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POST
Bachelier Greeks (Basic)

Authorizations

X-API-Key
string
header
required

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

Body

application/json
forward
number
required

Forward price of the underlying asset

Example:

102

strike
number
required

Strike price of the option

Example:

105

risk_free_rate
number
required

Risk-free interest rate (annualized, decimal format)

Example:

0.05

normal_volatility
number
required

Annualized normal (absolute) volatility

Example:

25

time_to_maturity
number
required

Time to expiration in years

Example:

1

option_type
enum<string>
default:call

Type of option

Available options:
call,
put
Example:

"call"

Response

Successful calculation

success
boolean
Example:

true

data
object