Option Greeks

Code-Snippets

curl "https://api.oanor.com/blackscholes-api/v1/greeks" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/blackscholes-api/v1/greeks", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/blackscholes-api/v1/greeks");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/blackscholes-api/v1/greeks",
    headers={"x-oanor-key": "oanor_test_..."}
)

Beispiel-Response

Echte Antwort dieses Endpoints, erfasst beim letzten Health-Check.

{
    "data": {
        "note": "Greeks: delta = ∂V/∂S, gamma = ∂²V/∂S², vega = ∂V/∂σ (per 1.00 vol; vega_per_1pct per 1% point), theta = ∂V/∂t (per year and per day), rho = ∂V/∂r.",
        "vega": 37.52403469,
        "gamma": 0.0187620173,
        "inputs": {
            "rate": 0.05,
            "spot": 100,
            "time": 1,
            "strike": 100,
            "volatility": 0.2,
            "dividend_yield": 0
        },
        "put_rho": -41.89045902,
        "call_rho": 53.23248343,
        "put_delta": -0.36316941,
        "call_delta": 0.63683059,
        "vega_per_1pct": 0.37524035,
        "put_theta_per_day": -0.00454214,
        "call_theta_per_day": -0.01757268,
        "put_theta_per_year": -1.65788052,
        "call_theta_per_year": -6.41402764
    },
    "meta": {
        "timestamp": "2026-06-05T19:50:26.018Z",
        "request_id": "972ceac2-42b9-4a99-ae70-6b58e3d02e27"
    },
    "status": "ok",
    "message": "Option Greeks",
    "success": true
}