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.
For detailed description of these please refer to https://www.investopedia.com/terms/g/greeks.asp
Using the provided endpoints you can request the following:
Get Black-Scholes Put Implied Volatility
Get Black-Scholes Call Implied Volatility
Get Black-Scholes Vega
Get Black-Scholes Gamma
Get Black-Scholes Rho
Get Black-Scholes Theta
Get Black-Scholes Delta
Get Black-Scholes Put Price
Get Black-Scholes Call Price
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.)
Volatility: The volatility of the underlying equity, realized volatility or equivalent measure
Call/Put Value: Current premium of call or put option
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