Option Greeks

Code-Snippets

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

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

$ch = curl_init("https://api.oanor.com/options-api/v1/greeks");
curl_setopt($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/options-api/v1/greeks",
    headers={"x-oanor-key": "oanor_test_..."}
)

Beispiel-Response

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

{
    "data": {
        "put": {
            "delta": -0.363169,
            "rho_per_1pct": -0.418905,
            "theta_per_day": -0.004542,
            "theta_per_year": -1.657881
        },
        "call": {
            "delta": 0.636831,
            "rho_per_1pct": 0.532325,
            "theta_per_day": -0.017573,
            "theta_per_year": -6.414028
        },
        "note": "Gamma and vega are the same for calls and puts. Vega and rho are per 1 % move; theta per year and per day.",
        "gamma": 0.018762,
        "inputs": {
            "rate": 0.05,
            "spot": 100,
            "time": 1,
            "strike": 100,
            "volatility": 0.2,
            "dividend_yield": 0
        },
        "vega_per_1pct": 0.37524
    },
    "meta": {
        "timestamp": "2026-06-05T03:09:00.723Z",
        "request_id": "d23d287d-449f-49a6-bae1-390d75c7b52d"
    },
    "status": "ok",
    "message": "Greeks",
    "success": true
}