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POST
Calculate Full Greeks Suite

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 asset 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 interest rate (as decimal)

Example:

0.05

sigma
number
default:0.2

Implied volatility (as decimal)

Example:

0.2

q
number
default:0

Dividend yield (as decimal)

Example:

0

Response

Complete Greeks calculation

success
boolean
Example:

true

data
object