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LiveGreekValues

Greek values for a single quote basis (bid/ask/last/mark).

FieldTypeRequiredNullableDefaultDescription
DeltaDecimalNoYesDelta.
GammaDecimalNoYesGamma.
ThetaDecimalNoYesTheta.
VegaDecimalNoYesVega.
WVegaDecimalNoYesWeighted vega (vega scaled by time to expiration).
RhoDecimalNoYesRho.
ImpliedVolatilityDecimalNoYesImplied volatility.