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Option Greek


POST: /apiV2/optionGreek

https://connect.thefirstock.com/apiV2/optionGreek

Request Details

Parameter Description
expiryDate Expiry Date
strikePrice Strike Price
spotPrice Spot Price
initRate Init Rate
volatility Volatility
optionType Option Type

Code

curl -X POST 'https://connect.thefirstock.com/apiV2/optionGreek' \
     -H 'Content-Type: application/json' \
     -d '{
           "expiryDate": "",
           "strikePrice": "",
           "spotPrice": "",
           "initRate": "",
           "volatility": "",
           "optionType": "",
        }'
from thefirstock import thefirstock

SOH = thefirstock.firstock_OptionGreek(
    expiryDate='',
    strikePrice='',
    spotPrice='',
    initRate='',
    volatility='',
    optionType='',
)

```javascript

const Firstock = require('thefirstock');

const firstock = new Firstock();

firstock.optionGreek( { expiryDate: "", strikePrice: "", spotPrice: "", initRate: "", volatility: "", optionType: "", }, (err, result) => { console.log("Error, ", err); console.log("Result: ", result); } );

using thefirstock;

               var result = firstock.optionGreek(expiryDate: "01-DEC-2022",
                                      strikePrice: "42000",
                                      spotPrice: "39546",
                                      initRate: "10",
                                      volatility: "",
                                      optionType: ""
                );

Response Details

Parameter Description
data.stat success or failure indication.
Status success or failure indication.
data.request_time This will be present only in a successful response
data.cal_price Cal Price
data.put_price Put Price
data.cal_delta Cal Delta
data.put_delta Put Delta
data.cal_gamma Cal Gamma
data.put_gamma Put Gamma
data.cal_theta Cal Theta
data.put_theta Put Theta
data.cal_rho Cal Rho
data.put_rho Put Rho
data.cal_vego Cal Vego
data.put_vego Put Vego

Response data will be in json format with below fields in case of failure:

Parameter Description
Status Failed
requestTime Response received time.
data Type of error

Sample Response

{
"Status": "Success",
"data": {
            "stat": "",
            "request_time": "",
            "cal_price": "",
            "put_price": "",
            "cal_delta": "",
            "put_delta": "",
            "cal_gamma": "",
            "put_gamma": "",
            "cal_theta": "",
            "put_theta": "",
            "cal_rho": "",
            "put_rho": "",
            "cal_vego": "",
            "put_vego": "",
         }
    }
{
  "Status": "Failed",
  "data": "",
  "requestTime": ""
}