Interface IGreeks

Options Greeks are a set of risk measures that are used in the options market to evaluate the risk and reward of an option.

Namespace: Alpaca.Markets
Assembly: Alpaca.Markets.dll
Syntax
public interface IGreeks

Properties

| Improve this Doc View Source

Delta

Gets the rate of change of an option's price relative to a change in the price of the underlying asset.

Declaration
Decimal? Delta { get; }
Property Value
Type Description
System.Nullable<Decimal>
| Improve this Doc View Source

Gamma

Gets the rate of change in an option's delta relative to a change in the price of the underlying asset.

Declaration
Decimal? Gamma { get; }
Property Value
Type Description
System.Nullable<Decimal>
| Improve this Doc View Source

Rho

Gets the rate of change in an option's price relative to a change in the risk-free rate of interest.

Declaration
Decimal? Rho { get; }
Property Value
Type Description
System.Nullable<Decimal>
| Improve this Doc View Source

Theta

Gets the rate of change in an option's price relative to a change in time.

Declaration
Decimal? Theta { get; }
Property Value
Type Description
System.Nullable<Decimal>
| Improve this Doc View Source

Vega

Gets the rate of change in an option's price relative to a change in the volatility of the underlying asset.

Declaration
Decimal? Vega { get; }
Property Value
Type Description
System.Nullable<Decimal>