The RSV Option Greeks Calculator API calculates fair market price and primary Greeks for any option. These values can be used to assess risk in the options market.
The data is provided in easy to consume JSON format through RESTful API.

Greeks:

1. Delta: Delta (Δ) represents the rate of change between the option’s price and a $1 change in the underlying asset’s price.
2. Theta: Theta (Θ) represents the rate of change between the option price and time, or time sensitivity—sometimes known as an option’s time decay.
3. Gamma: Gamma (Γ) represents the rate of change between an option’s delta and the underlying asset’s price.
4. Vega: Vega (ν) represents the rate of change between an option’s value and the underlying asset’s implied volatility.
5. Rho: Rho (ρ) represents the rate of change between an option’s value and a 1% change in the interest rate.

For detailed description of these please refer to https://www.investopedia.com/terms/g/greeks.asp

Capabilities:

Using the provided endpoints you can request the following:

• Primary Greeks of an option
• Fair market price of an option
• Implied Volatility of an option

Endpoints:

Volatilty:

Get Black-Scholes Put Implied Volatility
Get Black-Scholes Call Implied Volatility

Greeks:

Get Black-Scholes Vega
Get Black-Scholes Gamma
Get Black-Scholes Rho
Get Black-Scholes Theta
Get Black-Scholes Delta

Fair Market Price:

Get Black-Scholes Put Price
Get Black-Scholes Call Price

Inputs:

Common:

StockPrice: The price of the underlying stock
ExercisePrice: The strike price of the option
InterestRate: Continuously compounded risk-free interest rate (% p.a.)
TimeToMaturity: The time remaining till expiration as a fraction of a year
DividendRate: Continuously compounded dividend yield of the underlying (% p.a.)

For greeks and fair market price calculation:

Volatility: The volatility of the underlying equity, realized volatility or equivalent measure

For implied volatility calculation:

Call/Put Value: Current premium of call or put option

Support

Send email to rsverma3333@gmail.com for any queries or issues.