API Reference

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API Reference / TickWithGreeks

Type Alias: TickWithGreeks

TickWithGreeks = MarketTickerEvent | MarketQuoteEvent | MarketFullEvent & object

Defined in: src/analytics/GreeksCalculator.ts:27

Real-time Greeks calculation result attached to a market tick. Only ticker, quote, and full events have LTP data needed for Greeks.

Type Declaration

greeks?

optional greeks?: Greeks

impliedVolatility?

optional impliedVolatility?: number

theoreticalPrice?

optional theoreticalPrice?: number

underlyingSpot?

optional underlyingSpot?: number