OPTION GREEKS & IV
Our October update now includes
option greeks for real-time option quotes
. You can now get delta, gamma, theta, vega, and rho
. They can be requested both through Google Sheets and the API. Read our tutorial to learn more and see real-life examples. It is now possible to build advanced risk-management into your spreadsheets or trading applications using the greeks to help you manage risk.Also included in this update:
implied volatility for real-time options quotes
. It is now possible to graph the famous "option smile" curve in Google Sheets using the output from the IV parameter. Find opportunities when the market misprices option volatility and take advantage without ever leaving Google Sheets.Our last options improvement for October—we've added automatic intrinsic & extrinsic value calculations to both real-time and historial options.
It is now possible to get OPTIONDATA to calculate the intrinsic value or extrinsic value
on any option quote. The calculation is made at the time of the quote, so historic quotes will show the intrinsic/extrinsic values based on the historical stock price.
Option Greeks
Read our tutorial for Google Sheets users to begin working with option greeks and see real-life risk management examples
We also finished this month:
- Sheets: Fixed a bug that showed the incorrect sheet name during refresh.
- Sheets: Rapid refresh + ability to refresh only cells with errors.
- API: Fixed the limit parameter for candles.