API Reference

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API Reference / OptionContractMetadata

Interface: OptionContractMetadata

Defined in: src/ws/WebSocketManager.ts:28

Option contract metadata required for Greeks calculation.

Properties

securityId

securityId: string

Defined in: src/ws/WebSocketManager.ts:29

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strike

strike: number

Defined in: src/ws/WebSocketManager.ts:30

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expiryDate

expiryDate: string | Date

Defined in: src/ws/WebSocketManager.ts:31

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optionType

optionType: "put" | "call"

Defined in: src/ws/WebSocketManager.ts:32

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underlyingSecurityId

underlyingSecurityId: string

Defined in: src/ws/WebSocketManager.ts:33

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impliedVolatility?

optional impliedVolatility?: number

Defined in: src/ws/WebSocketManager.ts:34