LiveGreekValues
Greek values for a single quote basis (bid/ask/last/mark).
| Field | Type | Required | Nullable | Default | Description |
|---|---|---|---|---|---|
Delta | Decimal | No | Yes | Delta. | |
Gamma | Decimal | No | Yes | Gamma. | |
Theta | Decimal | No | Yes | Theta. | |
Vega | Decimal | No | Yes | Vega. | |
WVega | Decimal | No | Yes | Weighted vega (vega scaled by time to expiration). | |
Rho | Decimal | No | Yes | Rho. | |
ImpliedVolatility | Decimal | No | Yes | Implied volatility. |