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POST
Calculate Cross-Gamma

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
default:100

Current underlying price

Example:

100

K
number
default:100

Strike price

Example:

100

T
number
default:1

Time to expiration in years

Example:

1

r
number
default:0.05

Risk-free rate

Example:

0.05

sigma
number
default:0.2

Volatility

Example:

0.2

bump
number
default:0.01

Bump size for finite difference calculation

Example:

0.01

Response

Cross-gamma calculation

success
boolean
Example:

true

data
object