Lightning-Fast Option Greeks

High-performance API for calculating option Greeks. Simple, fast, reliable.

Get Started - $29/mo View Documentation

<10ms

Average calculation time

100%

Accurate Greeks guaranteed

99.9%

Uptime SLA

$29

Per month for 50,000 calculations

Built for Production

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Blazing Fast

Optimized infrastructure delivers results in milliseconds. Perfect for real-time trading applications.

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Industry-Standard Accuracy

Monte Carlo pricing with analytical Greeks. Validated against leading financial libraries.

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Batch Processing

Price up to 10,000 options in a single request. Ideal for portfolio analysis and risk management.

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Enterprise Security

Secure API key authentication with automatic rate limiting and usage tracking.

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Complete Greeks Suite

Get Delta, Gamma, Theta, Vega, and Rho with every calculation. No additional cost.

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Easy Integration

Clean RESTful API with comprehensive documentation. Start building in minutes.

Simple to Use

# Calculate option Greeks with a single API call curl -X POST https://fastgreeks.com/greeks \ -H "Content-Type: application/json" \ -H "X-API-Key: your_api_key" \ -d '{ "S": 100, # Stock price "K": 105, # Strike price "T": 0.5, # Time to maturity (years) "r": 0.05, # Risk-free rate "sigma": 0.2 # Volatility }' # Response (in ~10ms) { "price": 4.61, "delta": 0.461, "gamma": 0.028, "theta": -7.69, "vega": 28.08, "rho": 20.77 }

Simple, Transparent Pricing

No hidden fees. Cancel anytime.

$29/month

50,000 calculations per month • All Greeks included • Email support

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Why Choose FastGreeks?

Stop waiting for slow Greeks calculations to bottleneck your trading systems. FastGreeks delivers Delta, Gamma, Theta, Vega, and Rho in milliseconds, not seconds. Whether you're building algorithmic trading strategies, managing portfolio risk, or running quantitative analysis, speed matters. Our optimized calculation engine processes up to 10,000 options in a single batch request, giving you the performance edge you need.

Built by traders for traders. No complex integration, no bloated SDKs, no unnecessary features. Just a clean REST API that does one thing exceptionally well: calculate option Greeks fast. Start with our free tier offering 1,000 calculations per month to test integration. Scale to production with plans starting at $29 per month for 50,000 calculations. Cancel anytime, no contracts required.

Join quantitative traders and developers who need reliable, accurate Greeks calculations delivered at production speed. Simple pricing, comprehensive documentation, and email support included with every plan. Get your API key in minutes and start building today.