dxFeed .Net API  7.1.0
dxFeed .Net API library intended to provide market data access for DX clients
com.dxfeed.api.events.IDxGreeks Interface Reference

Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks. It represents the most recent information that is available about the corresponding values on the market at any given moment of time. More...

Inheritance diagram for com.dxfeed.api.events.IDxGreeks:
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Collaboration diagram for com.dxfeed.api.events.IDxGreeks:
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Properties

double Price [get]
 Returns option market price. More...
 
double Volatility [get]
 Returns Black-Scholes implied volatility of the option. More...
 
double Delta [get]
 Return option delta. Delta is the first derivative of an option price by an underlying price. More...
 
double Gamma [get]
 Returns option gamma. Gamma is the second derivative of an option price by an underlying price. More...
 
double Theta [get]
 Returns option theta. Theta is the first derivative of an option price by a number of days to expiration. More...
 
double Rho [get]
 Returns option rho. Rho is the first derivative of an option price by percentage interest rate. More...
 
double Vega [get]
 Returns option vega. Vega is the first derivative of an option price by percentage volatility. More...
 

Detailed Description

Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks. It represents the most recent information that is available about the corresponding values on the market at any given moment of time.

Property Documentation

◆ Delta

double com.dxfeed.api.events.IDxGreeks.Delta
get

Return option delta. Delta is the first derivative of an option price by an underlying price.

◆ Gamma

double com.dxfeed.api.events.IDxGreeks.Gamma
get

Returns option gamma. Gamma is the second derivative of an option price by an underlying price.

◆ Price

double com.dxfeed.api.events.IDxGreeks.Price
get

Returns option market price.

◆ Rho

double com.dxfeed.api.events.IDxGreeks.Rho
get

Returns option rho. Rho is the first derivative of an option price by percentage interest rate.

◆ Theta

double com.dxfeed.api.events.IDxGreeks.Theta
get

Returns option theta. Theta is the first derivative of an option price by a number of days to expiration.

◆ Vega

double com.dxfeed.api.events.IDxGreeks.Vega
get

Returns option vega. Vega is the first derivative of an option price by percentage volatility.

◆ Volatility

double com.dxfeed.api.events.IDxGreeks.Volatility
get

Returns Black-Scholes implied volatility of the option.


The documentation for this interface was generated from the following file: