Historical Options Greeks

[michaelcooke]

Is your feature request related to a problem? Please describe.
As an options trader, I want to analyze how greek values for a given contract changes over time so that I may better inform my future trades.

Describe the solution you'd like
In the quotes endpoint and channel, a results.greeks object similar to the "option contract snapshots" endpoint is included to represent an option contract's greeks at the time of the quote.

Describe alternatives you've considered

• Rapidly polling the option contract endpoint and storing results for future analysis
• Deriving greeks from information already provided by option contract quotes using the Black-Scholes model