Hi, can you add the day of IV computation? it is useful to compute day to maturity and to compute the other greeks. It would be great to have also the underlying price.
The day of IV computation is usually as same as the day of request, except weekends and holidays. We will consider adding a day field to “stock” section.
{
“stock”: {}
“options” {}
}
The underlying price is displayed in “stock” section.
The day of IV computation is usually as same as the day of request, except weekends and holidays. We will consider adding a day field to “stock” section.
{
“stock”: {}
“options” {}
}
The underlying price is displayed in “stock” section.
Thank you,