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Viewing User Profile for: gnosis
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Joined: Feb 19, 2021 03:05 AM
Last Post: Feb 25, 2021 09:35 AM
Last Visit: Mar 9, 2021 01:48 PM
Location: Seattle
Occupation: Software Engineer / Investor
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gnosis has contributed to 3 posts out of 20125 total posts (0.01%) in 62 days (0.05 posts per day).

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Thank you all.

It would be great to provide greeks along with other options data.

I have put in a wishlist request for a future release.


The delta can be calculated using the following five values:

1. Stock Price
2. Option Strike Price
3. Time to Expiration
4. Risk-Free Rate
5. Implied Volatility

I am not sure how to get #4 and #5.

Does anyone know?




I am able to get the real-time options data, like the last price, bid, and ask, but can't seem to find a way get the greeks using web sockets. Can someone please help?



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