Get Option Greek
Options greeeks computed the delta, thetha, vega , rho values.
Request to be POSTed to uri : /NorenWClientTP/GetOptionGreek
Request Details :
| Json Fields | Possible value | Description |
|---|---|---|
| exd* | Expiry Date | |
| strprc* | Strike Price | |
| sptprc* | Spot Price | |
| int_rate* | Init Rate | |
| volatility* | Volatility | |
| optt | CE or PE | Option Type |
Response Details :
| Json Fields | Possible value | Description |
|---|---|---|
| stat | Ok or Not_Ok | success or failure indication. |
| request_time | This will be present only in a successful response. | |
| cal_price | Cal Price | |
| put_price | Put Price | |
| cal_delta | Cal Delta | |
| put_delta | Put Delta | |
| cal_gamma | Cal Gamma | |
| put_gamma | Put Gamma | |
| cal_theta | Cal Theta | |
| put_theta | Put Theta | |
| cal_delta | Cal Delta | |
| cal_rho | Cal Rho | |
| put_rho | Put Rho | |
| cal_vego | Cal Vego | |
| put_vego | Put Vego |
Sample Success Response :
{ "request_time":"17:22:58 28-07-2021", "stat":"OK", "cal_price":"1441", "put_price":"0.417071", "cal_delta":"0.997304", "put_delta":"-0.002696", "cal_gamma":"0.000001", "put_gamma":"0.000001", "cal_theta":"-31.535015", "put_theta":"-31.401346", "cal_rho":"0.000119", "put_rho":"-0.016590", "cal_vego":"0.006307", put_vego":"0.006307" }
Sample Failure Response :
{ "stat":"Not_Ok", "emsg":"Invalid Input : jData is Missing." }