API Reference / GreeksInput
Interface: GreeksInput
Defined in: src/analytics/GreeksCalculator.ts:8
Input parameters for calculating Greeks on a live tick.
Properties
spotPrice
spotPrice:
number
Defined in: src/analytics/GreeksCalculator.ts:10
Current spot price of the underlying index
strike
strike:
number
Defined in: src/analytics/GreeksCalculator.ts:12
Strike price of the option
expiryDate
expiryDate:
string|Date
Defined in: src/analytics/GreeksCalculator.ts:14
Expiry date of the option
riskFreeRate
riskFreeRate:
number
Defined in: src/analytics/GreeksCalculator.ts:16
Risk-free rate as annualized decimal (e.g., 0.065 for 6.5%)
impliedVolatility
impliedVolatility:
number
Defined in: src/analytics/GreeksCalculator.ts:18
Implied volatility as annualized decimal (e.g., 0.18 for 18%)
optionType
optionType:
OptionKind
Defined in: src/analytics/GreeksCalculator.ts:20
Option type