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POST
Variance Gamma Option Pricing

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
S
number
required

Current stock price

K
number
required

Strike price

T
number
required

Time to maturity in years

r
number
required

Risk-free rate

sigma
number
required

VG volatility parameter (controls overall volatility level)

theta_vg
number
required

VG drift/skewness parameter. Negative = left skew (typical for equities). Typical: -0.2 to 0

nu
number
required

VG kurtosis parameter (controls tail heaviness). Higher = fatter tails. Typical: 0.1-0.5

q
number
default:0

Dividend yield

Response

Successfully priced Variance Gamma option

success
boolean
Example:

true

data
object
Example: