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...
|
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...
|
|
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.
◆ 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:
- dxf_api/src/events/IDxGreeks.cs