# October 2022 Update | Market Data

> Option greeks and implied volatility arrive for real-time option quotes. Delta, gamma, theta, vega and rho are in Google Sheets and the API.

Source: https://www.marketdata.app/changelog/october-2022-update/

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(image: The Market Data October Update banner: an isometric illustration of figures with a magnifying glass and a pie chart over a document, beside the words OCTOBER UPDATE)

-   [Changelog](/changelog/)

# October 2022 Update

Option greeks and implied volatility arrive for real-time option quotes. Delta, gamma, theta, vega and rho are in Google Sheets and the API.

-   Last updated October 2, 2024

## OPTION GREEKS & IV

(image: Google Sheets with =OPTIONDATA("AAPL230120C00150000","price,greeks") in cell A1, returning one row: mid 10.35, delta 0.538, gamma 0.016, theta -0.066, vega 0.294 and rho 0.169)Our October update now includes **option greeks for real-time option quotes**. You can now get **delta, gamma, theta, vega, and rho**. They can be requested both through Google Sheets and the API. [Read our tutorial](/sheets/options/calculate-option-greeks/) to learn more and see real-life examples. It is now possible to build advanced risk-management into your spreadsheets or trading applications using the greeks to help you manage risk.

Also included in this update: **implied volatility for real-time options quotes**. It is now possible to [graph the famous “option smile” curve in Google Sheets](/sheets/options/implied-volatility/) using the output from the IV parameter. Find opportunities when the market misprices option volatility and take advantage without ever leaving Google Sheets.

Our last options improvement for October—we’ve added automatic intrinsic & extrinsic value calculations to both real-time and historial options. **It is now possible to get OPTIONDATA to calculate the intrinsic value or extrinsic value** on any option quote. The calculation is made at the time of the quote, so historic quotes will show the intrinsic/extrinsic values based on the historical stock price.

## Option Greeks

[Read our tutorial](/sheets/options/calculate-option-greeks/) for Google Sheets users to begin working with option greeks and see real-life risk management examples

## We also finished this month:

-   Sheets: Fixed a bug that showed the incorrect sheet name during refresh.
-   Sheets: Rapid refresh + ability to refresh only cells with errors.
-   API: Fixed the limit parameter for candles.