Calculate Full Greeks Suite
curl --request POST \
--url https://api.fincept.in/quantlib/risk/sensitivities/greeks \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"S": 150,
"K": 155,
"T": 0.5,
"r": 0.04,
"sigma": 0.25,
"q": 0.02
}
'import requests
url = "https://api.fincept.in/quantlib/risk/sensitivities/greeks"
payload = {
"S": 150,
"K": 155,
"T": 0.5,
"r": 0.04,
"sigma": 0.25,
"q": 0.02
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({S: 150, K: 155, T: 0.5, r: 0.04, sigma: 0.25, q: 0.02})
};
fetch('https://api.fincept.in/quantlib/risk/sensitivities/greeks', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/risk/sensitivities/greeks",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'S' => 150,
'K' => 155,
'T' => 0.5,
'r' => 0.04,
'sigma' => 0.25,
'q' => 0.02
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/risk/sensitivities/greeks"
payload := strings.NewReader("{\n \"S\": 150,\n \"K\": 155,\n \"T\": 0.5,\n \"r\": 0.04,\n \"sigma\": 0.25,\n \"q\": 0.02\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/risk/sensitivities/greeks")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"S\": 150,\n \"K\": 155,\n \"T\": 0.5,\n \"r\": 0.04,\n \"sigma\": 0.25,\n \"q\": 0.02\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/risk/sensitivities/greeks")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"S\": 150,\n \"K\": 155,\n \"T\": 0.5,\n \"r\": 0.04,\n \"sigma\": 0.25,\n \"q\": 0.02\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"delta": 0.534,
"gamma": 0.0185,
"vega": 34.25,
"theta": -12.45,
"rho": 18.75,
"vanna": -0.245,
"volga": 125.8
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}quantlib-risk
Calculate Full Greeks Suite
Computes complete set of option Greeks including first-order (delta, vega, theta, rho), second-order (gamma), and cross-sensitivities (vanna, volga). Essential for options trading, dynamic hedging, and risk management. Shows how option value changes with respect to underlying price, volatility, time, and interest rates. [Tier: PRO, Credits: 5]
POST
/
quantlib
/
risk
/
sensitivities
/
greeks
Calculate Full Greeks Suite
curl --request POST \
--url https://api.fincept.in/quantlib/risk/sensitivities/greeks \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"S": 150,
"K": 155,
"T": 0.5,
"r": 0.04,
"sigma": 0.25,
"q": 0.02
}
'import requests
url = "https://api.fincept.in/quantlib/risk/sensitivities/greeks"
payload = {
"S": 150,
"K": 155,
"T": 0.5,
"r": 0.04,
"sigma": 0.25,
"q": 0.02
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({S: 150, K: 155, T: 0.5, r: 0.04, sigma: 0.25, q: 0.02})
};
fetch('https://api.fincept.in/quantlib/risk/sensitivities/greeks', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/risk/sensitivities/greeks",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'S' => 150,
'K' => 155,
'T' => 0.5,
'r' => 0.04,
'sigma' => 0.25,
'q' => 0.02
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/risk/sensitivities/greeks"
payload := strings.NewReader("{\n \"S\": 150,\n \"K\": 155,\n \"T\": 0.5,\n \"r\": 0.04,\n \"sigma\": 0.25,\n \"q\": 0.02\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/risk/sensitivities/greeks")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"S\": 150,\n \"K\": 155,\n \"T\": 0.5,\n \"r\": 0.04,\n \"sigma\": 0.25,\n \"q\": 0.02\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/risk/sensitivities/greeks")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"S\": 150,\n \"K\": 155,\n \"T\": 0.5,\n \"r\": 0.04,\n \"sigma\": 0.25,\n \"q\": 0.02\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"delta": 0.534,
"gamma": 0.0185,
"vega": 34.25,
"theta": -12.45,
"rho": 18.75,
"vanna": -0.245,
"volga": 125.8
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
Current underlying asset price
Example:
100
Strike price
Example:
100
Time to expiration in years
Example:
1
Risk-free interest rate (as decimal)
Example:
0.05
Implied volatility (as decimal)
Example:
0.2
Dividend yield (as decimal)
Example:
0
⌘I
