Option greek

Refer to a set of calculations you can use to measure different factors that might affect the price of an options contract.

Method: POST

https://connect.thefirstock.com/api/V3/optionGreek

Request details

Parameter	Description	Data types	Example
expiryDate	Expiry Date	String	"01-DEC-2022"
strikePrice	Strike Price	String	"42000"
spotPrice	Spot Price	String	"39546"
initRate	Init Rate	String	"10"
volatility	Volatility	String	"10"
optionType	Option Type	String	"PE"

cURL

curl -X POST 'https://connect.thefirstock.com/api/V3/optionGreek'
     -H 'Content-Type: application/json'
     -d '{
           "expiryDate": "23-FEB-2023",
           "strikePrice": "17000",
           "spotPrice": "38850",
           "initRate": "10",
           "volatility": "20",
           "optionType": "PE"
        }'

from thefirstock import thefirstock

optionGreek = thefirstock.firstock_OptionGreek(
    expiryDate='23-FEB-2023',
    strikePrice="17000",
    spotPrice="38850",
    initRate="10",
    volatility="20",
    optionType="PE",
)

const Firstock = require("thefirstock");

const firstock = new Firstock();

firstock.optionGreek(
  {
    expiryDate: "23-FEB-2023",
    strikePrice: "17000",
    spotPrice: "38850",
    initRate: "10",
    volatility: "20",
    optionType: "PE",
  },
  (err, result) => {
    console.log("Error, ", err);
    console.log("Result: ", result);
  }
);

using thefirstock;

class Program
{
    public static void Main()
    {
        Firstock firstock = new Firstock();
        var result = firstock.optionGreek( expiryDate: "02-MAR-2023",
                                          strikePrice: "17000",
                                          spotPrice: "38850",
                                          initRate: "10",
                                          volatility: "20",
                                          optionType: "PE"
                                          );
    }
}

Success response details

Parameter	Description	Data types	Examples
status	Success	String	"Success"
data.stat	success or failure indication.	String	"ok"
data.request_time	This will be present only in a successful response	String	"14:00:49 20-02-2023"
data.cal_price	Cal Price	String	"11795.41"
data.put_price	Put Price	String	"9564.03"
data.cal_delta	Cal Delta	String	"0.836474"
data.put_delta	Put Delta	String	"-0.163526"
data.cal_gamma	Cal Gamma	String	"0.000008"
data.put_gamma	Put Gamma	String	"0.000008"
data.cal_theta	Cal Theta	String	"-1421.069777"
data.put_theta	Put Theta	String	"-992.066490"
data.cal_rho	Cal Rho	String	"0.260474"
data.put_rho	Put Rho	String	"-1.026535"
data.cal_vego	Cal Vego	String	"4.002735"
data.put_vego	Put Vego	String	"4.002735"

Failure response details

Parameter	Description	Data Type	Example
status	Failed	String	"Failed"
code	HTTP Code	String	"404"
name	Type of error	String	"ORDERS_NOT_FOUND"
error.field	Error field	String	"orderDetails"
error.message	Error message	String	"No data on the orders was found"

Sample response

Success response

{
    "status": "Success",
    "data": {
        "request_time": "14:00:49 20-02-2023",
        "stat": "OK",
        "cal_price": "11795.41",
        "put_price": "9564.03",
        "cal_delta": "0.836474",
        "put_delta": "-0.163526",
        "cal_gamma": "0.000008",
        "put_gamma": "0.000008",
        "cal_theta": "-1421.069777",
        "put_theta": "-992.066490",
        "cal_rho": "0.260474",
        "put_rho": "-1.026535",
        "cal_vega": "4.002735",
        "put_vega": "4.002735"
    }
}

Failure response

{
  "status": "Failed",
  "code": "404",
  "name": "ORDERS_NOT_FOUND",
  "error": {
      "field": "orderDetails",
      "message": "No data on the orders was found"
  }
}