gamma), and cross-sensitivities (vanna, volga). Essential for options trading, dynamic hedging, and risk management. Shows how option value changes with respect to underlying price, volatility, time, and interest rates. [Tier: PRO, Credits: 5]



## OpenAPI

````yaml api-specs/risk.json post /quantlib/risk/sensitivities/greeks
openapi: 3.1.0
info:
  title: FinceptQuantLib API - Risk Module
  description: >-
    Professional-grade risk management endpoints including Value at Risk (VaR),
    stress testing, copulas, extreme value theory (EVT), XVA calculations,
    sensitivities, and portfolio hedging. Part of the Pro Tier (5 credits per
    request).
  version: 3.0.0
  contact:
    name: Fincept API Support
    url: https://fincept.in
    email: support@fincept.in
servers:
  - url: https://api.fincept.in
    description: Fincept API Production Server
security:
  - APIKeyHeader: []
tags:
  - name: quantlib-risk
    description: Risk Management Module - Pro Tier (5 credits/request)
    x-displayName: Risk
paths:
  /quantlib/risk/sensitivities/greeks:
    post:
      tags:
        - quantlib-risk
      summary: Calculate Full Greeks Suite
      description: >-
        Computes complete set of option Greeks including first-order (delta,
        vega, theta, rho), second-order (gamma), and cross-sensitivities (vanna,
        volga). Essential for options trading, dynamic hedging, and risk
        management. Shows how option value changes with respect to underlying
        price, volatility, time, and interest rates. [Tier: PRO, Credits: 5]
      operationId: full_greeks
      requestBody:
        required: true
        content:
          application/json:
            schema:
              type: object
              properties:
                S:
                  type: number
                  description: Current underlying asset price
                  example: 100
                  default: 100
                K:
                  type: number
                  description: Strike price
                  example: 100
                  default: 100
                T:
                  type: number
                  description: Time to expiration in years
                  example: 1
                  default: 1
                r:
                  type: number
                  description: Risk-free interest rate (as decimal)
                  example: 0.05
                  default: 0.05
                sigma:
                  type: number
                  description: Implied volatility (as decimal)
                  example: 0.2
                  default: 0.2
                q:
                  type: number
                  description: Dividend yield (as decimal)
                  example: 0
                  default: 0
            example:
              S: 150
              K: 155
              T: 0.5
              r: 0.04
              sigma: 0.25
              q: 0.02
      responses:
        '200':
          description: Complete Greeks calculation
          content:
            application/json:
              schema:
                type: object
                properties:
                  success:
                    type: boolean
                    example: true
                  data:
                    type: object
                    properties:
                      delta:
                        type: number
                        description: Rate of change of option price w.r.t. underlying
                        example: 0.534
                      gamma:
                        type: number
                        description: Rate of change of delta w.r.t. underlying
                        example: 0.0185
                      vega:
                        type: number
                        description: Sensitivity to 1% change in volatility
                        example: 34.25
                      theta:
                        type: number
                        description: Time decay per day
                        example: -12.45
                      rho:
                        type: number
                        description: Sensitivity to 1% change in interest rate
                        example: 18.75
                      vanna:
                        type: number
                        description: Sensitivity of delta to volatility
                        example: -0.245
                      volga:
                        type: number
                        description: Sensitivity of vega to volatility (vomma)
                        example: 125.8
              example:
                success: true
                data:
                  delta: 0.534
                  gamma: 0.0185
                  vega: 34.25
                  theta: -12.45
                  rho: 18.75
                  vanna: -0.245
                  volga: 125.8
        '401':
          $ref: '#/components/responses/UnauthorizedError'
        '402':
          $ref: '#/components/responses/InsufficientCreditsError'
        '422':
          $ref: '#/components/responses/ValidationError'
components:
  responses:
    UnauthorizedError:
      description: Authentication information is missing or invalid
      content:
        application/json:
          schema:
            type: object
            properties:
              detail:
                type: string
                example: Invalid API key
    InsufficientCreditsError:
      description: Insufficient API credits for this request
      content:
        application/json:
          schema:
            type: object
            properties:
              detail:
                type: string
                example: Insufficient credits. This endpoint requires 5 credits.
    ValidationError:
      description: Request validation error
      content:
        application/json:
          schema:
            type: object
            properties:
              detail:
                type: array
                items:
                  type: object
                  properties:
                    loc:
                      type: array
                      items:
                        type: string
                    msg:
                      type: string
                    type:
                      type: string
  securitySchemes:
    APIKeyHeader:
      type: apiKey
      in: header
      name: X-API-Key
      description: >-
        API key for authentication. Get your key at
        https://api.fincept.in/auth/register

````