Name | Description | Type | Additional information |
---|---|---|---|
underlying_mid |
Midpoint of underlying price used for calculations |
decimal number |
None. |
mid_iv |
Option volatility used for calculations |
decimal number |
None. |
theo_price |
Calculated theoretical price of option |
decimal number |
None. |
delta |
Calculated delta for option |
decimal number |
None. |
gamma |
Calculated gamma for option |
decimal number |
None. |
vega |
Calculated vega for option |
decimal number |
None. |
rho |
Calculated rho for option |
decimal number |
None. |
theta |
Calculated theta for option |
decimal number |
None. |